Tuesday, February 24, 2009

Where's the Equity Premium? Part III

I've previously compared the S&P to the Barclay's Aggregate Index going back 19 years and before that to the BCAG over the previous 12 years. Now, we have the S&P vs. the Barclay's Government Index over the past 20 years....



Source: Barclay's

2 comments:

  1. shows the difference between expected and realized equity risk premium

    ReplyDelete
  2. what's your thought on how to do that?

    ReplyDelete