Practical analysis for investment professionals

equities


Myth-Busting: The Economy Drives the Stock Market

How much does the state of the economy really matter to stock market performance?

Bitcoin Mining and Local Stock Market Performance Correlations

Is there a relationship between where bitcoin is mined and how the performance of the local equity markets correlates with bitcoin prices?

Short Squeezes: A Four-Factor Model

To determine whether a stock might become the target of a short squeeze, there are four criteria to keep in mind.

Top 10 Posts from 2022: Fama and French, Damodaran, the Equity Risk Premium

In a wild year for markets and investing, what EI content most resonated with readers?

What Can AI Do for Investment Portfolios? A Case Study

One AI equity trading model hints at the technology's potential to transform investment management.

Managed Futures: A Risk-Off Solution?

If Treasuries no longer fulfill their traditional role, what other strategies or asset classes can enhance diversification and deliver consistent returns?

Conservatism: De-Risking the Profitability Factor

By combining Profitability and Conservatism, we can reduce a portfolio's downside risk and enhance its risk-adjusted returns over the long run.

Bonds and Fixed Income: Where’s the Hedge?

When have fixed-income assets actually done what portfolio managers and investors expect them to do?

Growth, Value, and Skewness: Are Growth Stocks a Lottery-Like Bet?

How does skewness in returns relate to other factors in asset pricing?

Equity Risk Premium Forum: The Stock/Bond Correlation Switch-Up

"Has the hedge property overtaken the investment property of fixed-income assets?"