Market Commentary 9303
January, 2012 Data:
Part 1
FORECASTS
12 MONTH FORECAST
The 12 month forecast for the S&P 500 Index is in the table at the top of this
page. Foercast-Chart.com is forecasting a Standard & Poor's 500 Stock Index
of 1280. The table shows a HDTFA of 169 which suggests that the February,
2013 S&P 500 could easily close anywhere between 1449 and 1111. 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
500 Stock Index. The Ten Year Forecast estimates the probability that the
Standard & Poor's 500 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 5% that the S&P 500 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 S&P 500 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 500 Stock Index . The data used in the
forecasting model is updated monthly and may change the forecast, particularly
after substantial movements in the S&P 500. The latest ranking of the Standard
& Poor's 500 Stock 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 S&P 500 Index received the best rank (10) was 6/2009,
when the S&P 500 Index closed at 919. The last time that the S&P 500 Index
received a rank of 9 was 1/2012, when the S&P 500 Index closed at 1312. The
last time that the S&P 500 Index received the worst rank (1) was 10/2000, when
the S&P 500 Index closed at 1429. The last time that the S&P 500 Index
received a rank of 2 was 1/2001, when the S&P 500 Index closed at 1366. Last
month's close for the S&P 500 Index is in the Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 1549 (October, 2007)
January, 2012 close 1312
Decline From All Time High 15%
10 Year Return 16%
5 Year Low 735 (February, 2009)
Gain From 5 Year Low 79%
The highest all time monthly close in the Standard & Poor's 500 Stock Index
was 1549 in October, of 2007. The January, 2012 close was 1312. That's a
decline of 237 points or 15% below the S&P 500 Index all time high. The S&P
500 Index is up 16% over the last 10 years. It has gained 2% over the last 12
months.
The January close was 54.81 points higher than the December, 2011 close of
1258, resulting in a 4.36% rise in January.
The 5 year market low for the Standard & Poor's 500 Stock Index was 735 in
February of 2009. The January, 2012 close at 1312.41 represents a 79% gain
since February, 2009.
Foercast-Chart.com's historical research covers the S&P 500 back to February,
1950. All calculations are based on the monthly market close in the Standard &
Poor's 500 Stock Index, excluding dividends.
This page provides a five year chart and a forecast for the S&P 500 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
S&P 500 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 500 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, 1950 - 2012: S&P 500 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 2% / 31st 53% / 9% / -45%
2 Year 22% / 61st 87% / 17% / -48%
4 Year -5% / 16th 172% / 36% / -39%
8 Year 16% / 19th 272% / 86% / -41%
16 Year 106% / 26th 946% / 254% / 24%
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 500 Index returned 22%.
That period scored in the 61st percentile, meaning that it scored better than
61% of all rolling 2 year periods since 1950. The Best rolling 2 Year period
since 1950 returned 87%. 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 S&P 500 Index are as follows:
1 Year: 733
2 Year: 721
4 Year: 697
8 Year: 649
16 Year: 553
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 500 Index is in the table at the top of this
page. Foercast-Chart.com is forecasting a Standard & Poor's 500 Stock Index
of 1280. The table shows a HDTFA of 169 which suggests that the February,
2013 S&P 500 could easily close anywhere between 1449 and 1111. 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
500 Stock Index. The Ten Year Forecast estimates the probability that the
Standard & Poor's 500 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 5% that the S&P 500 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 S&P 500 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 500 Stock Index . The data used in the
forecasting model is updated monthly and may change the forecast, particularly
after substantial movements in the S&P 500. The latest ranking of the Standard
& Poor's 500 Stock 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 S&P 500 Index received the best rank (10) was 6/2009,
when the S&P 500 Index closed at 919. The last time that the S&P 500 Index
received a rank of 9 was 1/2012, when the S&P 500 Index closed at 1312. The
last time that the S&P 500 Index received the worst rank (1) was 10/2000, when
the S&P 500 Index closed at 1429. The last time that the S&P 500 Index
received a rank of 2 was 1/2001, when the S&P 500 Index closed at 1366. Last
month's close for the S&P 500 Index is in the Market Highlights section below.
Part 2
MARKET HIGHLIGHTS
All Time High 1549 (October, 2007)
January, 2012 close 1312
Decline From All Time High 15%
10 Year Return 16%
5 Year Low 735 (February, 2009)
Gain From 5 Year Low 79%
The highest all time monthly close in the Standard & Poor's 500 Stock Index
was 1549 in October, of 2007. The January, 2012 close was 1312. That's a
decline of 237 points or 15% below the S&P 500 Index all time high. The S&P
500 Index is up 16% over the last 10 years. It has gained 2% over the last 12
months.
The January close was 54.81 points higher than the December, 2011 close of
1258, resulting in a 4.36% rise in January.
The 5 year market low for the Standard & Poor's 500 Stock Index was 735 in
February of 2009. The January, 2012 close at 1312.41 represents a 79% gain
since February, 2009.
Foercast-Chart.com's historical research covers the S&P 500 back to February,
1950. All calculations are based on the monthly market close in the Standard &
Poor's 500 Stock Index, excluding dividends.
This page provides a five year chart and a forecast for the S&P 500 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
S&P 500 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 500 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, 1950 - 2012: S&P 500 Index
Rolling Period Last / Percentile Best / Average / Worst
1 Year 2% / 31st 53% / 9% / -45%
2 Year 22% / 61st 87% / 17% / -48%
4 Year -5% / 16th 172% / 36% / -39%
8 Year 16% / 19th 272% / 86% / -41%
16 Year 106% / 26th 946% / 254% / 24%
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 500 Index returned 22%.
That period scored in the 61st percentile, meaning that it scored better than
61% of all rolling 2 year periods since 1950. The Best rolling 2 Year period
since 1950 returned 87%. 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 S&P 500 Index are as follows:
1 Year: 733
2 Year: 721
4 Year: 697
8 Year: 649
16 Year: 553
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 500 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.
| Standard & Poor's 500 Stock Index - 5 Year History |
| |||||||||||||||||||||||
| S&P 500 Index Forecast |
| 1250 |
| 1400 |
| 1550 |
| 1100 |
| 800 |
| 950 |
| S&P 500 Index Forecast Dow Jones Multi-Index Charts & Analysis |
| 650 |
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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