Bond Yield Problem? | NVidia Options Implied Volatility | US Dollar Falls | Did 60/40 Save Investors Last 5 Years?
By Derek Moore
Show Summary:
Derek Moore talks about seeing stories of exploding 30-year yields but what if they are low compared to historical relationships between the fed funds rate? Then, looking at how correlated the 60/40 portfolio has been over the last 5 years begging the question, did it do anything for investors? Later, looking at NVidia implied volatility ahead of its big earnings release this week to see what the options market is pricing in for a potential one standard deviation move? All this and more this week.
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Topics Include:
- S&P 500 Index net profit margins expected next 12 months
- The US Dollar index breaks below its trendline
- Nvidia earnings and the options market
- Forecasting expected 1-standard deviation moves using implied volatility
- Correlations between the S&P 500 Index and the 60/40 portfolio last 5 years
- Historical average of the spread between the 30 Year Treasury and the Fed Funds Rate
- Should the 30-year treasury yield be higher?
- Japan bond yields normalize reaching highest levels going back to 2007
Mentioned in this Episode
Cleveland Fed Inflation Nowcast
Sam Ro article on S&P 500 Index company turnover
Vanguards Extended Market ETF
Jay Pestrichelli’s book Buy and Hedge
Derek’s new book on public speaking Effortless Public Speaking
Derek Moore’s book Broken Pie Chart
Contact Derek