Market Commentary 9316
January, 2012 Data:
Part 1
FORECASTS
12 MONTH FORECAST
The 12 month forecast for the S&P 400 Index is in the table at the top of this
page. Foercast-Chart.com is forecasting a Standard & Poor's MidCap 400 of
941. The table shows a HDTFA of 135 which suggests that the February, 2013
S&P MidCap 400 could easily close anywhere between 1076 and 806. 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 Standard & Poor's
MidCap 400. The Ten Year Forecast estimates the probability that the
Standard & Poor's MidCap 400 Stock 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 4% that the S&P 400 Index will be down at least 20%
in 10 years (January, 2022 close compared to January, 2012 close).
PROBABILITY
Down at least 20% 4%
Down at least 10% 5%
Down 7%
Up 93%
Up at least 10% 88%
Up at least 20% 77%
Up at least 30% 65%
Up at least 40% 53%
Up at least 50% 42%
Up at least 100% 20%
Up at least 150% 5%
Up at least 200% NS
NS - Not Significant
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 S&P MidCap 400 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 Standard & Poor's MidCap 400 . The data used
in the forecasting model is updated monthly and may change the forecast,
particularly after substantial movements in the S&P MidCap 400. The latest
ranking of the Standard & Poor's MidCap 400 Stock Index is 4.
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 Standard & Poor's 400 received the worst rank (1) was
10/2007, when the S&P 400 Index closed at 908. The last time that the
Standard & Poor's 400 received a rank of 2 was 5/2008, when the S&P 400
Index closed at 882. Last month's close for the Standard & Poor's 400 is in the
Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 1015 (April, 2011)
January, 2012 close 937
Decline From All Time High 8%
10 Year Return 86%
5 Year Low 449 (February, 2009)
Gain From 5 Year Low 108%
The highest all time monthly close in the Standard & Poor's MidCap 400 Stock
Index was 1015 in April, of 2011. The January, 2012 close was 937. That's a
decline of 79 points or 8% below the Standard & Poor's 400 all time high. The
S&P 400 Index is up 86% over the last 10 years. It has gained 1% over the last
12 months.
The January close was 57.35 points higher than the December, 2011 close of
879, resulting in a 6.52% rise in January.
The 5 year market low for the Standard & Poor's MidCap 400 was 449 in
February of 2009. The January, 2012 close at 936.51 represents a 108% gain
since February, 2009.
Foercast-Chart.com's historical research covers the S&P MidCap 400 back to
September, 1991. All calculations are based on the monthly market close in the
Standard & Poor's MidCap 400 Stock Index, excluding dividends.
This page provides a five year chart and a forecast for the Standard & Poor's
400. 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 S&P 400 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 Standard & Poor's MidCap 400
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, 1991 - 2012: S&P 400 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 1% / 23rd 64% / 12% / -43%
2 Year 33% / 65th 115% / 24% / -46%
4 Year 16% / 22nd 131% / 50% / -33%
8 Year 59% / 17th 281% / 130% / -10%
16 Year 334% / 43rd 592% / 369% / 189%
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 S&P 400 Index returned 33%.
That period scored in the 65th percentile, meaning that it scored better than
65% of all rolling 2 year periods since 1991. The Best rolling 2 Year period
since 1991 returned 115%. The worst returned -46%. The average rolling 2
year period returned 24%.
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 S&P 400 Index are as follows:
1 Year: 234
2 Year: 222
4 Year: 198
8 Year: 150
16 Year: 54
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 S&P 400 Index is in the table at the top of this
page. Foercast-Chart.com is forecasting a Standard & Poor's MidCap 400 of
941. The table shows a HDTFA of 135 which suggests that the February, 2013
S&P MidCap 400 could easily close anywhere between 1076 and 806. 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 Standard & Poor's
MidCap 400. The Ten Year Forecast estimates the probability that the
Standard & Poor's MidCap 400 Stock 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 4% that the S&P 400 Index will be down at least 20%
in 10 years (January, 2022 close compared to January, 2012 close).
PROBABILITY
Down at least 20% 4%
Down at least 10% 5%
Down 7%
Up 93%
Up at least 10% 88%
Up at least 20% 77%
Up at least 30% 65%
Up at least 40% 53%
Up at least 50% 42%
Up at least 100% 20%
Up at least 150% 5%
Up at least 200% NS
NS - Not Significant
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 S&P MidCap 400 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 Standard & Poor's MidCap 400 . The data used
in the forecasting model is updated monthly and may change the forecast,
particularly after substantial movements in the S&P MidCap 400. The latest
ranking of the Standard & Poor's MidCap 400 Stock Index is 4.
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 Standard & Poor's 400 received the worst rank (1) was
10/2007, when the S&P 400 Index closed at 908. The last time that the
Standard & Poor's 400 received a rank of 2 was 5/2008, when the S&P 400
Index closed at 882. Last month's close for the Standard & Poor's 400 is in the
Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 1015 (April, 2011)
January, 2012 close 937
Decline From All Time High 8%
10 Year Return 86%
5 Year Low 449 (February, 2009)
Gain From 5 Year Low 108%
The highest all time monthly close in the Standard & Poor's MidCap 400 Stock
Index was 1015 in April, of 2011. The January, 2012 close was 937. That's a
decline of 79 points or 8% below the Standard & Poor's 400 all time high. The
S&P 400 Index is up 86% over the last 10 years. It has gained 1% over the last
12 months.
The January close was 57.35 points higher than the December, 2011 close of
879, resulting in a 6.52% rise in January.
The 5 year market low for the Standard & Poor's MidCap 400 was 449 in
February of 2009. The January, 2012 close at 936.51 represents a 108% gain
since February, 2009.
Foercast-Chart.com's historical research covers the S&P MidCap 400 back to
September, 1991. All calculations are based on the monthly market close in the
Standard & Poor's MidCap 400 Stock Index, excluding dividends.
This page provides a five year chart and a forecast for the Standard & Poor's
400. 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 S&P 400 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 Standard & Poor's MidCap 400
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, 1991 - 2012: S&P 400 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 1% / 23rd 64% / 12% / -43%
2 Year 33% / 65th 115% / 24% / -46%
4 Year 16% / 22nd 131% / 50% / -33%
8 Year 59% / 17th 281% / 130% / -10%
16 Year 334% / 43rd 592% / 369% / 189%
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 S&P 400 Index returned 33%.
That period scored in the 65th percentile, meaning that it scored better than
65% of all rolling 2 year periods since 1991. The Best rolling 2 Year period
since 1991 returned 115%. The worst returned -46%. The average rolling 2
year period returned 24%.
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 S&P 400 Index are as follows:
1 Year: 234
2 Year: 222
4 Year: 198
8 Year: 150
16 Year: 54
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 S&P MidCap 400 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.
is shown in green. See other links related to this stock index below.
| Standard & Poor's MidCap 400 Stock Index - 5 Year History |
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| S&P 400 Index Forecast |
| S&P 400 Index Forecast Dow Jones Multi-Index Charts & Analysis |
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