Weekly Market Review 201202# Stock
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• Small cap outperformed large cap; both bonds and stocks
experienced unusual correlation.
• S&P500 stocks performed stronger than the NASDAQ composite
internally.
• RSMCs continue to indicate a short-term stock market peak.
• Offensive stock lost steam after pre-earnings rally; financials,
materials and industrials gave up the most on Friday.
• All nine sectors look weak from historical forward performances;
exposure may come from the healthcare stocks lead by high skew and kurtosis.
• Treasury rallied from the long end of the curve; unusual
correlation appear between the short-term rates.
read more at...
http://www.alpbeta.com/p/plus.html
or
http://plus.alpbeta.com/report/201202.pdf
experienced unusual correlation.
• S&P500 stocks performed stronger than the NASDAQ composite
internally.
• RSMCs continue to indicate a short-term stock market peak.
• Offensive stock lost steam after pre-earnings rally; financials,
materials and industrials gave up the most on Friday.
• All nine sectors look weak from historical forward performances;
exposure may come from the healthcare stocks lead by high skew and kurtosis.
• Treasury rallied from the long end of the curve; unusual
correlation appear between the short-term rates.
read more at...
http://www.alpbeta.com/p/plus.html
or
http://plus.alpbeta.com/report/201202.pdf