Latest market insights and analysis.

July 14, 2022
S&P 500 Earnings vs Returns 2Q.2022 | Saffron Capital | Minneapolis|
Published by Brad Horn on July 14, 2022
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S&P 500 Earnings Update – 2Q.2022

S&P 500 Earnings Update – 2Q.2022 Prelude to Earnings Season The second quarter earnings season ((2Q.2022) has just begun.  We share the latest  earnings forecasts for the S&P 500 index. Market Context Return Profile Prices and returns for the S&P 500 index are profiled at right.  In the second quarter, […]
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July 6, 2022
Grain Futures | Saffron Capital | Minneapolis
Published by Brad Horn on July 6, 2022
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Commitment of Traders Report 2022.07.05

Futures and Options Commitment of Traders Report July 05, 2022 Introduction Purpose The Commitments of Traders Report presents a weekly breakdown of the positions of hedge funds in futures and options markets. As a general rule, changes in hedge fund positions are positively correlated with changes in commodity market prices. […]
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July 3, 2022
June 2022 asset returns | Saffron Capital | Minneapolis
Published by Brad Horn on July 3, 2022
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June Returns and Asset Performance

Major Asset Classes June 2022 Performance Comparison Introduction June returns for the S&P 500 index had one of the largest drawdowns in the last 10 years.   Red ink is evident across all major asset classes.  US equity indexes have now fallen 4 out of the first 6 months of […]
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July 1, 2022
LNG | Natural Gas | Saffron Capital | Minneapoli
Published by Brad Horn on July 1, 2022
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Energy Futures- Sharp Drop in Natural Gas Positions

Energy Futures – Sharp Drop in Gas Positions Data from futures exchanges for June 28 shows a sharp decline in natural gas commitments by levered funds.  Specifically, net positions in natural gas declined 29.4% over the last week.  As a result, gas market open interest is no longer at record […]
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June 29, 2022
Commodity Futures | Saffron Capital | Minnesota
Published by Brad Horn on June 29, 2022
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Commitment of Traders Report 2022.06.28

Futures and Options Commitment of Traders Report June 28, 2022 Purpose The Commitments of Traders Report presents a weekly breakdown of the positions of hedge funds in futures and options markets. As a general rule, changes in hedge fund positions are positively correlated with changes in commodity market prices. For […]
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June 3, 2022
May 2022 asset returns | Saffron Capital
Published by Brad Horn on June 3, 2022
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May Returns and Asset Performance

Major Asset Classes May 2022 Performance Comparison Introduction May returns benefited from ‘spike lows’ in several asset markets, setting the stage for relief rallies over the second half of the month.  Performance across US equity indexes was mixed with several sectors posting notable gains.  Developed markets also posted positive gains […]
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May 19, 2022
US Equity Average Returns | Saffron Capital
Published by Brad Horn on May 19, 2022
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The Bumpy Road to Average Returns

The Bumpy Road to Average Returns Since 1926, the US stock market has rewarded investors with an average annual return of about 10%. But it’s important to remember that performance in any given year may be sky-high, extremely poor, or somewhere in between.  For example: Annual returns came within two […]
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May 2, 2022
April asset returns | Saffron Capital
Published by Brad Horn on May 2, 2022
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April Returns and Asset Performance

Major Asset Classes April 2022 Performance Comparison Introduction April market volatility was notable.  Red ink swept across the monthly results for most asset classes, highlighting the need for active risk management and strategies for capital preservation.  Equity and bond markets were down world-wide with few exceptions.  Strength in the US […]
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April 19, 2022
Equity Returns as a Function of Size | Saffron Capital
Published by Brad Horn on April 19, 2022
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Returns of the Biggest Large Cap Stocks

Think Twice Before Chasing the Biggest Large Cap Stocks The return profiles of companies change as they grow to become large cap stocks.  This is especially true of the ten largest companies trading on the US stock market. Initially, the returns that pushed them into leadership positions were impressive. But […]
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April 2, 2022
March 2022 Returns and Asset Performance Saffron Capital
Published by Brad Horn on April 2, 2022
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March Returns and Asset Performance

Major Asset Classes March 2022 Performance Comparison Introduction March returns across markets were extraordinary for their speed and scale.   Returns across the asset classes were again dominated by events in Ukraine. Equity markets world-wide were up with only a few exceptions in the emerging markets. The market risk regime […]
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