Category: standard and poors

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

lpplmarketwatch Leave a comment
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

S&P500 and DJIA – Week Ending May 20, 2013

lpplmarketwatch Leave a comment

NOTE:
The posts before this one had some errors in the C++ code. I believe I have worked the most of the bugs out and this post contains the best plots to date.

I have been working on code to make a single plot which combines multiple sizes of data. When this has been finished there will only be one plot, not a six and seven year window together.

Also, the weekly data will now begin and end on Mondays, since I obtain my data from finance.yahoo.com.

Week ending May 20, 2013 for the S&P 500.

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

Figure 1

Figure 1 was produced with C++ code. S&P 500. 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. Sept. 28, 1987 — followed by a 31.7% drop

2. August 28, 2000 — followed by a 36.5% drop

3. April 19, 2010 — followed by a 16% drop

Figure 2

 Figure 2 was produced with C++ code. S&P 500. Seven year window of data. Every data point is a new week. Every peak in the market is represented by a red vertical line.

Same lines as Figure 1.

Week ending May 20, 2013 for the Dow Jones Industrial Average.

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

Figure 3

Figure 3 was produced with C++ code. Dow Jones Industrial Average. 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. December 31, 1909 — followed by a 23% drop
2. October 2, 1929 — followed by a 43% drop
3. March 12, 1937 — followed by a 40% drop
4. September 23, 1955 — followed by a quick 8.7% drop and then recovery
5. January 8, 1960 — followed by a 15.6% drop
6. October 2, 1987 — followed by a 31.7% drop
7. July 27, 1990 — followed by a 17% drop
8. September 8, 2000 — followed by a 36% drop
9. October 12, 2007 — followed by a drop in excess of 42%
10. July 8, 2011 — followed by a 16% drop

Figure 4

Figure 4 was produced with C++ code. Dow Jones Industrial Average. Seven year window of data. Every data point is a new week. Every peak in the market is represented by a red vertical line.
Numbers correspond to same as Figure 3.

S&P500 and DJIA – Week Ending May 10, 2013

lpplmarketwatch Leave a comment

May 10, 2013:

Looking at the following graphs, I believe only Figure 1 forecasts any bubble. Towards the end of the index there lies strong spike and decline. However, this signal is not present in the other figures.

Figure 1

Figure 1 produced with C++ code. S&P 500. 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 17, 1966 — followed by a 20.9% drop

2. January 15, 1973 — followed by a drop in excess of 23%
3. December 27, 1976 — followed by a drop in excess of 14.7%
4. March 26, 1984 — followed by a 11.8% drop
5. Sept. 28, 1987 — followed by a 31.7% drop
6. July 9, 1990 — followed by a 17.4% drop
7. August 28, 2000 — followed by a 36.5% drop
8. October 1, 2007 — followed by a drop in excess of 42%
9. July 18, 2011 — followed by a 16.5% drop
Figure 2

Figure 2 was produced with C++ code. S&P 500. 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. Sept. 28, 1987 — followed by a 31.7% drop

2. August 28, 2000 — followed by a 36.5% drop

3. April 19, 2010 — followed by a 16% drop

Figure 3

Figure 3 was produced with C++ code. Dow Jones Industrial Average. 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. December 31, 1909 — followed by a 23% drop
2. October 2, 1929 — followed by a 43% drop
3. March 12, 1937 — followed by a 40% drop
4. January 8, 1960 — followed by a 15.6% drop
5. October 2, 1987 — followed by a 31.7% drop
6. July 27, 1990 — followed by a 17% drop
7. September 8, 2000 — followed by a 36% drop
8. October 12, 2007 — followed by a drop in excess of 42%

Figure 4

Figure 4 was produced with C++ code. Dow Jones Industrial Average. 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. December 31, 1909 — followed by a 23% drop
2. October 2, 1929 — followed by a 43% drop
3. March 12, 1937 — followed by a 40% drop
4. September 23, 1955 — followed by a quick 8.7% drop and then recovery
5. January 8, 1960 — followed by a 15.6% drop
6. October 2, 1987 — followed by a 31.7% drop
7. July 27, 1990 — followed by a 17% drop
8. September 8, 2000 — followed by a 36% drop
9. October 12, 2007 — followed by a drop in excess of 42%
10. July 8, 2011 — followed by a 16% drop