Flirting with Models

The Research Library of Newfound Research

Tag: equities

Anatomy of a Bull Market: Follow-Up

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On February 13, 2017

Drivers of equity returns vary depending on the time horizon we study. The impact of valuation changes diminishes as the time period is increased.

Anatomy of a Bull Market

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On February 13, 2017

Bull markets come in all shapes and sizes. We analyze historical market cycles on criteria such as duration, magnitude, velocity, and source of return.

Why You Should Hope for a Bear Market

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On February 19, 2016

Expected equity returns are depressed due to high valuations.  A significant bear market would move expected returns closer to historical norms. 

Your Portfolio, Unhedged

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On August 20, 2013

Historically, fixed income has provided diversification to equities. What happens if the correlation of fixed income to equities inverts?

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