4 charts Goldman Sachs is watching as it predicts an era of weak stock returns ahead

This Business Insider article highlights 4 charts Goldman Sachs is watching as it predicts an era of weak stock returns ahead, one of which uses CRSP data to highlight a century-high market concentration of the S&P500.
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This year, members of the CRSP team had the privilege of attending the 51st Annual Meeting of the European Finance Association in Bratislava, Slovakia. We were proud and excited to [...]

Notable items with this release include: - Energy continues its lag in performance, there is not a single point in the past 1 Year where Energy’s cumulative monthly performance was [...]

The Vanguard Value ETF seeks to track the performance of the CRSP U.S. Large Cap Value Index, which measures the returns of large-cap value stocks. The fund holds about 350 [...]

Notable items with this release include: - Smaller companies out-performance in July was reversed in August, with Micro Cap experiencing a -1.45% return in August compared to last month's return [...]
Notable items with this release include: - Value outperformed Growth across all cap segments - Smaller companies had a great month, with Micro cap returning 10.17% over Total Market - [...]
CRSP US Total Market Index includes most of the new IPOs within five trading days of listing. This new report looks at the trends in IPOs and their impact on [...]
Using CRSP Market Indexes Methodology, CRSP Count™ tracks changes in the number of securities by market cap segments - Mega, Mid, Small and Micro - through time. [...]

“Antti Petajisto contributed to the literature on the risks of concentrated positions with his June 2023 study, “Underperformance of Concentrated Stock Positions.” His data sample was from CRSP and covered [...]

In this article on private equity’s quest for IPO alternatives, Bloomberg notes, “The number of public companies in the US has almost halved since it peaked at around 7,500 in [...]

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