Author: lpplmarketwatch

S&P500 and DJIA – June 4, 2013

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Code now runs daily data. Here are the daily data results for the S&P 500 and the Dow Jones Industrial Average.

DJIA – June 4, 2013

There does not appear to be a bubble at this time. It is striking how good this index works. The red vertical lines are the largest single day % declines in the history of the respective index. Link

S&P 500 – June 4, 2013

S&P500 and DJIA – Week Ending May 28, 2013

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S&P 500

Week ending May 28, 2013.

Based on the figures, there appears to be no indication of a current bubble.

SP500 Bubble Index (52 weeks)
  1. 10/07/1974
  2. 01/11/1988
  3. 01/12/2009
SP500 Bubble Index (104 weeks)
  1. 06/08/2009
SP500 Bubble Index (260 weeks)
  1. 04/09/1956
  2. 03/02/1987
  3. 02/01/1999
  4. 10/05/2009
SP500 Bubble Index (364 weeks)
  1. 02/01/1960
  2. 09/08/1987
  3. 09/11/2000
  4. 08/08/2011
SP500 Bubble Index (520 weeks)
  1. 04/30/1990
  2. 10/09/2000

Dow Jones Industrial Average

Week ending May 27, 2013.

Based on the figures, there appears to be no indication of a current bubble.

DowJones Bubble Index (52 weeks)
  1. 07/15/1932
  2. 12/26/2008
DowJones Bubble Index (260 weeks)
  1. 01/27/1933
  2. 07/10/1987
  3. 07/17/1998
DowJones Bubble Index (364 weeks)
  1. 05/08/1908
  2. 11/01/1929
  3. 12/14/1934
  4. 01/13/1956
  5. 09/11/1987
  6. 02/25/2000
DowJones Bubble Index (520 weeks)
  1. 11/30/1934
  2. 03/18/1938
  3. 06/27/1958
  4. 06/29/1990
  5. 08/25/2000
DowJones Bubble Index (1040 weeks)
  1. 05/23/1930
  2. 03/15/1935
  3. 06/07/1940
  4. 09/13/1957
  5. 01/05/1990
  6. 07/21/2000

DAX – Week Ending May 20, 2013

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May 20, 2013

I do not see any chances of there being a bubble in the DAX Index at this time.

Figure 1

Figure 1 produced with C++ code. DAX Index. Six year window of data. Every data point is a new week. Every peak in the market is represented by a red vertical line.
1. January 2, 2002 – followed by a 33% drop
2. May 26, 2008 – followed by a 38% drop

Figure 2

Figure 2 produced with C++ code. DAX Index. Seven year window of data. Every data point is a new week. Every peak in the market is represented by a red vertical line.
1. January 2, 2002 – followed by a 33% drop