Market Commentary 9313
January, 2012 Data:
Part 1
FORECASTS
12 MONTH FORECAST
The 12 month forecast for the FTSE 100 Index is in the table at the top of this
page. Foercast-Chart.com is forecasting a FTSE 100 Stock Index of 5432. The
table shows a HDTFA of 700 which suggests that the February, 2013 FTSE 100
could easily close anywhere between 6132 and 4731. Links to Forecasts for
twenty-two other stock indexes may be found on the right side of this page.
10 YEAR FORECAST
Foercast-Chart.com publishes a Ten Year Forecast for the FTSE 100 Stock
Index. The Ten Year Forecast estimates the probability that the FTSE 100
Index will achieve certain gain or loss benchmarks at a point in time ten years in
the future. For example, look at the top line of the table immediately below this
paragraph. Foercast-Chart.com is forecasting a probability of 5% that the FTSE
100 Index will be down at least 20% in 10 years (January, 2022 close compared
to January, 2012 close).
PROBABILITY
Down at least 20% 5%
Down at least 10% 6%
Down 8%
Up 92%
Up at least 10% 91%
Up at least 20% 90%
Up at least 30% 88%
Up at least 40% 84%
Up at least 50% 80%
Up at least 100% 62%
Up at least 150% 45%
Up at least 200% 18%
Over 100 YEARS of historical data was used to calculate the probabilities in the
table above. Dividends are not included so you must add expected dividends
to the forecasted gain to estimate the total return. Each month, new data is
entered into the forecasting model and the FTSE 100 is assigned a rank from 1
to 10. The best rank is 10 and the worst is 1. That ranking determines the Ten
Year Forecast for the FTSE 100 Stock Index . The data used in the forecasting
model is updated monthly and may change the forecast, particularly after
substantial movements in the FTSE 100. The latest ranking of the FTSE 100
Index is 7. Forecast-Chart.com publishes a 10 Year Forecast for 12 of the 23
stock market indexes covered at Forecast-Chart.com. The indexes with the
highest probability of gaining over 200% in the next 10 years are the Russell
3000, the Russell 1000 and the S&P 500. The indexes with the lowest
probability of gaining over 200% in the next 10 years are the S&P SmallCap
600 and the S&P MidCap 400. To see these forecasts, click the Stock Market
Forecast link in the upper right corner of any page, then select the index you
are interested in. The forecast for the FTSE 100 Index is designed for British
Pound based investors . Returns for investors not based in the British Pound
will be affected by currency fluctuations.
The last time that the FTSE 100 Stock Index received the best rank (10) was
12/1982, when the FTSE 100 Index closed at 593. The last time that the FTSE
100 Stock Index received a rank of 9 was 6/2009, when the FTSE 100 Index
closed at 3261. The last time that the FTSE 100 Stock Index received the worst
rank (1) was 11/2000, when the FTSE 100 Index closed at 4807. The last time
that the FTSE 100 Stock Index received a rank of 2 was 4/2001, when the
FTSE 100 Index closed at 4484. Last month's close for the FTSE 100 Stock
Index is in the Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 6711 (November, 1999)
January, 2012 close 5682
Decline From All Time High 15%
10 Year Return 11%
5 Year Low 3830 (February, 2009)
Gain From 5 Year Low 48%
The highest all time monthly close in the FTSE 100 Index was 6711 in
November, of 1999. The January, 2012 close was 5682. That's a decline of
1029 points or 15% below the FTSE 100 Stock Index all time high. The FTSE
100 Index is up 11% over the last 10 years. It has lost 3% over the last 12
months.
The January close was 109.30 points higher than the December, 2011 close of
5572, resulting in a 1.96% rise in January.
The 5 year market low for the FTSE 100 Stock Index was 3830 in February of
2009. The January, 2012 close at 5681.6 represents a 48% gain since
February, 2009.
Foercast-Chart.com's historical research covers the FTSE 100 back to April,
1984. All calculations are based on the monthly market close in the FTSE 100
Index, excluding dividends.
This page provides a five year chart and a forecast for the FTSE 100 Stock
Index. For links to longer term charts, look at the links under the five year chart
(above). One link opens a ten year chart. Another opens our longest term
graph on the FTSE 100 Index. Just one glance at our long term charts can
provide tremendous insight into the historical trends of the financial markets.
The table above presents historical data on the FTSE 100 Stock Index
categorized by the months of the calendar.
In this site, you may view the month, year, five & ten year returns for 23 stock
market indexes in one convenient table. U.S. & foreign, small cap & large cap
indexes are included. Click the Market Trend Research link in the uppermost
left corner of any page in this site. The table of contents for Market Trend
Research will open. Click the link to the Stock Index Return Scoreboard in the
table of contents.
Part 3
ROLLING RETURNS, 1935 - 2012: FTSE 100 / FT 30
Rolling Period Last / Percentile Best / Average / Worst
1 Year -3% / 29th 129% / 7% / -55%
2 Year 10% / 42nd 106% / 14% / -69%
4 Year -3% / 22nd 201% / 29% / -52%
8 Year 29% / 34th 283% / 69% / -48%
16 Year 50% / 13th 886% / 205% / -26%
How do you read the table?
For example: Rolling 2 year period returns are shown on the second row. In the
latest rolling 2 year period, (2/2010 - 1/2012), the FTSE 100 / FT 30 returned
10%. That period scored in the 42nd percentile, meaning that it scored better
than 42% of all rolling 2 year periods since 1935. The Best rolling 2 Year period
since 1935 returned 106%. The worst returned -69%. The average rolling 2
year period returned 14%.
What is a rolling period?
It's an overlapping period in a data base. For example: In the 2 year period
included in 2000 - 2001, there are 13 complete rolling 12 Month Periods. The
first is January, 2000 - December, 2000. The second is February, 2000 -
January, 2001. The third is March, 2000 - February, 2001 and so on. The last
complete rolling 12 Month Period in the 2000 - 2001 period is January, 2001 -
December, 2001.
How is this information useful?
Best and worst case scenarios may be estimated based on historical facts.
Also, the relationship of the periods is sometimes very helpful. Suppose that the
worst rolling 8 year period in the last 50 years returned -30%. Suppose also
that the latest 4 year period has returned -50%. Market psychology at this point
may be one of great fear or possibly even panic. If the market stays flat for 4
more years, it will break the 8 year decline record by a whopping 20%! (-50%
minus -30% equals -20%.) 50 plus year records are not often broken. That
provides reason to hope that the market will recover that 20% over the next 4
years. If it does, then the 8 year loss will be 30%. The longest index histories
are found in the DJIA, FTSE 100 with FT 30, DJTA, DJUA, S&P 500, & NASDAQ
100
The number of periods in each category for the FTSE 100 / FT 30 are as
follows:
1 Year: 907
2 Year: 895
4 Year: 871
8 Year: 823
16 Year: 727
The FTSE 100 Index begins in March, 1984. To provide a longer and more
varied history for Rolling Periods, the FT 30 (July, 1935 - March, 1984) has
been appended to the data series. Dividends are not included.
ROLLING RETURNS, 1962 - 2012: FTSE 100 / FT 30
Rolling Period Last / Percentile Best / Average / Worst
1 Year -3% / 26th 129% / 8% / -55%
2 Year 10% / 36th 106% / 15% / -69%
4 Year -3% / 23rd 201% / 31% / -52%
8 Year 29% / 39th 283% / 76% / -48%
16 Year 50% / 7th 886% / 261% / 21%
The number of periods in each category for the FTSE 100 / FT 30 are as
follows:
1 Year: 589
2 Year: 577
4 Year: 553
8 Year: 505
16 Year: 409
The FTSE 100 Index begins in March, 1984. To provide a longer and more
varied history for Rolling Periods, the FT 30 (1962 - March, 1984) has been
appended to the data series. Dividends are not included.
_____________________________________________________________
Report a Problem with this Page Contact Us Privacy Policy Terms of Use/Disclosure
SignalTrend Inc. 2008 - 2012, All Rights Reserved
January, 2012 Data:
Part 1
FORECASTS
12 MONTH FORECAST
The 12 month forecast for the FTSE 100 Index is in the table at the top of this
page. Foercast-Chart.com is forecasting a FTSE 100 Stock Index of 5432. The
table shows a HDTFA of 700 which suggests that the February, 2013 FTSE 100
could easily close anywhere between 6132 and 4731. Links to Forecasts for
twenty-two other stock indexes may be found on the right side of this page.
10 YEAR FORECAST
Foercast-Chart.com publishes a Ten Year Forecast for the FTSE 100 Stock
Index. The Ten Year Forecast estimates the probability that the FTSE 100
Index will achieve certain gain or loss benchmarks at a point in time ten years in
the future. For example, look at the top line of the table immediately below this
paragraph. Foercast-Chart.com is forecasting a probability of 5% that the FTSE
100 Index will be down at least 20% in 10 years (January, 2022 close compared
to January, 2012 close).
PROBABILITY
Down at least 20% 5%
Down at least 10% 6%
Down 8%
Up 92%
Up at least 10% 91%
Up at least 20% 90%
Up at least 30% 88%
Up at least 40% 84%
Up at least 50% 80%
Up at least 100% 62%
Up at least 150% 45%
Up at least 200% 18%
Over 100 YEARS of historical data was used to calculate the probabilities in the
table above. Dividends are not included so you must add expected dividends
to the forecasted gain to estimate the total return. Each month, new data is
entered into the forecasting model and the FTSE 100 is assigned a rank from 1
to 10. The best rank is 10 and the worst is 1. That ranking determines the Ten
Year Forecast for the FTSE 100 Stock Index . The data used in the forecasting
model is updated monthly and may change the forecast, particularly after
substantial movements in the FTSE 100. The latest ranking of the FTSE 100
Index is 7. Forecast-Chart.com publishes a 10 Year Forecast for 12 of the 23
stock market indexes covered at Forecast-Chart.com. The indexes with the
highest probability of gaining over 200% in the next 10 years are the Russell
3000, the Russell 1000 and the S&P 500. The indexes with the lowest
probability of gaining over 200% in the next 10 years are the S&P SmallCap
600 and the S&P MidCap 400. To see these forecasts, click the Stock Market
Forecast link in the upper right corner of any page, then select the index you
are interested in. The forecast for the FTSE 100 Index is designed for British
Pound based investors . Returns for investors not based in the British Pound
will be affected by currency fluctuations.
The last time that the FTSE 100 Stock Index received the best rank (10) was
12/1982, when the FTSE 100 Index closed at 593. The last time that the FTSE
100 Stock Index received a rank of 9 was 6/2009, when the FTSE 100 Index
closed at 3261. The last time that the FTSE 100 Stock Index received the worst
rank (1) was 11/2000, when the FTSE 100 Index closed at 4807. The last time
that the FTSE 100 Stock Index received a rank of 2 was 4/2001, when the
FTSE 100 Index closed at 4484. Last month's close for the FTSE 100 Stock
Index is in the Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 6711 (November, 1999)
January, 2012 close 5682
Decline From All Time High 15%
10 Year Return 11%
5 Year Low 3830 (February, 2009)
Gain From 5 Year Low 48%
The highest all time monthly close in the FTSE 100 Index was 6711 in
November, of 1999. The January, 2012 close was 5682. That's a decline of
1029 points or 15% below the FTSE 100 Stock Index all time high. The FTSE
100 Index is up 11% over the last 10 years. It has lost 3% over the last 12
months.
The January close was 109.30 points higher than the December, 2011 close of
5572, resulting in a 1.96% rise in January.
The 5 year market low for the FTSE 100 Stock Index was 3830 in February of
2009. The January, 2012 close at 5681.6 represents a 48% gain since
February, 2009.
Foercast-Chart.com's historical research covers the FTSE 100 back to April,
1984. All calculations are based on the monthly market close in the FTSE 100
Index, excluding dividends.
This page provides a five year chart and a forecast for the FTSE 100 Stock
Index. For links to longer term charts, look at the links under the five year chart
(above). One link opens a ten year chart. Another opens our longest term
graph on the FTSE 100 Index. Just one glance at our long term charts can
provide tremendous insight into the historical trends of the financial markets.
The table above presents historical data on the FTSE 100 Stock Index
categorized by the months of the calendar.
In this site, you may view the month, year, five & ten year returns for 23 stock
market indexes in one convenient table. U.S. & foreign, small cap & large cap
indexes are included. Click the Market Trend Research link in the uppermost
left corner of any page in this site. The table of contents for Market Trend
Research will open. Click the link to the Stock Index Return Scoreboard in the
table of contents.
Part 3
ROLLING RETURNS, 1935 - 2012: FTSE 100 / FT 30
Rolling Period Last / Percentile Best / Average / Worst
1 Year -3% / 29th 129% / 7% / -55%
2 Year 10% / 42nd 106% / 14% / -69%
4 Year -3% / 22nd 201% / 29% / -52%
8 Year 29% / 34th 283% / 69% / -48%
16 Year 50% / 13th 886% / 205% / -26%
How do you read the table?
For example: Rolling 2 year period returns are shown on the second row. In the
latest rolling 2 year period, (2/2010 - 1/2012), the FTSE 100 / FT 30 returned
10%. That period scored in the 42nd percentile, meaning that it scored better
than 42% of all rolling 2 year periods since 1935. The Best rolling 2 Year period
since 1935 returned 106%. The worst returned -69%. The average rolling 2
year period returned 14%.
What is a rolling period?
It's an overlapping period in a data base. For example: In the 2 year period
included in 2000 - 2001, there are 13 complete rolling 12 Month Periods. The
first is January, 2000 - December, 2000. The second is February, 2000 -
January, 2001. The third is March, 2000 - February, 2001 and so on. The last
complete rolling 12 Month Period in the 2000 - 2001 period is January, 2001 -
December, 2001.
How is this information useful?
Best and worst case scenarios may be estimated based on historical facts.
Also, the relationship of the periods is sometimes very helpful. Suppose that the
worst rolling 8 year period in the last 50 years returned -30%. Suppose also
that the latest 4 year period has returned -50%. Market psychology at this point
may be one of great fear or possibly even panic. If the market stays flat for 4
more years, it will break the 8 year decline record by a whopping 20%! (-50%
minus -30% equals -20%.) 50 plus year records are not often broken. That
provides reason to hope that the market will recover that 20% over the next 4
years. If it does, then the 8 year loss will be 30%. The longest index histories
are found in the DJIA, FTSE 100 with FT 30, DJTA, DJUA, S&P 500, & NASDAQ
100
The number of periods in each category for the FTSE 100 / FT 30 are as
follows:
1 Year: 907
2 Year: 895
4 Year: 871
8 Year: 823
16 Year: 727
The FTSE 100 Index begins in March, 1984. To provide a longer and more
varied history for Rolling Periods, the FT 30 (July, 1935 - March, 1984) has
been appended to the data series. Dividends are not included.
ROLLING RETURNS, 1962 - 2012: FTSE 100 / FT 30
Rolling Period Last / Percentile Best / Average / Worst
1 Year -3% / 26th 129% / 8% / -55%
2 Year 10% / 36th 106% / 15% / -69%
4 Year -3% / 23rd 201% / 31% / -52%
8 Year 29% / 39th 283% / 76% / -48%
16 Year 50% / 7th 886% / 261% / 21%
The number of periods in each category for the FTSE 100 / FT 30 are as
follows:
1 Year: 589
2 Year: 577
4 Year: 553
8 Year: 505
16 Year: 409
The FTSE 100 Index begins in March, 1984. To provide a longer and more
varied history for Rolling Periods, the FT 30 (1962 - March, 1984) has been
appended to the data series. Dividends are not included.
_____________________________________________________________
Report a Problem with this Page Contact Us Privacy Policy Terms of Use/Disclosure
SignalTrend Inc. 2008 - 2012, All Rights Reserved
| __________________________________________ |
Monthly close for the FTSE 100 Stock Index is plotted in gray. The forecast for the target month is
shown in green. See other links related to this stock index below.
shown in green. See other links related to this stock index below.
| FTSE 100 Stock Index - 5 Year History |
| |||||||||||||||||||||||
| FTSE 100 Stock Forecast |
6000
7000
8000
5000
4000
| FTSE 100 Stock Forecast Dow Jones Multi-Index Charts & Analysis |
3000
| |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Current Analysis & Forecast: FTSE 100 Stock Index
CAC 40 (France)
DAX (Germany)
Dow Jones Industrial Avg.
FTSE 100 (UK)
Hang Seng (Hong Kong)
NASDAQ 100
Nikkei 225 (Japan)
Russell 2000
S&P 500
S&P Global
TSX Composite (Canada)
Wilshire 5000
more...
DAX (Germany)
Dow Jones Industrial Avg.
FTSE 100 (UK)
Hang Seng (Hong Kong)
NASDAQ 100
Nikkei 225 (Japan)
Russell 2000
S&P 500
S&P Global
TSX Composite (Canada)
Wilshire 5000
more...
Boston Real Estate Market
Dallas Real Estate Market
Houston Real Estate Market
Miami Real Estate Market
New York Real Estate Market
Portland Real Estate Market
Seattle Real Estate Market
all 500 Cities...
Dallas Real Estate Market
Houston Real Estate Market
Miami Real Estate Market
New York Real Estate Market
Portland Real Estate Market
Seattle Real Estate Market
all 500 Cities...
U.S. Dollar (USD)
British Pound to USD
Canadian Dollars to USD
Chinese Yuan to USD
Euro to US Dollar
Indian Rupee to USD
Japanese Yen to USD
Mexican Peso to USD
Swiss Franc to USD
more...
British Pound to USD
Canadian Dollars to USD
Chinese Yuan to USD
Euro to US Dollar
Indian Rupee to USD
Japanese Yen to USD
Mexican Peso to USD
Swiss Franc to USD
more...
1/07 1/2008 1/2009 1/2010 1/2011 1/2012 1/2013 1/14