iShares MSCI United Kingdom Index (EWU)

All Comments on EWU

  • commenter
    Jul 30 06:39 AM
    31 Country P/E and PEG Ratios [view article]
    Hi Richard,

    thanks for the research! 1.9 for germany seems to be a typing error, it should be around 12 I guess.
    Where did you get the data from?

    cheers
    Rudi
    Reply
  • commenter
    Jul 28 10:26 PM
    ETFs Trading at a Discount With Hope [view article]
    How are expenses calculated anyways? Can anyone point me out? Do I pay a transaction fee when I purchase ETFs? I'm asking this because I've been scalping a few ETFs. Reply
  • commenter
    Jul 28 02:06 PM
    Global ETF Wrap Up [view article]
    Looks like every country is importing inflation from us. Reply
  • commenter
    Jul 28 01:11 PM
    FTSE 100 Stock Market Seasonal Trend Analysis and the Obama Factor [view article]
    Now where do you get that there will be this Obama victory optimism?
    Although you did not say it directly, you are suggesting that Obama's victory would change economical pesimism...What does tour of Europe has to do with anything? Europe is not voting for US president (THANK GOD). Markets would be much destabilized with Obama as president. First of all we don't know what he wants to "change". He wants for EVERYBODY to have everything. These socialistic ideas are scary. Not to mention of being naive polititian. Pesimism of markets in inevidable with (GOD FORBID) victory of Hussein Obama.
    Reply
  • commenter
    Jul 28 10:02 AM
    My Website
    ETFs Trading at a Discount With Hope [view article]
    All the ones I checked at ETFconnect.com show a PREMIUM not a discount. Reply
  • commenter
    Jul 23 09:21 AM
    My Website
    Asset Class Correlations [view article]
    Regarding the increased correlation with the Japanese yen the rate you are referencing is the USD/JPY so increases in stocks is related to increased strength of dollar versus yen and not strength in the yen. This could be closely related to leverage being applied/wound down by hedge funds etc (when they are more bullish on stocks) via the carry trade Reply
  • commenter
    Jul 23 07:26 AM
    Asset Class Correlations [view article]
    More Lep in more places.

    What passes for valid numerical analysis is appalling.
    Reply
  • commenter
    Jul 22 11:06 PM
    Asset Class Correlations [view article]
    The majority of correlation coefficients shown are actually not that good. When you get down to 0.2 - 0.6, the association between the pairs of variables can still be jumpy. In fact, if you showed the X-Y scatter plots for a number of these matrix elements, you would probably be surprised at how noisy, jumpy and unrelated a lot of the series are. X-Y scatter plots would likely reveal problems and cause readers to ask why you tried to correlate a lot of these pair-vectors in the first place. At values of r=0.8 (-0.8) you will truly begin to see very tight patterns and tight trending between the data being correlated. The goal is to focus on high negative correlation, and the large negative correlation between the dollar and gold is actually good, since you would want to load a portfolio with something that is going to go up, on average, when the dollar goes down. (remember, though, gold is a commodity so the price is inflated in the direction in which the speculative buyers/sellers think it will go. ). Again, the majority of the coefficients are near-zero and low (less than r=0.2 or greater than r=-0.2) and uninteresting. Last, you are probably showing Pearson correlation, which can be biased by outlier pairs. Try using Spearman correlation, which is not biased by outliers. Reply
  • commenter
    Jul 22 06:34 PM
    Asset Class Correlations [view article]
    Thanks yuman. that helps. Reply
  • commenter
    Jul 22 03:02 PM
    Asset Class Correlations [view article]
    DrBagel,
    I think 10-Yr treasuries in the tables are measured in price, not yield. The dollar drops with short terms rates, while gold rises (-0.64), so do bond prices.
    Reply
  • commenter
    Jul 22 02:20 PM
    Asset Class Correlations [view article]
    I dont understand why treasuries are inversely correlated with the dollar. Can someone explain? Reply
  • commenter
    Jul 22 11:11 AM
    Asset Class Correlations [view article]
    In the third chart, the vertical column of correlations for 10-yr is marked as slightly less correlation in the column, but largely less correlation in the row with the same numbers. The inverse is true of the yen, the column disagrees with the row, though for increased correlation.

    The numbers are the same, so I guess this is just coloring error.
    Reply
  • commenter
    Jul 22 08:48 AM
    Asset Class Correlations [view article]
    the only problem is that correlations are not static and so if you try and build a portfolio based on "asset class correlation" you might find yourself of mark real quick Reply
  • commenter
    Jul 22 08:25 AM
    Asset Class Correlations [view article]
    excellent! Reply
  • commenter
    Jul 20 10:43 PM
    ETF Global Update [view article]
    i appreciate your wide ranging and useful report. thank you. Reply