Sentences with phrase «see correlations returning»

From this standpoint, it is encouraging to see correlations returning to normal as major central banks normalize monetary policy — a natural part of the economic cycle.

Not exact matches

It's not as though stock markets went up due to above trend growth or productivity and it's hard not to look at a chart of the returns generated by long - dated gilts and property over the last 30 years and not see some correlation.

How this affects gold's prices and future returns remains to be seen, but at least gold, with lower correlation coefficients, is resuming its role as a proper risk diversifier.

Citing 1993 and 2000 as evidence — years that saw low volatility and a steep drop in inter-stock correlation eventually return to historical norms — Kolanovic does not believe this divergence - driven stability will last.

For this reason, VIX and SPY daily returns are strongly negatively correlated, as seen in the correlation matrix below.

As you can see we have a direct correlation between an increased over / under and an improved return on investment (ROI).

As you can see, there's a direct correlation between decreasing public support and increasing profits as evidenced by the return on investment.

As you can see, there's a direct correlation between lower starting pitcher walk rates and increasing returns for moneyline bettors.

Without a clear correlation between ads and sales, it can be hard to shell out cash when you don't know if you'll see a return on your investment.

As of the first quarter of 2012, Turkey had a public debt balance equal to 43 % of annual GDP, making it one of the better financed governments in all of Europe (see how the fiscal strength of many emerging markets like Turkey in High Yield International Bond ETFs can deliver strong returns with low correlation).

But I haven't seen any convincing argument that foreign bonds are able to achieve that purpose once you account for the full costs of hedging (The DFA article mentions volatility and correlation but not returns net of hedging costs).

I saved the next chart until you could first see the strong correlation between the margin - adjusted CAPE and actual subsequent S&P 500 total returns across history.

Because of both the low correlation and absolute returns, hedge funds are often seen as an alternative to fixed income (bonds) investments.

Indeed, the only reason that correlation isn't 100 % is that the only way to establish extreme overvaluation or undervaluation is for the market to overshoot or undershoot the return one would have expected a decade earlier (see What Does That Difference Mean?).

On the contrary, since the 1940's, the ratio of equity market value to GDP has demonstrated a 90 % correlation with subsequent 10 - year total returns on the S&P 500 (see Investment, Speculation, Valuation, and Tinker Bell), and the present level is associated with projected annual total returns on the S&P 500 of just over 3 % annually.

An additional benefit of these two investment choices is that their returns are negatively correlated to other markets, so as one product is underperforming the other is providing return (See Correlation Table).

As far as correlation, look at how correlated the price of oil has been to stock market returns recently: At one time the relationship was somewhat hidden but now the causality is plain to see.