Tag Archives: Dow Jones Industrial Average

Probability Of Large Drawdown Levels in U.S. Stock Indexes [Premium Articles]

We now have sufficient history to allow us getting an estimate of the probability of a large drawdown in U.S. stock indexes. Below are the results and our conclusions. For access to premium content, you must be a subscriber. Please … Continue reading

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Dow Jones Industrial Average Composition Changes Can Indicate Bear Markets

When a significant change to Dow composition is made, this could be a leading indicator of a bear market as the available limited sample shows and this goes against popular beliefs that changes to the index are made to maintain … Continue reading

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Despite The Assumed Causes Stock Market Correction Still Within Normal Bounds

After a long period of low volatility a correction feels like a crash but at this point it is within normal bounds.

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An Unprecedented Move To Financial Crisis Lows

The average RSI(14) of Dow 30 stocks fell from a high of about 69 to a low of 34 in six days. This is a violent correction but at the same time it offers hopes of partial recovery at least … Continue reading

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Dow Jones Industrial Average Longer-Tern Returns In Mean-Reversion Mode

The Dow Jones Industrial Average is gaining nearly 13% year-to-date on a total return basis with longer-term returns showing a mean-reverting tendency. According to this analysis and assuming mean-reversion persists, this index could rise anywhere up to 35% in the … Continue reading

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