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

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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Category: Economy, Finance | Tags: Economy and the stock market, Forecast future stock market, forecast S&P500, Forecast stock returns, GDP and S&P 500, Stock Returns

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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Category: Economy, Finance | Tags: fed effect on long-term rates, increase in interest rate effect on bonds, increase in interest rate effect on stocks, monetary policy, monetary policy and return on bonds, monetary policy and return on equity, Yield Spread Analysis

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.

Category: Economy, Finance | Tags: forecast of S&P500, forecast of the stock market, forecasting future stock returns, future S&P500, GDP influence on S&P 500, GDP Influence on the stock returns, return on the stock market

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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Category: Behavioral Finance, Finance | Tags: benefits of index funds, diversification benefits, Heuristic Biases, index funds, jump on the bandwagon, leptokurtic, loss aversion, passively managed funds, representativeness, short-term trading, structure of the stock market, systemic risk, volatility

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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Category: Economy, Finance | Tags: forecasting future stock returns, future US stock market performance, GDP and S&P500, GDP behind the stock market performance, GDP effect on the stock market, S&P500 Index at the end of 2014, S&P500 Index forecast, stock market and GDP, Stock market forecast, Stock return in 2014

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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Category: Finance | Tags: 401k cost, 401k plan, direct method to rebate revenue sharing, fair use of revenue sharing, investor cost in a 401k plan, participant cost in the retirement plan, retirement cost, retirement plan, retirement plan cost, revenue sharing, transparent 401k cost structure

Gross Domestic Product Behind the Stock Market Performance

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March 25, 2013 by Ivan V. Sichkar

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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Category: Economy, Finance | Tags: forecasting S&P 500, future economic growth, future investment return, future S&P 500, future stock market performance, GDP and S&P 500, linear regression, return on S&P 500, S&P 500, S&P 500 Index, stock market, understanding performance of the stock market

ecnfin

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

Yield Spread Effect on Bond and Equity Markets

Forecasting the Future S&P 500 Index for the Year-End 2015

Passively Managed Funds and Heuristic Biases: New Challenges and Opportunities

Forecasting the Future Stock Market Performance for the Year-End 2014

Gross Domestic Product Behind the Stock Market Performance

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