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Risk Premia Forecasts: Major Asset Classes – 2 September 2021

Risk Premia Forecasts: Major Asset Classes - 2 September 2021

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The expected risk premium for the Global Market (GMI) ticked up in August, reaching an annualized 6.1%, slightly above the previous month’s estimate. Despite the comparatively high GMI forecast, the current estimate remains well below the index’s realized risk premium for the trailing 10-year period.

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