aswathdamodaran.blogspot.com · 2020-11-05 · 2037d

A Viral Market Update XIV: A Wrap on the COVID Market, Premature or Not

This article analyzes how the COVID-19 crisis reshaped global equity markets between February and November 2020, documenting a significant value transfer from capital-intensive, mature, low-growth companies to capital-light, young, high-growth companies. The author values the S&P 500 at approximately 3100, concluding stocks are mildly overvalued, and extracts three key lessons: markets are predictive mechanisms worthy of respect despite disagreements, modern tools and metrics are essential for 21st-century decision-making, and corporate flexibility is a critical competitive advantage during crises.

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Metrics in this report

10-Year Treasury Yield

1.7% to 0.7%percent

Movement between Feb 14 and Mar 20, 2020 during initial crisis phase

Copper Price Decline

~15%percent

During Feb 14 - Mar 20, 2020 crisis phase

Equity Risk Premium

reverted to pre-crisis levelsbasis points

S&P 500 during COVID-19 crisis period (Feb-Nov 2020)

Market Correlation (Stocks to GDP)

0.26correlation coefficient

Stock returns vs GDP growth 3-4 quarters ahead, 60-year historical data

Oil Price Decline

>50%percent

During Feb 14 - Mar 20, 2020 crisis phase