Market Commentary 9306
January, 2012 Data:
Part 1
FORECASTS
12 MONTH FORECAST
The 12 month forecast for the Russell 1000 Index is in the table at the top of
this page. Foercast-Chart.com is forecasting a Russell 1000 Stock Index of 716.
The table shows a HDTFA of 106 which suggests that the February, 2013
Russell 1000 could easily close anywhere between 821 and 610. 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 Russell 1000 Stock
Index. The Ten Year Forecast estimates the probability that the Russell 1000
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
Russell 1000 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 7%
Up 93%
Up at least 10% 90%
Up at least 20% 89%
Up at least 30% 88%
Up at least 40% 88%
Up at least 50% 86%
Up at least 100% 77%
Up at least 150% 59%
Up at least 200% 33%
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 Russell 1000 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 Russell 1000 Stock Index . The data used in the
forecasting model is updated monthly and may change the forecast, particularly
after substantial movements in the Russell 1000. The latest ranking of the
Russell 1000 Index is 9. 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 last time that the Russell 1000 Stock Index received the best rank (10) was
6/2009, when the Russell 1000 Index closed at 502. The last time that the
Russell 1000 Stock Index received a rank of 9 was 1/2012, when the Russell
1000 Index closed at 726. The last time that the Russell 1000 Stock Index
received the worst rank (1) was 9/2000, when the Russell 1000 Index closed at
784. The last time that the Russell 1000 Stock Index received a rank of 2 was
1/2001, when the Russell 1000 Index closed at 727. Last month's close for the
Russell 1000 Stock Index is in the Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 844 (October, 2007)
January, 2012 close 726
Decline From All Time High 14%
10 Year Return 23%
5 Year Low 400 (February, 2009)
Gain From 5 Year Low 82%
The highest all time monthly close in the Russell 1000 Index was 844 in
October, of 2007. The January, 2012 close was 726. That's a decline of 118
points or 14% below the Russell 1000 Stock Index all time high. The Russell
1000 Index is up 23% over the last 10 years. It has gained 2% over the last 12
months.
The January close was 32.97 points higher than the December, 2011 close of
693, resulting in a 4.76% rise in January.
The 5 year market low for the Russell 1000 Stock Index was 400 in February of
2009. The January, 2012 close at 726.33 represents a 82% gain since
February, 2009.
Foercast-Chart.com's historical research covers the Russell 1000 back to
January, 1993. All calculations are based on the monthly market close in the
Russell 1000 Index, excluding dividends.
This page provides a five year chart and a forecast for the Russell 1000 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 Russell 1000 Index. Just one glance at our long term charts can
provide tremendous insight into the historical trends of the financial markets.
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, 1992 - 2012: Russell 1000 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 2% / 29th 52% / 8% / -45%
2 Year 23% / 55th 84% / 17% / -48%
4 Year -3% / 39th 160% / 35% / -38%
8 Year 20% / 33rd 208% / 50% / -40%
16 Year 121% / 27th 186% / 137% / 72%
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 Russell 1000 Index returned
23%. That period scored in the 55th percentile, meaning that it scored better
than 55% of all rolling 2 year periods since 1992. The Best rolling 2 Year period
since 1992 returned 84%. The worst returned -48%. The average rolling 2 year
period returned 17%.
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 Russell 1000 Index are as
follows:
1 Year: 218
2 Year: 206
4 Year: 182
8 Year: 134
16 Year: 38
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 Russell 1000 Index is in the table at the top of
this page. Foercast-Chart.com is forecasting a Russell 1000 Stock Index of 716.
The table shows a HDTFA of 106 which suggests that the February, 2013
Russell 1000 could easily close anywhere between 821 and 610. 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 Russell 1000 Stock
Index. The Ten Year Forecast estimates the probability that the Russell 1000
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
Russell 1000 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 7%
Up 93%
Up at least 10% 90%
Up at least 20% 89%
Up at least 30% 88%
Up at least 40% 88%
Up at least 50% 86%
Up at least 100% 77%
Up at least 150% 59%
Up at least 200% 33%
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 Russell 1000 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 Russell 1000 Stock Index . The data used in the
forecasting model is updated monthly and may change the forecast, particularly
after substantial movements in the Russell 1000. The latest ranking of the
Russell 1000 Index is 9. 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 last time that the Russell 1000 Stock Index received the best rank (10) was
6/2009, when the Russell 1000 Index closed at 502. The last time that the
Russell 1000 Stock Index received a rank of 9 was 1/2012, when the Russell
1000 Index closed at 726. The last time that the Russell 1000 Stock Index
received the worst rank (1) was 9/2000, when the Russell 1000 Index closed at
784. The last time that the Russell 1000 Stock Index received a rank of 2 was
1/2001, when the Russell 1000 Index closed at 727. Last month's close for the
Russell 1000 Stock Index is in the Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 844 (October, 2007)
January, 2012 close 726
Decline From All Time High 14%
10 Year Return 23%
5 Year Low 400 (February, 2009)
Gain From 5 Year Low 82%
The highest all time monthly close in the Russell 1000 Index was 844 in
October, of 2007. The January, 2012 close was 726. That's a decline of 118
points or 14% below the Russell 1000 Stock Index all time high. The Russell
1000 Index is up 23% over the last 10 years. It has gained 2% over the last 12
months.
The January close was 32.97 points higher than the December, 2011 close of
693, resulting in a 4.76% rise in January.
The 5 year market low for the Russell 1000 Stock Index was 400 in February of
2009. The January, 2012 close at 726.33 represents a 82% gain since
February, 2009.
Foercast-Chart.com's historical research covers the Russell 1000 back to
January, 1993. All calculations are based on the monthly market close in the
Russell 1000 Index, excluding dividends.
This page provides a five year chart and a forecast for the Russell 1000 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 Russell 1000 Index. Just one glance at our long term charts can
provide tremendous insight into the historical trends of the financial markets.
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, 1992 - 2012: Russell 1000 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 2% / 29th 52% / 8% / -45%
2 Year 23% / 55th 84% / 17% / -48%
4 Year -3% / 39th 160% / 35% / -38%
8 Year 20% / 33rd 208% / 50% / -40%
16 Year 121% / 27th 186% / 137% / 72%
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 Russell 1000 Index returned
23%. That period scored in the 55th percentile, meaning that it scored better
than 55% of all rolling 2 year periods since 1992. The Best rolling 2 Year period
since 1992 returned 84%. The worst returned -48%. The average rolling 2 year
period returned 17%.
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 Russell 1000 Index are as
follows:
1 Year: 218
2 Year: 206
4 Year: 182
8 Year: 134
16 Year: 38
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 Russell 1000 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.
| Russell 1000 Stock Index - 5 Year History |
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| Russell 1000 Index Forecast |
| 700 |
| 800 |
| 600 |
| 400 |
| 500 |
| Russell 1000 Index Forecast Dow Jones Multi-Index Charts & Analysis |
| 300 |
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