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U.S. Equity Premium?

February 17, 2022 • Posted in Equity Premium

A subscriber requested measurement of a “premium” associated with U.S. stocks relative to those of other developed markets by looking at the difference in returns between the following two exchange-traded funds (ETF):

Using monthly dividend-adjusted closing prices for these ETFs during August 2001 (limited by EFA) through January 2022, we find that: (more…)

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