Jason Goepfert

3-23-2020 at 9:51 pm

Daily Report : Equity Risk Premium back to extreme under-valuation; Historical vs implied volatility; Stocks and volatility drip lower

The earnings and dividend yield on S&P 500 stocks is nearing a record high versus the yield investors can receive on Treasuries.; Historical volatility keeps rising even as the VIX dips.; Stocks dripped lower again on Monday. Oddly, so did implied volatility.

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