All posts tagged "correlation"

  • Baltic Dry Index Improvement
    Baltic Dry Index Indicates World Economy Improving

    A recent look at the Baltic Dry Index (BDI), which measures changes in the cost to transport raw materials such as metals, grains and fossil fuels by sea, indicates the world economy may be improving.

    • Posted December 27, 2013
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  • Another Reason Stocks Should Beat Bonds

    The Systematic Relative Strength blog cites research from the Leuthold Group showing long-term outperformance of bonds over stocks is rare and leads to a period of outperformance by stocks. Since 1926 the differential of 20 year returns has turned negative (bonds beating stocks) three times...

    • Posted July 8, 2011
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  • The "Frustratingly" Correlated Markets

    Tradermark at the blog Fund My Mutual Fund comments on the high correlation between markets and components within markets in his post entitled, “Six of Ten Largest Mutual Funds Currently Sport 0.99 Correlation with S&P 500.” The...

    • Posted September 8, 2010
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  • Jobless Claims Correlation to the Stock Market

    James Paulsen, Wells Capital Management, was on CNBC this morning and pointed out the correlation between weekly jobless claims and movement in the stock market. Paulsen characterized the relationship as “pretty remarkable.” Recent trends in the job...

    • Posted June 17, 2010
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  • Stocks on a 10-Year PE Basis Looking Expensive

    David Leonhardt, in a piece written at the N. Y. Times, cites the work of economists Robert Shiller and John Campbell which shows a strong correlation between 10-year PEs and future returns. Right now the ratio is...

    • Posted December 5, 2009
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  • John Mauldin: We face the deflation of the Depression era

    John Mauldin provides a lengthy expose’ on the deflationary forces facing the economy. As opposed to a good deflation, there is a problematic weakness in asset prices. A bad deflation, which is not a product of increases...

    • Posted September 10, 2009
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  • David Rosenberg Frets About the Correlation Between 1929-30 and Now

    Click on chart for larger image: David Rosenberg warns the US stock market is now following a nearly identical pattern to the 1929/1930 bear market rally. The correlation between the two chart patterns is a very strong...

    • Posted August 4, 2009
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  • The Baltic Dry Index and Correlation to the S&P 500

    Since 1985 the Baltic Dry Index has had a positive correlation of 0.5 to the S&P 500 (1 = perfect correlation, -1 = perfect inverse correlation). However, year to date the correlation is -0.4, curiously indicating the...

    • Posted May 16, 2009
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  • The Bear Market Was Tracking the 1973-1974 One Until Now

    Contrahour posted an interesting chart about a week and half ago that showed our current vicious bear market closely tracking the ’73-’74 debacle. It indicated that a major rise could be in the offing. However, it looks...

    • Posted March 4, 2009
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