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Can the Stock Market Have Bad Breadth? [PREMIUM]

Is market breadth a reliable indicator of future stock market returns? To investigate, we perform simple tests on four daily U.S. stock market breadth metrics: RSP-SPY – Total return for Guggenheim S&P 500 Equal Weight (RSP) minus total return for SPDR S&P 500 (SPY). NYSE A/D – Number of NYSE advancing stocks divided by number More
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RSP Crosses Above Key Moving Average Level

Business & Finance / Investing :

In trading on Monday, shares of the Guggenheim S&P 500 Equal Weight ETF (AMEX: RSP) crossed above their 200 day moving average of $50.62, changing hands as high as $51.17 per share. Guggenheim S&P 500 Equal Weight shares are current...

Salient Past Stock Returns and Future Stock Performance [PREMIUM]

Business & Finance / Investing : CXOAG Investmenting Notes

Do attention-grabbing recent returns reliably indicate overvalued and undervalued stocks? In their December 2016 paper entitled “Salience Theory and Stock Prices: Empirical Evidence”, Mathijs Cosemans and Rik Frehen test the effecti...

What The E-T-F Happened On August 24?

Business & Finance / Investing : Great Speculations

They say a picture is worth a thousand words.  I think this one speaks volumes. In red we have the SPDR S&P 500 ETF (SPY).  In blue, we have the Guggenheim S&P 500 Equal Weight ETF (RSP). We can see that SPY and RSP are, normally, f...

Will A Lagging RSP/Weak Breadth Kill The Stock Rally?

Business & Finance / Investing : Short Takes

Concern Or Showstopper? The S&P 500 is a capitalization-weighted index, meaning larger companies carry a larger percentage weighting. An equal-weighted S&P 500 Index (RSP) looks at all 500 components equally. Therefore, when RSP lag...

First and Last Hours of Trading [PREMIUM]

Business & Finance / Investing : CXOAG Investmenting Notes

Do U.S. stock market returns during the first and last hours of normal trading days reliably indicate what comes next? To investigate, we analyze average SPDR S&P 500 (SPY) returns during 9:30-10:30, 9:30-15:00, 9:30-16:00 and 15:00...


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