1
$\begingroup$

Does anyone publish future expectations on any decent interval? Someone like, I dont know, Fidelity or BlackRock or Goldman or someone? What I am looking for is a historical time series of future expectations over the coming decade/year/quarter broken up by asset class or market. Kind of like the following (these are just junk numbers, and random asset classes/classifications):

            US Equities    IG Debt Emerg Mkts        Alts      Commod
2010-01-01 -0.562717500 -0.6067040 -1.1361507 -1.00982199  1.98093338
2011-01-01  1.368597855 -0.4130927 -0.4937642 -0.80985096  0.90505591
2012-01-01  1.337929407  0.5083512  0.1336754  0.92828093 -0.28171892
2013-01-01  0.201993831  0.6160652  1.5035705 -1.04733665 -0.57603410
2014-01-01  0.002473048 -0.2077556 -1.0995428 -0.57457520 -0.88669179
2015-01-01 -0.819709898  0.6034144 -1.1489759 -0.08771504 -0.07681634

Again, to be clear, these would be what they expected for the coming year. E.g. - at the beginning of the year in 2010, whomever expected US Equities to return 56%, and investment grade debt to lose 60%, etc. (I know that's ridiculous, work with me.)

Does this make sense? Anyone know of any resources? (Preferably, FREE!)

$\endgroup$
1
$\begingroup$

Pretty much all the big banks publish their long-term capital market assumptions. JPM's is available here: LONG-TERM CAPITAL MARKET ASSUMPTIONS 2016. They also provide a few issues from prior years, and you can google around for even earlier issues.

$\endgroup$
  • $\begingroup$ This is what i was looking for, BUT I was hoping someone would have historical data of these numbers through the years. It is a long shot, since I imagine none of them would want anyone to go back and see just how wrong they were every year. But, I am hopeful. And thanks for the link. $\endgroup$ – lukehawk Aug 12 '16 at 17:27

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.