Below is a weekly summary of our research findings for 10/29/18 through 11/2/18. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs.
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- U.S. Stock Market Returns after Extreme Up and Down Days
Evidence indicates that the U.S. stock market tends to produce below-average returns with high volatility during the month after both extreme up and down days, but this underperformance then tends to revert during the following month. - Exploiting Consensus Mutual Fund Conviction Stock Picks
Evidence indicates that investors may be able to exploit consensus or near-consensus conviction stock picks among actively managed U.S. equity mutual funds. - SACEVS Input Risk Premiums and EFFR
Evidence suggests that a rising EFFR tends to push the term, credit and equity risk premiums down. If pushed below their historical averages, allocations to associated assets within SACEVS would go to zero. - Retirement Withdrawal Modeling with Actuarial Longevity and Stock Market Mean Reversion
Simulation indicates that using actuarial longevity to estimate retirement duration and optimally accounting for mean reversion in stock market returns generate higher retirement portfolio success rates than do conventional modeling assumptions. - Turn of the Year and Size in U.S. Equities
Evidence from simple tests on recent data suggest that, while small stocks outperform large stocks on average during the second half of December, outperformance is not very reliable.
