Skip to content

Equity Risk Premium

Jan 08 2014

Exploring The Historical Relationship Between Stock And Bond Returns: An Update

  • Jan 8, 2014

We were surprised to see that all differentials ten years and longer are still below their respective 1926-to-date medians, indicating they still have the potential to keep moving towards historical median levels. We expect stocks to outperform bonds going forward.

Jul 05 2011

Risk Premium For Stocks Making A Comeback

  • Jul 5, 2011

The risk premium for stocks is making a comeback. Our quarterly examination of the stock/bond performance differential finds ten-year Treasuries are now the riskier asset class compared to equities.

 

Jan 05 2011

Risk Premium For Stocks Making A Comeback

  • Jan 5, 2011

History appears to be repeating itself as the risk premium for stocks is making a comeback. Ten-year Treasuries are now the riskier asset class compared to equities.