Market Commentary 9308
January, 2012 Data:
Part 1
FORECASTS
12 MONTH FORECAST
The 12 month forecast for the Russell 3000 Index is in the table at the top of
this page. Foercast-Chart.com is forecasting a Russell 3000 Stock Index of 768.
The table shows a HDTFA of 103 which suggests that the February, 2013
Russell 3000 could easily close anywhere between 871 and 665. 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 3000 Stock
Index. The Ten Year Forecast estimates the probability that the Russell 3000
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 3000 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 3000 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 3000 Stock Index . The data used in the
forecasting model is updated monthly and may change the forecast, particularly
after substantial movements in the Russell 3000. The latest ranking of the
Russell 3000 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 3000 Stock Index received the best rank (10) was
6/2009, when the Russell 3000 Index closed at 536. The last time that the
Russell 3000 Stock Index received a rank of 9 was 1/2012, when the Russell
3000 Index closed at 779. The last time that the Russell 3000 Stock Index
received the worst rank (1) was 9/2000, when the Russell 3000 Index closed at
792. The last time that the Russell 3000 Stock Index received a rank of 2 was
1/2001, when the Russell 3000 Index closed at 750. Last month's close for the
Russell 3000 Stock Index is in the Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 898 (October, 2007)
January, 2012 close 779
Decline From All Time High 13%
10 Year Return 28%
5 Year Low 425 (February, 2009)
Gain From 5 Year Low 83%
The highest all time monthly close in the Russell 3000 Index was 898 in
October, of 2007. The January, 2012 close was 779. That's a decline of 119
points or 13% below the Russell 3000 Stock Index all time high. The Russell
3000 Index is up 28% over the last 10 years. It has gained 2% over the last 12
months.
The January close was 36.64 points higher than the December, 2011 close of
743, resulting in a 4.93% rise in January.
The 5 year market low for the Russell 3000 Stock Index was 425 in February of
2009. The January, 2012 close at 779.22 represents a 83% gain since
February, 2009.
Foercast-Chart.com's historical research covers the Russell 3000 back to
October, 1987. All calculations are based on the monthly market close in the
Russell 3000 Index, excluding dividends.
This page provides a five year chart and a forecast for the Russell 3000 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 3000 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 3000 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 3000 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 2% / 25th 53% / 9% / -45%
2 Year 24% / 58th 86% / 18% / -48%
4 Year -2% / 30th 151% / 38% / -38%
8 Year 21% / 20th 264% / 98% / -39%
16 Year 121% / 12th 373% / 234% / 71%
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 3000 Index returned
24%. That period scored in the 58th percentile, meaning that it scored better
than 58% of all rolling 2 year periods since 1987. The Best rolling 2 Year period
since 1987 returned 86%. The worst returned -48%. 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 3000 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 3000 Index is in the table at the top of
this page. Foercast-Chart.com is forecasting a Russell 3000 Stock Index of 768.
The table shows a HDTFA of 103 which suggests that the February, 2013
Russell 3000 could easily close anywhere between 871 and 665. 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 3000 Stock
Index. The Ten Year Forecast estimates the probability that the Russell 3000
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 3000 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 3000 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 3000 Stock Index . The data used in the
forecasting model is updated monthly and may change the forecast, particularly
after substantial movements in the Russell 3000. The latest ranking of the
Russell 3000 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 3000 Stock Index received the best rank (10) was
6/2009, when the Russell 3000 Index closed at 536. The last time that the
Russell 3000 Stock Index received a rank of 9 was 1/2012, when the Russell
3000 Index closed at 779. The last time that the Russell 3000 Stock Index
received the worst rank (1) was 9/2000, when the Russell 3000 Index closed at
792. The last time that the Russell 3000 Stock Index received a rank of 2 was
1/2001, when the Russell 3000 Index closed at 750. Last month's close for the
Russell 3000 Stock Index is in the Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 898 (October, 2007)
January, 2012 close 779
Decline From All Time High 13%
10 Year Return 28%
5 Year Low 425 (February, 2009)
Gain From 5 Year Low 83%
The highest all time monthly close in the Russell 3000 Index was 898 in
October, of 2007. The January, 2012 close was 779. That's a decline of 119
points or 13% below the Russell 3000 Stock Index all time high. The Russell
3000 Index is up 28% over the last 10 years. It has gained 2% over the last 12
months.
The January close was 36.64 points higher than the December, 2011 close of
743, resulting in a 4.93% rise in January.
The 5 year market low for the Russell 3000 Stock Index was 425 in February of
2009. The January, 2012 close at 779.22 represents a 83% gain since
February, 2009.
Foercast-Chart.com's historical research covers the Russell 3000 back to
October, 1987. All calculations are based on the monthly market close in the
Russell 3000 Index, excluding dividends.
This page provides a five year chart and a forecast for the Russell 3000 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 3000 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 3000 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 3000 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 2% / 25th 53% / 9% / -45%
2 Year 24% / 58th 86% / 18% / -48%
4 Year -2% / 30th 151% / 38% / -38%
8 Year 21% / 20th 264% / 98% / -39%
16 Year 121% / 12th 373% / 234% / 71%
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 3000 Index returned
24%. That period scored in the 58th percentile, meaning that it scored better
than 58% of all rolling 2 year periods since 1987. The Best rolling 2 Year period
since 1987 returned 86%. The worst returned -48%. 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 3000 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
| __________________________________________ |
| 700 |
| 800 |
| 900 |
Monthly close for the Russell 3000 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 3000 Stock Index - 5 Year History |
| |||||||||||||||||||||||
| Russell 3000 Index Forecast |
| 600 |
| 500 |
| 1000 |
| Russell 3000 Index Forecast Dow Jones Multi-Index Charts & Analysis |
| 400 |
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Current Analysis & Forecast: Russell 3000 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