Below is a weekly summary of our research findings for 9/14/20 through 9/18/20. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs.
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- AAII Investor Sentiment as a Stock Market Indicator
Evidence suggests that investors may be able to exploit extreme values of AAII net investor sentiment as contrary signals, but strong (extremely bearish sentiment) signals are rare. - Active Investment Managers and Market Timing
Evidence from simple tests on NAAIM survey data offers little support for belief that active investment managers as a group successfully time the U.S. stock market return over the near term, but they may add value by avoiding some stock market volatility. - Relative Sentiment plus Machine Learning for Stock Market Timing
Evidence indicates that the difference in Sentix sentiment between sophisticated and unsophisticated investors re 6-month economic expectations has value for tactical allocation to equities at a monthly horizon. - Distinct and Predictable U.S. and ROW Equity Market Cycles?
Available evidence offers little support for belief that investors can time multi-year differences in returns between U.S. and non-U.S. stocks. - Party in Power and Stock Returns
Evidence suggests that divided government, with a Democrat as President and Republican control of part or all of Congress is the most favorable for U.S. stocks.
