Three years ago we found a statistically reliable link between ConocoPhillips’ (NYSE: COP) stock price and the difference between the core and headline CPI in the United States. In this article, the original relationship is revisited with new data available since 2009. The agreement between...

Approximately two years ago we presented results of price modeling and extensive statistical analysis for share prices of five banks: Bank of America (BAC), Franklin Resources (BEN), Goldman Sachs (GS), JPMorgan Chase (JPM), and Morgan Stanley (MS). Using monthly closing prices (adjusted for...

We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that...

Share prices of financial companies from the S&P 500 list have been modeled by a linear function of consumer price indices in the USA. The Johansen and Engle-Granger tests for cointegration both demonstrated the presence of an equilibrium long-term relation between observed and predicted time...

The predictions of the S&P 500 returns made in 2007 have been tested and the underlying models amended. The period between 2003 and 2008 should be described by the dependence of the S&P 500 stock market index on real GDP because the population pyramid was highly inaccurate. The 2008 trough and...

It was demonstrated that the difference between the PPI of durable and nondurable goods can be predicted at a several year horizon. The prediction consists of three steps. First, we show that the difference between producer price index for durable and nondurable goods is characterized by the...

It was demonstrated that gold ores price can be predicted at a several year horizon. The prediction consists of three steps. First, we show that the difference between producer price index and the index for gold ores is characterized by the presence of sustainable mid-term trends. Second, the...

It was demonstrated that jewelry and jewelry products price can be predicted at a several year horizon. The prediction consists of three steps. First, we show that the difference between producer price index and the index for jewelry and jewelry products is characterized by the presence of...

Historical share prices of selected S&P 500 companies have been accurately approximated by linear functions of the difference between core CPI and subsets of the CPI in the United States. The pricing model describes the evolution of share price along a predetermined trajectory. The selected...

Previously, we have revealed the presence of a reliable linear dependence between share prices of energy-related companies and the difference between CPI and core CPI: any change in share prices is transmitted into a proportional change in this difference two and half months later. The...