Market Commentary 9307
January, 2012 Data:
Part 1
FORECASTS
12 MONTH FORECAST
The 12 month forecast for the Russell 2000 Index is in the table at the top of
this page. Foercast-Chart.com is forecasting a Russell 2000 Stock Index of 776.
The table shows a HDTFA of 125 which suggests that the February, 2013
Russell 2000 could easily close anywhere between 901 and 651. 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 2000 Stock
Index. The Ten Year Forecast estimates the probability that the Russell 2000
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 3% that the
Russell 2000 Index will be down at least 20% in 10 years (January, 2022 close
compared to January, 2012 close).
PROBABILITY
Down at least 20% 3%
Down at least 10% 4%
Down 5%
Up 95%
Up at least 10% 92%
Up at least 20% 85%
Up at least 30% 76%
Up at least 40% 66%
Up at least 50% 57%
Up at least 100% 34%
Up at least 150% 22%
Up at least 200% 12%
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 2000 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 2000 Stock Index . The data used in the
forecasting model is updated monthly and may change the forecast, particularly
after substantial movements in the Russell 2000. The latest ranking of the
Russell 2000 Index is 5. 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 2000 Stock Index received a rank of 9 was
3/2009, when the Russell 2000 Index closed at 423. The last time that the
Russell 2000 Stock Index received the worst rank (1) was 8/2000, when the
Russell 2000 Index closed at 538. The last time that the Russell 2000 Stock
Index received a rank of 2 was 5/2007, when the Russell 2000 Index closed at
847. Last month's close for the Russell 2000 Stock Index is in the Market
Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 865 (April, 2011)
January, 2012 close 788
Decline From All Time High 9%
10 Year Return 63%
5 Year Low 389 (February, 2009)
Gain From 5 Year Low 103%
The highest all time monthly close in the Russell 2000 Index was 865 in April, of
2011. The January, 2012 close was 788. That's a decline of 77 points or 9%
below the Russell 2000 Stock Index all time high. The Russell 2000 Index is up
63% over the last 10 years. It has gained 1% over the last 12 months.
The January close was 47.10 points higher than the December, 2011 close of
741, resulting in a 6.36% rise in January.
The 5 year market low for the Russell 2000 Stock Index was 389 in February of
2009. The January, 2012 close at 788.02 represents a 103% gain since
February, 2009.
Foercast-Chart.com's historical research covers the Russell 2000 back to
October, 1987. All calculations are based on the monthly market close in the
Russell 2000 Index, excluding dividends.
This page provides a five year chart and a forecast for the Russell 2000 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 2000 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 Russell 2000 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, 1987 - 2012: Russell 2000 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 1% / 28th 62% / 9% / -43%
2 Year 31% / 70th 112% / 18% / -51%
4 Year 10% / 27th 120% / 37% / -39%
8 Year 36% / 12th 219% / 93% / -18%
16 Year 150% / 21st 545% / 259% / 75%
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 2000 Index returned
31%. That period scored in the 70th percentile, meaning that it scored better
than 70% of all rolling 2 year periods since 1987. The Best rolling 2 Year period
since 1987 returned 112%. The worst returned -51%. The average rolling 2
year period returned 18%.
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 2000 Index are as
follows:
1 Year: 281
2 Year: 269
4 Year: 245
8 Year: 197
16 Year: 101
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 2000 Index is in the table at the top of
this page. Foercast-Chart.com is forecasting a Russell 2000 Stock Index of 776.
The table shows a HDTFA of 125 which suggests that the February, 2013
Russell 2000 could easily close anywhere between 901 and 651. 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 2000 Stock
Index. The Ten Year Forecast estimates the probability that the Russell 2000
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 3% that the
Russell 2000 Index will be down at least 20% in 10 years (January, 2022 close
compared to January, 2012 close).
PROBABILITY
Down at least 20% 3%
Down at least 10% 4%
Down 5%
Up 95%
Up at least 10% 92%
Up at least 20% 85%
Up at least 30% 76%
Up at least 40% 66%
Up at least 50% 57%
Up at least 100% 34%
Up at least 150% 22%
Up at least 200% 12%
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 2000 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 2000 Stock Index . The data used in the
forecasting model is updated monthly and may change the forecast, particularly
after substantial movements in the Russell 2000. The latest ranking of the
Russell 2000 Index is 5. 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 2000 Stock Index received a rank of 9 was
3/2009, when the Russell 2000 Index closed at 423. The last time that the
Russell 2000 Stock Index received the worst rank (1) was 8/2000, when the
Russell 2000 Index closed at 538. The last time that the Russell 2000 Stock
Index received a rank of 2 was 5/2007, when the Russell 2000 Index closed at
847. Last month's close for the Russell 2000 Stock Index is in the Market
Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 865 (April, 2011)
January, 2012 close 788
Decline From All Time High 9%
10 Year Return 63%
5 Year Low 389 (February, 2009)
Gain From 5 Year Low 103%
The highest all time monthly close in the Russell 2000 Index was 865 in April, of
2011. The January, 2012 close was 788. That's a decline of 77 points or 9%
below the Russell 2000 Stock Index all time high. The Russell 2000 Index is up
63% over the last 10 years. It has gained 1% over the last 12 months.
The January close was 47.10 points higher than the December, 2011 close of
741, resulting in a 6.36% rise in January.
The 5 year market low for the Russell 2000 Stock Index was 389 in February of
2009. The January, 2012 close at 788.02 represents a 103% gain since
February, 2009.
Foercast-Chart.com's historical research covers the Russell 2000 back to
October, 1987. All calculations are based on the monthly market close in the
Russell 2000 Index, excluding dividends.
This page provides a five year chart and a forecast for the Russell 2000 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 2000 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 Russell 2000 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, 1987 - 2012: Russell 2000 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 1% / 28th 62% / 9% / -43%
2 Year 31% / 70th 112% / 18% / -51%
4 Year 10% / 27th 120% / 37% / -39%
8 Year 36% / 12th 219% / 93% / -18%
16 Year 150% / 21st 545% / 259% / 75%
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 2000 Index returned
31%. That period scored in the 70th percentile, meaning that it scored better
than 70% of all rolling 2 year periods since 1987. The Best rolling 2 Year period
since 1987 returned 112%. The worst returned -51%. The average rolling 2
year period returned 18%.
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 2000 Index are as
follows:
1 Year: 281
2 Year: 269
4 Year: 245
8 Year: 197
16 Year: 101
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 2000 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 2000 Stock Index - 5 Year History |
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| Russell 2000 Index Forecast |
| 700 |
| 800 |
| 900 |
| 600 |
| 400 |
| 500 |
| 1000 |
| 300 |
| Russell 2000 Index Forecast Dow Jones Multi-Index Charts & Analysis |
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