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Articles View: Presentation

December 4, 2024
Interest Rates Drifted Higher After Rate Cut

We take a look at past Fed rate cuts and how they did or did not drift higher a month later, combined with the average 12 months returns following. Also included is a chart of the ”Turkey to Tax” seasonal return period, how growth has outpaced value in a big way, U.S. stock performance across the election cycle, and more.

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November 7, 2024
Reacting to Geopolitical Volatility

In this market overview, we look at some of the great volatile geopolitical events of our nation and how the market responded historically. The overview includes a review of the stock market volatility during elections, how high stock valuations have not been a great predictor of performance, money market fund yields, and more.

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September 24, 2024
Presidential Election Momentum

Looking at average starts in U.S. Stocks in an election year, Student of the Market looks at historical data on how the best starts carry into the rest of the year. Big swings in interest rates are examined in bond returns and compared with money market funds. And stats to indicate a normalization in the yield curve.

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August 26, 2024
Potential Performance After a Rate Cut
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August 1, 2024
Large Cap Stock Outperformance

Large cap stock performance is catching up with the last big technology advancement in the 1990’s, making the 3-year outperformance of large cap stocks over small cap stocks the largest since Dec 1999. A look at stock market performance concentration showing up internationally, and a comparison of Inflation to the Fed funds rate, and more.

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July 2, 2024
Percentage of Individual Tech Stocks that Lost Money

Overview data shows individual tech stocks verses tech mutual funds and ETFs, and the surprising number of individual tech stocks that lost money over the last 5 years. Also a look at the highest correlation between stocks and bonds in history, along with capital gains exposure, bond performance, and alternative funds compared to traditional asset classes with inflation.

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May 23, 2024
Stock Performance in Election Years

Historical data showing how U.S. stocks have tended to lose money less often in election years, showing the smaller percent of calendar years that lost money, which often tended to be driven by historic economic events, not elections. Included is a glimpse at seasonal stock and bond returns in election years. Also asset classes, inverted yield curve update, high yield bonds environment, and private credit returns.

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April 29, 2024
Longest Bond Bear Market

Despite the unusual performance in Q1 in which stocks started positive and bonds negative, this has been the longest bond bear market with active and flexible bond funds outperforming. See what that could mean for cash vs bonds with performance data following periods when money market or bond fund assets are greater. Also data for stock and bond correlations, trends in stock sectors by US Presidents, and charts on the 15th best start to a year for stocks.

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March 27, 2024
Stock Volatility Remained Low

Tracking historical data, by the number of single day stock market returns of +/- 2% or more, shows that lower volatility has typically resulted in stronger returns. This overview also looks at past stock trends following a Fed rate cut, S&P 500 milestones for all-time highs, the strength of Mutual funds, EFTs and more.

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February 27, 2024
Stock Volatility by Presidential Election Year

Can something be learned from studying the past? Historical data showing that stock market volatility during election years has been generally subdued unless there is a large recession, such as in ’32, ’08 and ’20. A brief look at the large swings between growth and value, stocks vs cash, data gives a glimpse of the average stock market return following January since 1926, and how the bear market was recently tamed.

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