These researchers have studied 123 years of market data and say this is what to expect from stocks and bonds over the next two decades

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Global equities have returned an annualized return, adjusted for inflation, of 5%, say financial historians.

Well, the worst day of the year for the stock market was followed by, basically nothing. Neither day had much in the way of new fundamental information, and on Thursday stock futures are higher. Animal spirits are as important as hard logic sometimes.

First, to the numbers: Over the last 123 years, global equities have returned an annualized return, adjusted for inflation, of 5%; that’s better than the 1.7% real return for bonds, and the 0.4% return for Treasury bills. The best country for inflation-adjusted annualized stock-market returns in U.S. dollar terms since 1900 has been Australia, with a return of 6.43%, though the U.S. is just behind at 6.38%.

Onto the future — they estimate the equity risk premium to bills will be around 3.5%, which is lower than the historical figure of 4.6%. But that still means equity investors should double their money relative to short-term government bills in 20 years. They note that in thinking about future returns, real returns tend to be better in times of higher interest rates than lower rates, citing data over an impressive 2,487 country-years .

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I guess they solved the problem of induction then too eh?

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