Dow Jones Industrial Average 1886-2004
The Monthly Effect
Dow Jones Industrial Average 1886-2004
Month Total Observations
Jan Febr Mar Apr May June July Aug Sep Oct Nov Dec 119 118 118 118 118 118 118 117 116 116 116 115
Up Month % of Total
77
58
70
67
61
56
71
76
49
64
69
81
64.7% 49.2% 59.3% 56.8% 51.7% 47.5% 60.2% 65.0% 42.2% 55.2% 59.5% 70.4%
Number of times market up for the year when month was up
60
43
48
48
45
41
50
54
32
43
52
53
Number of times market was up 11 months later
54
39
42
43
42
38
44
48
31
39
46
48
Probability of being up for year if month was up
77.9% 74.1% 68.6% 71.6% 73.8% 73.2% 70.4% 71.1% 65.3% 67.2% 75.4% 65.4%
Probability of being up 11 months later if month was up
70.1%
67.2%
60.0%
64.2%
68.9%
67.9%
62.0%
63.2%
63.3%
60.9%
66.7%
59.3%
Down Month % of Total
Number of times market down for the year when month was down
Number of times market was down 11 months later
Probability of being down for year if month was down
Probability of being down 11 months later if month was down
42
60
48
51
57
62
47
41
67
52
47
34
35.3% 50.8% 40.7% 43.2% 48.3% 52.5% 39.8% 35.0% 57.8% 44.8% 40.5% 29.6%
26
25
19
23
29
30
23
21
27
24
21
17
21
21
16
21
23
25
19
16
24
16
21
15
61.9% 41.7% 39.6% 45.1% 50.9% 48.4% 48.9% 51.2% 40.3% 46.2% 44.7% 50.0%
50.0% 35.0% 33.3% 41.2% 40.4% 40.3% 40.4% 39.0% 35.8% 30.8% 44.7% 44.1%
The Monthly Effect for January
Dow Jones Industrial Average 1886-2004
Sorted by Year
Change from
January Change
end of
Year Change for Year January
1886 -3.95% 4.78%
9.09%
1887 -3.85% -8.42%
-4.75%
1888 0.19% 4.80%
4.60%
1889 0.56% 5.52%
4.93%
1890 1.79% -10.58%
-12.15%
1891 3.26% 11.11%
7.61%
1892 -0.62% -3.35%
-2.75%
1893 1.95% -17.98%
-19.55%
1894 4.90% -0.50%
-5.15%
1895 -1.00% 1.68%
2.71%
1896 2.92% 4.07%
1.13%
1897 5.23% 22.17%
16.10%
1898 1.22% 22.46%
20.99%
1899 6.34% 9.20%
2.69%
1900 0.06% 7.00%
6.94%
1901 -5.52% -8.71%
-3.37%
1902 0.61% -0.40%
-1.01%
1903 1.38% -23.61%
-24.65%
1904 -0.42% 41.72%
42.31%
1905 2.47% 38.20%
34.87%
1906 4.67% -1.92%
-6.29%
1907 -2.81% -37.73%
-35.93%
1908 6.71% 46.63%
37.40%
1909 -2.39% 14.97%
17.79%
1910 -7.21% -17.86%
-11.48%
1911 4.40% 0.40%
-3.83%
1912 -1.84% 7.57%
9.58%
1913 -4.72% -10.35%
-5.90%
1914 5.16% -5.42%
-10.07%
1915 4.73% 81.66%
73.46%
1916 -8.64% -4.19%
4.88%
1917 0.45% -21.71%
-22.06%
1918 7.29% 10.51%
3.01%
1919 -1.93% 30.45%
33.02%
1920 -3.18% -32.90%
-30.70%
1921 5.81% 12.72%
6.53%
1922 0.25% 21.74%
21.44%
1923 -1.32% -3.25%
-1.96%
1924 5.38% 26.16%
19.72%
1925 2.25% 30.00%
27.14%
1926 0.50% 0.34%
-0.15%
1927 -0.50% 28.75%
29.40%
1928 -1.88% 48.22%
51.07%
1929 5.84% -17.17%
-21.74%
1930 7.51% -33.77%
-38.39%
Sorted by Performance
Change from
January Change
end of
Year Change for Year January
1976 14.41% 17.86%
3.01%
1975 14.19% 38.32%
21.13%
1987 13.82% 2.26%
-10.16%
1967 8.17% 15.20%
6.50%
1989 8.01% 26.96%
17.54%
1930 7.51% -33.77%
-38.39%
1934 7.33% 4.14%
-2.97%
1918 7.29% 10.51%
3.01%
1908 6.71% 46.63%
37.40%
1899 6.34% 9.20%
2.69%
1985 6.21% 27.66%
20.20%
1946 6.10% -8.14%
-13.42%
1994 5.97% 2.14%
-3.62%
1929 5.84% -17.17%
-21.74%
1921 5.81% 12.72%
6.53%
1951 5.70% 14.37%
8.20%
1997 5.66% 22.64%
16.07%
1996 5.44% 26.01%
19.52%
1924 5.38% 26.16%
19.72%
1961 5.25% 18.71%
12.80%
1897 5.23% 22.17%
16.10%
1943 5.18% 13.81%
8.21%
1914 5.16% -5.42%
-10.07%
1894 4.90% -0.50%
-5.15%
1915 4.73% 81.66%
73.46%
1963 4.72% 17.00%
11.73%
1906 4.67% -1.92%
-6.29%
1980 4.42% 14.93%
10.06%
1911 4.40% 0.40%
-3.83%
1979 4.25% 4.19%
-0.06%
1954 4.09% 43.96%
38.31%
1991 3.90% 20.32%
15.80%
1936 3.72% 24.82%
20.34%
1971 3.53% 6.11%
2.50%
1958 3.29% 33.96%
29.69%
1965 3.29% 10.88%
7.35%
1891 3.26% 11.11%
7.61%
1937 3.25% -32.82%
-34.94%
1964 2.93% 14.57%
11.31%
1896 2.92% 4.07%
1.13%
1983 2.79% 20.27%
17.01%
1905 2.47% 38.20%
34.87%
1925 2.25% 30.00%
27.14%
1893 1.95% -17.98%
-19.55%
1999 1.93% 25.22%
22.85%
The Monthly Effect for January
Dow Jones Industrial Average 1886-2004
Change from
January Change
end of
Year Change for Year January
1931 1.80% -52.67%
-53.51%
1932 -2.20% -23.07%
-21.34%
1933 1.62% 66.69%
64.04%
1934 7.33% 4.14% 1935 -2.26% 38.53%
-2.97% 41.73%
1936 3.72% 24.82%
20.34%
1937 3.25% -32.82%
-34.94%
1938 0.84% 28.06%
26.99%
1939 -7.11% -2.92%
4.51%
1940 -3.27% -12.72%
-9.77%
1941 -5.34% -15.38%
-10.61%
1942 -1.67% 7.61%
9.43%
1943 5.18% 13.81%
8.21%
1944 1.11% 12.09%
10.86%
1945 1946
0.89% 26.65% 6.10% -8.14%
25.54% -13.42%
1947 1.83% 2.23%
0.40%
1948 -3.37% -2.13%
1.29%
1949 1.03% 12.88%
11.73%
1950 0.83% 17.63%
16.66%
1951 5.70% 14.37%
8.20%
1952 0.54% 8.42%
7.84%
1953 -0.73% -3.77%
-3.06%
1954 4.09% 43.96%
38.31%
1955 1.10% 20.77%
19.46%
1956 -3.62% 2.27% 1957 -4.07% -12.77%
6.10% -9.07%
1958 3.29% 33.96%
29.69%
1959 1.77% 16.40%
14.38%
1960 -8.35% -9.34%
-1.08%
1961 5.25% 18.71%
12.80%
1962 -4.26% -10.81%
-6.84%
1963 4.72% 17.00%
11.73%
1964 2.93% 14.57%
11.31%
1965 3.29% 10.88%
7.35%
1966 1.47% -18.94%
-20.11%
1967 8.17% 15.20% 1968 -5.48% 4.27%
6.50% 10.32%
1969 0.24% -15.19%
-15.40%
1970 -7.03% 4.82%
12.75%
1971 3.53% 6.11%
2.50%
1972 1.34% 14.58%
13.06%
1973 -2.06% -16.58%
-14.83%
1974 0.55% -27.57%
-27.97%
1975 14.19% 38.32%
21.13%
1976 14.41% 17.86%
3.01%
Change from
January Change
end of
Year Change for Year January
1947 1.83% 2.23%
0.40%
1931 1.80% -52.67%
-53.51%
1890 1.79% -10.58%
-12.15%
1959 1992
1.77% 16.40% 1.72% 4.17%
14.38% 2.41%
1933 1.62% 66.69%
64.04%
1986 1.57% 22.58%
20.69%
1966 1.47% -18.94%
-20.11%
1903 1.38% -23.61%
-24.65%
1972 1.34% 14.58%
13.06%
1898 1.22% 22.46%
20.99%
1944 1.11% 12.09%
10.86%
1955 1.10% 20.77%
19.46%
1949 1.03% 12.88%
11.73%
1988 2001
1.00% 11.85% 0.93% -7.10%
10.74% -7.95%
1945 0.89% 26.65%
25.54%
1938 0.84% 28.06%
26.99%
1950 0.83% 17.63%
16.66%
1902 0.61% -0.40%
-1.01%
1889 0.56% 5.52%
4.93%
1974 0.55% -27.57%
-27.97%
1952 0.54% 8.42%
7.84%
1926 0.50% 0.34%
-0.15%
1917 0.45% -21.71%
-22.06%
2004 1993
0.33% 3.15% 0.27% 13.72%
2.81% 13.42%
1922 0.25% 21.74%
21.44%
1995 0.25% 33.45%
33.12%
1969 0.24% -15.19%
-15.40%
1888 0.19% 4.80%
4.60%
1900 0.06% 7.00%
6.94%
1998 -0.02% 16.10%
16.13%
1904 -0.42% 41.72%
42.31%
1982 -0.45% 19.60%
20.14%
1927 -0.50% 28.75%
29.40%
1892 -0.62% -3.35% 1953 -0.73% -3.77%
-2.75% -3.06%
1895 -1.00% 1.68%
2.71%
2002 -1.01% -16.76%
-15.91%
1923 -1.32% -3.25%
-1.96%
1942 -1.67% 7.61%
9.43%
1981 -1.73% -9.23%
-7.63%
1912 -1.84% 7.57%
9.58%
1928 -1.88% 48.22%
51.07%
1919 -1.93% 30.45%
33.02%
The Monthly Effect for January
Dow Jones Industrial Average 1886-2004
Change from
January Change
end of
Year Change for Year January
1977 -5.00% -17.27%
-12.91%
1978 -7.37% -3.15%
4.56%
1979 4.25% 4.19%
-0.06%
1980 4.42% 14.93% 1981 -1.73% -9.23%
10.06% -7.63%
1982 -0.45% 19.60%
20.14%
1983 2.79% 20.27%
17.01%
1984 -3.02% -3.74%
-0.74%
1985 6.21% 27.66%
20.20%
1986 1.57% 22.58%
20.69%
1987 13.82% 2.26%
-10.16%
1988 1.00% 11.85%
10.74%
1989 8.01% 26.96%
17.54%
1990 -5.91% -4.34%
1.66%
1991 1992
3.90% 20.32% 1.72% 4.17%
15.80% 2.41%
1993 0.27% 13.72%
13.42%
1994 5.97% 2.14%
-3.62%
1995 0.25% 33.45%
33.12%
1996 5.44% 26.01%
19.52%
1997 5.66% 22.64%
16.07%
1998 -0.02% 16.10%
16.13%
1999 1.93% 25.22%
22.85%
2000 -4.84% -6.18%
-1.40%
2001 0.93% -7.10%
-7.95%
2002 -1.01% -16.76% 2003 -3.45% 25.32%
-15.91% 29.80%
2004 0.33% 3.15%
2.81%
Year
1973 1932 1935 1909 1907 1984 1920 1940 1948 2003 1956 1887 1886 1957 1962 1913 2000 1977 1941 1968 1901 1990 1970 1939 1910 1978 1960 1916
January Change
-2.06% -2.20% -2.26% -2.39% -2.81% -3.02% -3.18% -3.27% -3.37% -3.45% -3.62% -3.85% -3.95% -4.07% -4.26% -4.72% -4.84% -5.00% -5.34% -5.48% -5.52% -5.91% -7.03% -7.11% -7.21% -7.37% -8.35% -8.64%
Change for Year
-16.58% -23.07% 38.53% 14.97% -37.73%
-3.74% -32.90% -12.72%
-2.13% 25.32%
2.27% -8.42% 4.78% -12.77% -10.81% -10.35% -6.18% -17.27% -15.38% 4.27% -8.71% -4.34% 4.82% -2.92% -17.86% -3.15% -9.34% -4.19%
Change from end of January
-14.83% -21.34% 41.73% 17.79% -35.93%
-0.74% -30.70%
-9.77% 1.29% 29.80% 6.10% -4.75% 9.09% -9.07% -6.84% -5.90% -1.40% -12.91% -10.61% 10.32% -3.37% 1.66% 12.75% 4.51% -11.48% 4.56% -1.08% 4.88%
The Monthly Effect for February
Dow Jones Industrial Average 1886-2004
Sorted by Year
Change from
February Change
end of
Year Change for Year February
1886 1.30% 4.89%
3.54%
1887 2.62% -4.57%
-7.01%
1888 -2.04% 5.19%
7.38%
1889 -0.32% 6.81%
7.16%
1890 -3.00% -9.29%
-6.49%
1891 1.42% 6.94%
5.44%
1892 4.00% -0.85%
-4.66%
1893 -4.26% -15.61%
-11.85%
1894 -0.61% -6.10%
-5.52%
1895 -2.99% 5.70%
8.96%
1896 1.60% 6.42%
4.74%
1897 -1.99% 17.51%
19.90%
1898 -7.70% 28.66%
39.38%
1899 3.78% 2.76%
-0.98%
1900 -3.28% 1.03%
4.46%
1901 0.29% -2.78%
-3.06%
1902 -0.21% 0.36%
0.57%
1903 1.55% -24.96%
-26.11%
1904 -2.82% 45.83%
50.06%
1905 5.36% 41.17%
33.99%
1906 -6.70% -8.92%
-2.38%
1907 -1.27% -31.63%
-30.76%
1908 -3.44% 34.12%
38.90%
1909 -2.66% 9.30%
12.29%
1910 -0.62% -7.59%
-7.01%
1911 0.10% -5.59%
-5.68%
1912 1.52% 4.41%
2.85%
1913 -4.06% -1.04%
3.14%
1914 -0.71% -5.82%
-5.14%
1915 -3.46% 58.47%
64.15%
1916 0.50% 5.35%
4.83%
1917 -4.06% -16.38%
-12.84%
1918 0.74% 1.02%
0.27%
1919 5.21% 28.79%
22.41%
1920 -12.05% -26.67%
-16.62%
1921 -1.51% 6.79%
8.43%
1922 5.12% 19.84%
14.01%
1923 6.64% 3.32%
-3.12%
1924 -3.42% 22.41%
26.74%
1925 -0.41% 27.77%
28.30%
1926 -1.90% -0.65%
1.27%
1927 3.55% 26.97%
22.62%
1928 -1.92% 59.88%
63.01%
1929 -0.03% -15.86%
-15.84%
1930 1.49% -37.28%
-38.20%
Sorted by Performance
Change from
February Change
end of
Year Change for Year February
1931 13.20% -54.53%
-59.83%
1986 8.79% 37.37%
26.27%
1998 8.08% 18.37%
9.51%
1932 6.89% -20.07%
-25.22%
1923 6.64% 3.32%
-3.12%
1938 6.38% 17.96%
10.89%
1988 5.79% 19.61%
13.07%
1905 5.36% 41.17%
33.99%
1991 5.33% 17.80%
11.84%
1919 5.21% 28.79%
22.41%
1922 5.12% 19.84%
14.01%
1975 5.02% 38.60%
31.96%
1970 4.51% 16.72%
11.69%
1945 4.38% 33.19%
27.60%
1995 4.35% 40.36%
34.51%
1892 4.00% -0.85%
-4.66%
1899 3.78% 2.76%
-0.98%
1943 3.61% 9.41%
5.60%
1927 3.55% 26.97%
22.62%
1983 3.43% 13.47%
9.70%
1987 3.06% -9.26%
-11.95%
1981 2.88% -8.04%
-10.62%
1972 2.88% 10.74%
7.64%
1956 2.74% 1.79%
-0.93%
1887 2.62% -4.57%
-7.01%
1939 2.46% 1.09%
-1.34%
1961 2.14% 7.99%
5.73%
1964 1.88% 14.96%
12.84%
2002 1.88% -18.81%
-20.31%
1993 1.84% 20.19%
18.02%
1936 1.78% 24.25%
22.08%
1996 1.67% 26.28%
24.20%
1959 1.61% 4.83%
3.17%
1896 1.60% 6.42%
4.74%
1903 1.55% -24.96%
-26.11%
1912 1.52% 4.41%
2.85%
1930 1.49% -37.28%
-38.20%
1891 1.42% 6.94%
5.44%
1990 1.42% 5.63%
4.15%
1992 1.37% 2.69%
1.30%
1886 1.30% 4.89%
3.54%
1951 1.29% 8.79%
7.40%
1960 1.20% 4.11%
2.87%
1971 1.19% 3.88%
2.66%
1962 1.15% -2.45%
-3.56%
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