Report Archive - PI: MarketQA
Economic Fear Lingers, S&P 500 Firms Boost Liquidity
Analyzing Corporate Liquidity & Financing- 10-Dec-2009
S&P 500 companies continue to hoard cash, boosting balance sheet liquidity. This study compares liquidity levels at Financials and Nonfinancials. Cash and short-term investment balances hover at ten-year highs for S&P 500 Financials and Nonfinancials. Financing patterns reveal that Nonfinancials are more liberal as far as shareholder distributions. Ranking S&P 500 companies by balance sheet liquidity reveals that shares of companies with high- and medium-liquidity had greater price swings during volatile economic periods, but they also lead recovery phases, potentially generating higher returns for investors.
- Regions: United States
- Authors: Amitesh Kumar
- Products: MarketQA
- Keywords: liquidity, S&P 500
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Advantage Point In Time
Point-In-Time Data Remove A Backtesting Bias- 07-Jul-2009
A study to show how Point-In-Time data helps with backtesting accuracy. Deciles are calculated correctly and portfolio performance metrics are more reliable. Point-In-Time data available for Global equities and indexes data like the FTSE and S&P 500.
- Regions: North America
- Authors: Sridharan Raman (View Blog | View Bio)
- Products: MarketQA
- Keywords: S&P 500
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