Report Archive - PI: MarketQA
- 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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- 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
- Products:
MarketQA
- Keywords:
S&P 500
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