A wide disconnect between investors and the Fed
Markets expect the Fed to be much less hawkish than Fed policymakers do. This week’s chart looks at how the disconnect could drive volatility.
With inflation, stock-bond correlation jumps
As prices spike, this week’s chart looks at rising inflation’s impact on the correlation between stocks and bonds.
Wide performance dispersion may favor active managers
Dispersion between best- and worst-performing S&P sectors is at a 20-year high. This week’s chart tracks it over time and outlines why it matters.
Stock and bond volatility jump together
Volatility has escalated this year across stock and bond markets. This week’s chart looks at daily changes in the S&P 500 and the Agg.
A battle emerges between sentiment and earnings
Eroding sentiment has driven markets down, yet fundamentals remain firm. This week’s chart looks at the divergence, why it could drive volatility.
Treasury and equity volatility reach recent peaks
Markets have been choppy and there could be more to come. This week’s chart looks at recent rises in expected equity and Treasury volatility.