1. Forecasting the Future S&P 500 Index for the Year-End 2016

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    December 28, 2015 by Ivan V. Sichkar

    (Table 2: ANOVA table for S&P 500 Index as dependable variable and GDP of the United States as independent variable)

    As a holiday tradition at ECNFIN.com, I forecast the S&P500 Index closing price one year from now. Based on the …
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  2. Yield Spread Effect on Bond and Equity Markets

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    May 31, 2015 by Ivan V. Sichkar

    Historical Spread Between 20Y Treasury and Federal Funds Rate

    What will happen to fixed income and equity markets when the Fed starts raising its short-term interest rate? History shows …
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  3. Forecasting the Future S&P 500 Index for the Year-End 2015

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    December 17, 2014 by Ivan V. Sichkar

    Table 4: ANOVA table for S&P 500 Index as dependable variable and GDP of the United States as independent variable

    Based on the analysis and forecast described in detail further in this article, I expect the S&P 500 Index to close between 1,905 and 1,935 on December 31st, 2015. This forecast is based on the expected Gross Domestic Product (GDP) of the United States which is calculated to be between $18,187 and $18,363 billion for the year 2015.

  4. Passively Managed Funds and Heuristic Biases: New Challenges and Opportunities

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    July 8, 2014 by Ivan V. Sichkar

    (Figure 1. Leptokurtic distribution of today’s stock market returns)

    The structure of financial markets has changed with the rapid growth and popularity of passively managed funds. Passively managed funds …
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  5. Forecasting the Future Stock Market Performance for the Year-End 2014

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    December 8, 2013 by Ivan V. Sichkar

    May 2014 bring you happiness and success!

    It is the Holiday Season and we would like to make a new tradition here at ECNFIN by reviewing the …
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  6. Fair Use of Revenue Sharing in a 401(k) Plan

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    November 18, 2013 by Ivan V. Sichkar

    All data was provided by prospectuses as of July 1, 2013 for JPMorgan Funds and April 12, 2013 for Vanguard 500 Index Signal, available at Morningstar.com

    Today, plan sponsors and fiduciaries of retirement plans have knowledge of all the fees being charged to their 401(k) or …
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  7. Gross Domestic Product Behind the Stock Market Performance

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    March 25, 2013 by Ivan V. Sichkar

    2013-03-24_Regression_Results

    The U.S. economic growth measured by the Gross Domestic Product (GDP) has significant influence on the U.S. stock market performance …
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Ivan V. Sichkar

Economics + Finance = ECNFIN.COM

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