|
Natasha - Welcome on board, I don't consider it
spam and I'm interested in comments about investment styles, seasonal trends...
I guess you would call this effect seasonal. Dec
or early Jan is when the Dogs of the Dow get picked also. What's the old
addage - in by October and out by May? Watch out for mid Jan, and April 15
are other key dates.
Usually I get my education on trading ideas and
strategies from other forums, but I would welcome some discussion in this area
in the Amibroker community. I note and read most
of the time Yuki and Dimitris's comments on the N225 on this board, but that may
be the only thread that goes on with general interest.
Best regards
JOE
----- Original Message -----
Sent: Monday, December 13, 2004 8:13
AM
Subject: [amibroker] Off Topic : Just
some past history !!!
Hi,
Dont know whether i have
written spam but ........
This is off topic but
something i thought might be useful for the new year.Also these are some
statistics i found browsing on the net.
a)December
month has delivered an average gain of 1.6% on the SP 500 going
back to 1950. Over the last 54 years, stocks have fallen in only 13
Decembers.
b)Years ending in five(1995,2005 etc) have No losing
years in over 120 years of stock market history! The fifth year of the
decade has always experienced the best gain of the decade... Since 1915, the
average gain for years ending in five is 34.2
percent.
|
As investors normally tend to get rid of their losers near
year-end for tax purposes, these stocks are often hammered down to
bargain levels. Over the years the Almanac has shown that New York
Stock Exchange stocks selling at their lows on December 15 will
usually outperform the market by February 15 in the following year.
Preferred stocks, closed-end funds, splits and new issues are
eliminated. When there are a huge number of new lows, stocks down the
most are selected, even though there are usually good reasons why some
stocks have been battered. |
|
| |
|
|
| |
|
| BARGAIN STOCKS VS. THE MARKET** |
|
|
|
Bargain |
|
|
Short
Span |
New
Lows |
%
Change |
%
Change |
Stocks
|
|
|
Late Dec
- Jan/Feb |
Late
Dec |
Jan/Feb |
NYSE
Composite |
Advantage |
|
|
1974-75 |
112 |
|
48.9% |
22.1% |
26.8% |
|
|
1975-76 |
21 |
|
34.9% |
14.9% |
20.0% |
|
|
1976-77 |
2 |
|
1.3% |
-3.3% |
4.6% |
|
|
1977-78 |
15 |
|
2.8% |
-4.5% |
7.3% |
|
|
1978-79 |
43 |
|
11.8% |
3.9% |
7.9% |
|
|
1979-80 |
5 |
|
9.3% |
6.1% |
3.2% |
|
|
1980-81 |
14 |
|
7.1% |
-2.0% |
9.1% |
|
|
1981-82 |
21 |
|
-2.6% |
-7.4% |
4.8% |
|
|
1982-83 |
4 |
|
33.0% |
9.7% |
23.3% |
|
|
1983-84 |
13 |
|
-3.2% |
-3.8% |
0.6% |
|
|
1984-85 |
32 |
|
19.0% |
12.1% |
6.9% |
|
|
1985-86 |
4 |
|
-22.5% |
3.9% |
-26.4% |
|
|
1986-87 |
22 |
|
9.3% |
12.5% |
-3.2% |
|
|
1987-88 |
23 |
|
13.2% |
6.8% |
6.4% |
|
|
1988-89 |
14 |
|
30.0% |
6.4% |
23.6% |
|
|
1989-90 |
25 |
|
-3.1% |
-4.8% |
1.7% |
|
|
1990-91 |
18 |
|
18.8% |
12.6% |
6.2% |
|
|
1991-92 |
23 |
|
51.1% |
7.7% |
43.4% |
|
|
1992-93 |
9 |
|
8.7% |
0.6% |
8.1% |
|
|
1993-94 |
10 |
|
-1.4% |
2.0% |
-3.4% |
|
|
1994-95 |
25 |
|
14.6% |
5.7% |
8.9% |
|
|
1995-96 |
5 |
|
-11.3% |
4.5% |
-15.8% |
|
|
1996-97 |
16 |
|
13.9% |
11.2% |
2.7% |
|
|
1997-98 |
29 |
|
9.9% |
5.7% |
4.2% |
|
|
1998-99 |
40 |
|
-2.8% |
4.3% |
-7.1% |
|
|
1999-00 |
26 |
* |
8.9% |
-5.4% |
14.3% |
|
|
2000-01 |
51 |
¹ |
44.4% |
0.1% |
44.3% |
|
|
2001-02 |
12 |
² |
31.4% |
-2.3% |
33.7% |
|
|
2002-03 |
33 |
³ |
28.7% |
3.9% |
24.8% |
|
|
29-Year
Totals |
|
404.1% |
123.2% |
280.9% |
|
|
Average |
|
13.9% |
4.2% |
9.7% |
|
| * Chosen 12/29/99 ¹ Chosen 12/27/00 ² Chosen 12/26/01, incl NAS
stocks, % chg thru 1/16/02 |
|
|
³ Chosen
12/26/02, incl NAS & AMEX stocks, % chg thru 1/14/03 * Dec 15 - Feb 15
(1974-19991999)
i
|
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