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Market Measures

Monday – Friday | 9:00 – 9:20a CT

The Market's Daily Moves in 2017

Market Measures

Today's Market Measures switches gears and looks at the market in a new light. The analysis focuses on January and February 2017 as they compare to the last 60 years in the market.

The Study
  • S&P 500 Index (SPX)
  • 1950 - Present
  • Analyzed Daily % changes (close to close)
  • Subdivided and averaged positive days and negative days
  • Compared the average magnitude of negative days as a % of average positive magnitude.
Results

There has been a clear drop in the magnitude of daily moves over the last few years, with January and February of 2017 seeing extremely small moves.

Next, the team looked at magnitude of negative days relative to positive days. They found that 2017 so far has seen negative days far out paced by the magnitude of positive days. The only year where January and February matched this year was 1987.

This doesn't mean the team expects a huge market sell off, just a reversion to higher market volatility. Get Tom and Tony's take! Check out the segment!

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