Category Archives: Market Statistics

The Long-Term Trend of Volatility is Up

Although the 1990s contributed to a reduction in the slope of the uptrend in the volatility, the longer-trend is still up. Unless there is another reduction in the slope of this uptrend, either natural or engineered, stock market passive investing risks … Continue reading

Posted in Market Statistics | Tagged , | Comments Off

A Significant Weekly Gain in S&P 500

The S&P 500 rose 4.12% this week, a gain that has occurred 84 times in the last 2,860 weeks since January of 1960, or with a frequency of 2.94% in the last 54 years. Since the 2009 bottom, weekly changes of more … Continue reading

Posted in Market Statistics | Tagged | Comments Off

That Was Not a Correction But a Reversion to the Mean

The recent drop in stock prices was a normal reversion to the mean, as it is evident from statistics. On the other hand, the 2010, 2011 and 2012 drops were something more than a reversion to the mean, possibly due … Continue reading

Posted in Market Statistics | Tagged | Comments Off

A Lesson For the Bears From 2007

Bears almost never get a top where they want it. During 2007, the S&P 500 fell below its 200-day moving average and then rose above it three times before forming a top and in the meantime it also made new highs squeezing … Continue reading

Posted in Market Statistics | Tagged , , | Comments Off

Stock Market volatility: The Good News and The Bad News

The good news is that although volatility has increased, it is not yet at levels that have historically signaled a top. The bad news is that volatility is also not at levels that have historically signaled a bottom. Share

Posted in Market Statistics | Tagged , | Comments Off

The S&P 500 Just Completed an Impressive 477-Day Run Above its 200-DMA

The second longest run of the S&P 500 above its 200-DMA since the 1960s was terminated yesterday after 477 days. That was an impressive uptrend and shows that this market has still a lot of momentum despite the correction that … Continue reading

Posted in Market Statistics | Tagged | Comments Off

S&P 500 Statistics Near Crucial Support Agree With Technical Analysis

The S&P 500 index closed one point above its 200-day moving average on Friday, having dropped 3.14% for the week and 5.23% from its all-time high. This correction is still within normal bounds and the statistics do not point to a … Continue reading

Posted in Market Statistics | Tagged | Comments Off