Fed Model Risk Premium Data

General
1

I download the Portfolio 123’s Fed Model Risk Premium data twice each week and save the Excel files.

P123_FedModel - December 1, 2025.csv (147.8 KB)

P123_FedModel - November 24, 2025.csv (147.7 KB)

When I downloaded on November 24th2025, the Fed Model Risk Premium file showed a November 22nd value of 274.0636 for EPS CurrY.

When I downloaded on December 1st the data shows a November 22nd value of 276.9424 for EPS CurrY.

I remember some time ago I ask about instability regarding this variable’s data. I believe a fix occurred and the values have been very stable recently until this. Seems like that variable shouldn’t change in retrospect? And certainly it’s a surprise to see it change that much.

On another front, I’d like to once again express my appreciate to Portfolio123 for the great job it has done and is doing. And I’d like to thank the Community as well. When I first subscribed more than ten years ago, I swore I would never read the blog/forum because I didn’t want to be influenced by whatever anybody else was doing. In the meantime I’ve learned a lot, and am happy to say I was wrong.

Hugh

2

Hi Hugh,

If your download was between 4:29 AM and 4:39 AM Central on the 24th, you would have picked up the values that would have been subsequently overwritten. When first discussed, we had opted not to make any improvements at the time because of the narrow window in which this problem surfaces.

I will make a small adjustment on our end which should eliminate this problem entirely.

3

Thank you, Aaron. Your explanation makes sense. What a freak to have downloaded during those ten minutes!

Thank you very much for making the adjustment which should eliminate the possibility of a future mishap.

Appreciated!

Hugh