Friday, August 17, 2007

The Subprime Storm And What It May Mean For The Future Direction Of The Equity Markets

A recent commentary article by Liz Ann Sonders, Chief Investment Strategist at Charles Schwab, provides a good synopsis of the subprime issue and how this event has spread into other parts of the market. Interestingly, the article notes that the widening of high yield spreads and the spike in the VIX historically have been followed by higher stock prices. The high yield spikes have been less consistent indicators of future stock price performance versus the increased VIX.

(click on tables for larger image)

high yield spread versus equity market performance August 16, 2007
VIX table versus future equity market performance August 16, 2007
Source:
Inside the Subprime Storm
Charles Schwab
By: Liz Ann Sonders, Chief Investment Strategist
August 16, 2007
http://www.schwab.com/public/schwab/research_strategies/market_insight/todays_market/recent_commentary/
inside_the_subprime_storm.html?cmsid=P-2009292&lvl1=research_strategies&lvl2=market_insight&refid=P-1923864&refpid=P-994220


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