August 15, 2017

S&P 500: Just Say NO

More from GMO on US stock valuations…another good one! …chart then download: —- —- Link Just Say No Website
August 6, 2017

Why Are Stock Prices So High?

Great piece from GMO on emerging markets and US stock valuations…don’t miss this one! …chart then download: —- —- Link Q2 Letter Website
July 27, 2017

Hamster for Sale

Fun long letter from Marks…love this joke! Quote then download… —- —- Link to Download There they go again, again Website
July 26, 2017

The Trend Isn’t Your Only Friend

Before we get to today’s issue, wanted to remind all our subs to make sure to send us any feedback…We’d like to cram as much value as we can into the subscription, so let us know any and all ideas! […]
July 21, 2017

5-Year Farmiversary !!

Idea Farm friends… month will mark five years since we started our investment research offering…crazy how time flies! We have almost 500 research pieces in the archives, which is amazing.  I often go back and scan all the materials…with so […]
July 20, 2017

Probability of US Recession

Fun little chartbook from Goldman… Chart then download… —- —- Link to Download Market Know-How Website
July 7, 2017

A Fair Value CAPE Approach

Food for thought. Chart then download… —- —- Link to Download Fair Value CAPE Approach Website
July 6, 2017

Global Valuations

Quarterly CAPE Ratio Updates! After a great year of performance in 2016, many cheap countries are continuing to outperform. Right to the stats! Median CAPE Ratio: 16.9 25% most expensive: 26 (U.S. in this bucket) 25% cheapest 10 Average of […]
July 5, 2017

From Niche to Necessity

Some nice charts in here…below one details just how different emerging market sector compositions can be… Chart then download… —- —- Link to Download From niche to necessity Website
June 30, 2017

Russian 10’s of 2007

Nice chartbook from Northern Trust Charts then download… —- —- Link to Download Mid Year Outlook Website
June 30, 2017


Some excellent charts from Robeco, including REIT yields and Europe vs US CAPE ratios…biggest spread since at least the 1980s… Charts then download… —- —- Link to Download Outlook Website
June 28, 2017

Century of Trends

This was one of the first pieces we sent out to the Farm, now updated through 2016… Abstract, chart, then downloads… —- In this article, the authors study the performance of trend-following investing across global markets since 1880, extending the […]
June 22, 2017

Shiller on CAPEs

The question is, are Siegel and Shiller drinking Red Stripe beers on Slide 2? Chart then downloads… —- —- Link to Download Risk and Relative Values In Diversified Portfolios Website
June 21, 2017

Two Decades of Winning by Not Losing

Romick has one of my favorite commentaries…not just because he speaks to the market outlook, but also to his process and some specific ideas.  We’ve covered some before (search the archives), and today has a fun assymetric idea on bond […]
June 15, 2017

CAPE Ratio Time Series

All sorts of quant goodness on the new RAFI asset allocation tool redesign…model portfolios, expected returns, currencies, CAPE ratios….you name it!  Clear about an hour and go play around… Charts and link: —- —- Link to Download Press Release Overview […]