(BLOG) Global Equities Summary

Volatility in the equity market has picked up again. Here is a brief summary of some of the major developments. It includes chaerts and commnentary on the following:

  1. Investment Factor Returns
  2. Factor Volatility
  3. Minimum Volatility Factor
  4. Low Vol vs. Min Vol: Performance
  5. Low Vol vs. Min Vol: Allocations
  6. Sector Returns
  7. Sector Valuations
  8. Global Equities Performance
  9. Global Equities Performance (in USD)
  10. FX Returns
  11. Global Equity Valuation Metrics
  12. Global Dividend Yields
  13. Stock Buybacks
  14. Realized Volatility: US vs. Rest of World
  15. Historical S&P 500 Valuations
  16. Cross Market Volatility
  17. Earnings Estimates
  18. Small Caps
  19. EM Equity Valuation
  20. China Equity Market
  21. Chinese Equities and Copper
  22. EM vs. S&P: P/E Ratio Comparison
  23. Defensives vs. Cyclicals