Fact File: S&P 500 Equity Risk Premium History

Fact File: S&P 500 Equity Risk Premium History

Over the last month I have examined (what I think is) some of the most interesting data about the S&P 500. First up was the level volatility, which demonstrates that the market is not more efficient now than in decades past. Then I covered the history of the...
Fact File: S&P 500 Sigma Events, slight return

Fact File: S&P 500 Sigma Events, slight return

In keeping with the theme of recent weeks, I am doing a deeper dive into S&P 500 data. This week sees me updating an article originally published almost 8 years ago about the history of sigma events for the S&P 500. Or, as I like to call it the catalogue of,...
Fact File: S&P 500 Volume Data, slight return

Fact File: S&P 500 Volume Data, slight return

Over eight years ago I published an article about the S&P 500 and its volume data. With apologies to Jimi Hendrix and Voodoo Chile, this is my slight return to the subject. We have just 7 months left in the 2010s, but we are close enough for an update.  ...