Georg Vrba | TalkMarkets | Page 1

Georg Vrba

Financial Mathematical Models Engineer
Contributor's Links: iMarketSignlas
Georg Vrba is a professional engineer who has been a consulting engineer for many years. In his opinion, mathematical models provide better guidance to market direction than financial "experts." He has developed financial models for the stock market, the bond market, yield curve, gold, ...more
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A September Unemployment Rate Of 4.0% Will Signal A Recession
Saturday, September 2, 2023 5:15 PM EDT
A source for recession forecasting is the unemployment rate, which can provide signals for the beginnings and ends of recessions. The UER is 3.8%, signifying no recession. However, if the September UER is 4% or higher, a recession will be signaled.
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Stocks Are Moderately Overvalued And 10-Year Forward Returns Look Reasonably Good
Saturday, July 29, 2023 5:00 PM EDT
The average of S&P 500 for July 2023 was 4,497 (4% down from December 2021 high average of 4,675) and was 859 points higher than the corresponding long-term trend value of 3,638. Here is a closer look at the data.
In this article: SPX
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IM’s Business Cycle Index Recovers But Still Signals A Recession
Sunday, June 11, 2023 9:01 AM EDT
The BCIg signaled a recession warning mid March 2023, but recovered and is no longer signaling a recession. However, the BCIw, continues to signal a recession which now is estimated to begin in 9 to 22 weeks.
In this article: IWV, VTI, SPX
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Timing The Stock Market With The Conference Board Leading Economic Index
Sunday, April 23, 2023 4:18 PM EDT
This low turnover model uses a combination of a measure of the economic performance of the United States, market trend indicators, and momentum signals to identify three ETFs likely to perform best at a particular time. Let's take a look.
In this article: BND, GLD, SPY
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Stocks Are Moderately Overvalued But 10-Year Forward Returns Look Good: Update April 2023
Thursday, April 13, 2023 10:00 AM EDT
The current level of the S&P 500 relative to the current long-term trend level indicates that stocks are moderately overvalued.
In this article: SPX
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Expect Further Losses For Stocks But 10-Year Forward Returns Look Better: Update December 2022
Monday, December 5, 2022 6:10 AM EDT
The current level of the S&P 500 relative to the current long-term trend level indicates that stocks are moderately overvalued.
In this article: SPX
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Expect Further Losses For Stocks But 10-Year Forward Returns Look Better: Update November 2022
Friday, November 4, 2022 6:20 PM EDT
The current level of the S&P 500 relative to the current long-term trend level indicates that stocks are moderately overvalued.
In this article: SPX
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Expect Further Losses For Stocks And Very Low 10-Year Forward Returns: Update September 2022
Friday, September 30, 2022 6:23 PM EDT
By end of February 2022, the S&P 500 was 5% down from the December 2021 average. Since then the index has declined further as predicted in the March and July 2022 updates.
In this article: SPX
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An Upcoming Recession Is Signaled By The Forward Rate Ratio
Friday, August 5, 2022 3:15 PM EDT
An interest rate environment in which long-term debt instruments have a lower yield than short-term debt instruments of the same credit quality is considered to be a predictor of recessions.
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Estimating 10-Year Forward Returns For Stocks With The Shiller CAPE Ratio And The Long-Term Trend – Update January 2020
Tuesday, January 7, 2020 3:17 PM EDT
Since March 2009 the S&P 500 with dividends has gained a real 320% to December 2019. So what further gains can we expect, if any?
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No Sight Of Next Recession: Business Cycle Index Update - Sept. 12, 2019
Thursday, September 12, 2019 10:19 AM EDT
Our weekly Business Cycle Index would have provided early reliable warnings for the past seven recessions. The BCI at 257.1 is above last week's level and is far from signaling a recession.
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1 to 11 of 11 Posts