Alex Brazier, investment and portfolio solutions global head at BlackRock, discusses portfolio diversification. "The ...

A recent paper analyzing the correlation between stock and bond returns going back to 1875 suggests the relationship of the past quarter century is shifting in an uncertain inflationary environment.

The current 200-day correlation between stocks and bonds is at 0.87, strongly positive. But the correlation coefficient seems to be rolling over, moving lower in the past 15 trading sessions ...

Through Friday, the correlation between movements in U.S. stock and bond prices was at the lowest level since August 2020, according to a 50-day rolling analysis of the ICE U.S. Treasury 7-10 Year ...

The concept of the 60/40 investment portfolio, which typically refers to an allocation of 60% in stocks and 40% in bonds, has ...

The signal from stock/bond correlation on whatsapp (opens in a new window) Save Robert Armstrong and Aiden Reiter. Published April 30 2025. Jump to comments section Print this page.

The stock/bond correlation is something that Mercer has been “looking at actively” too, said James Lewis, Mercer's U.K. CIO. The economics and asset allocation team has drafted a paper ...

So, following logic, stocks that exhibit the same below-investment-grade credit ratings as high-yield bonds should demonstrate an even higher level of correlation in their price movements. But we ...