In this post, I will focus on US equities, starting with the indices and then deconstructing the data to see the differences ...

The equity premium puzzle (EPP) highlights the unexpectedly high historical returns of stocks over Treasury bills. Explore ...

The equity risk premium (ERP), the extra return investors demand for holding equities over risk-free assets, is at its lowest level in years, and it's flashing yellow lights across institutional ...

The S&P 500 risk premium -- the forward earnings yield minus the 10-year Treasury yield-- is now nearly zero. "Such dismal equity risk-reward prospects have only been seen once in the last quarter ...

Overlay Shares implements the strategy through put spreads, pairing each short put with a lower-strike long put to establish ...

Global bond investors have turned the most optimistic on emerging markets in 13 years amid a rally driven by greater confidence in fiscal discipline and more money shifting away from the US.

The risk premium for options is rising in assets from stocks to gold, even as implied volatility on benchmark indexes has been either steady or falling for most of this year. While that may seem ...

The size and direction of the risk premium signify secular shifts in capital markets returns and asset-allocation decisions. Author: Aye Soe and Chris Farran, CME Group AT A GLANCE: • Risk premiums ...