bespokeinvest.typepad.com - 11/25/2008
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Over the last 50 trading days, the average absolute daily percentage change of the S&P; 500 has been...wait for it...3.82%! That means the S&P; 500 is averaging a daily move of up or down nearly 4%. This is definitely one of the craziest statistics of the current bear market, and unfortunately, ...
investmentpostcards.com - 11/22/2008
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investmentpostcards.com —
Yesterday was another ugly day for stocks, with
bourses around the globe falling victim to strong selling
pressure. Oversold conditions have so far not produced more than a temporary reprieve, and nobody knows how far down this bear market will fall. ...
(more)
Economic woes torpedo stock markets
crossingwallstreet.com - 11/20/2008
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crossingwallstreet.com —
The S&P; 500 closed at a 68-month low
today. Given that the CPI report came out today,
here’s an interesting stat. Adjusted for inflation, the S&P; 500 has advanced just 23.9% in 40 years. Annualized, that’s 0.54%. This means that almost the ...
(more)
A 40-Year Look
tradersnarrative.com - 11/21/2008
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tradersnarrative.com —
While the active vs. indexing argument rages on
in the investing world, it is a moot point.
Everything is actively managed . The only difference is that some funds are more actively managed than others. (Sorry Bogle.) Every single index out there was ...
(more)
S&P 500 Index: Now More Poor, Less Standard
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The Most Volatile Market Ever
The Big Picture —
The Bespoke Boys point out that “over the last 50 trading days, the average absolute daily percentage change of the S&P 500 has been . . . wait for it . . . 3.82%!”
In the history of the S&P 500, there has never been a more volatile period.
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Source:
The Most Volatile Market Ever
November 24, 2008
http://bespokeinvest.typepad.com/bespoke/2008/11/the-most-volatile-market-ever.html ...
Holiday Linking
Afraid to Trade.com Blog —
... Bespoke Group shows research which declares this The Most Volatile Market Ever . They report that the average absolute daily performance change of the S&P over the last 50 days has been 3.82%, or almost a 4.0% range per day! The last time this happened - daily volatility at 3.5% - was in 1933. Brian Shannon of AlphaTrends shows a video he posted last year in which he explained “…this could be the beginning of a multi-year decline for the markets” in his post “ ...
Recent Highlights in Volatility
VIX and More —
... moving closer and closer to a regular feature along the lines of “The Week in Volatility.” I’m not quite there yet, so today I am going to turn the keyboard over to others around the blogosphere who have posted some interesting articles of note about volatility from the past week: Berkshire Hathaway’s Peculiar Volatility Numbers, Berkshire’s CDS and Counterparty Hedging, and Berkshire’s Puts: Not Such a Great Idea (Felix Salmon) The Most Volatile Market Ever (Bespoke Investment Group) An Alternate ...
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The Most Volatile Market Ever
ritholtz.com 11/26/2008 — The Bespoke Boys point out that “over the last 50 trading days, the average absolute daily percentage change of the S&P 500 has been . . . wait for it . . . 3.82%!”
In the history of the S&P 500, there has never been a more ...
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