Purves, Greene on Market Volatility, Inflation and Earnings

The video discusses Megan's scenario regarding market volatility, focusing on the volatility of 10-year forward break evens and its potential impact on equities. It highlights the correlation between China PPI and US inflation expectations, noting recent declines in China PPI. The discussion also covers the relationship between earnings and equity prices, suggesting a disconnect as equities rise while earnings roll over. The video concludes by examining the role of sentiment and data in driving market trends, emphasizing the disparity between soft and hard data in the US.

How has the volatility of 10-year forward break evens changed over time according to the discussion?

What concerns are raised regarding the potential for break evens to impact equities?

What correlation has been observed between China PPI and US market-based inflation expectations since 2000?

What does the speaker suggest about the relationship between equities and earnings?

In what way does the speaker describe the current state of soft data versus hard data in the US?