Stock Market Indicators: Historical Monthly & Annual Returns

Stock Market Indicators: Historical Monthly & Annual

Returns

Yardeni Research, Inc.

October 30, 2021

Dr. Edward Yardeni

516-972-7683 eyardeni@

Joe Abbott

732-497-5306 jabbott@

Please visit our sites at blog.

thinking outside the box

Table Of Contents Table Of Contents

Historical Monthly Returns

1

Historical Returns

2-3

October 30, 2021 / Stock Market Indicators: Historical Monthly & Annual Returns

Yardeni Research, Inc.



Historical Monthly Returns

Figure 1.

100

100

S&P 500 INDEX: TOTAL NUMBER UP OR DOWN EACH MONTH 1928-2021*

80

80

68

60

58

57

50

61

55

54

56

55

54

57

60

42

40

40

20

20

0

0

-20

-20

-25

-40

-36

-37

-44

-33

-39

-40

-38

-39

-39

-36

-40

-60

-51

-60

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2011

8

8

S&P 500 INDEX: AVERAGE PERCENT UP OR DOWN EACH MONTH 1928-2021

6

6

4.9

4.2

4.4

4

3.3

2.9

3.8 3.1

3.9

4.1

4.0

4

3.2

3.0

2

2

0

0

-2

-2

-4

-3.7

-3.5

-3.9

-3.8

-3.2

-3.2

-3.9

-3.1

-4

-4.1

-4.7

-4.6

-4.7

-6

-6

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2.0

S&P 500 INDEX: AVERAGE PERCENT CHANGE EACH MONTH 1928-2021

1.6

1.5

1.5

1.2 Average gain

2.0

1.3

1.5

1.0

0.8

0.7

0.9

1.0

0.5 .5

0.4

.5

.0

.0

-0.1

-0.1

-.5

-.5

-1.0

Average loss

-1.0

-1.0



-1.5

-1.5

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

*No change (0.00%) month of September 1979. Data are through September 2021. Source: Standard & Poor's and Haver Analytics.

Page 1 / October 30, 2021 / Stock Market Indicators: Historical Monthly & Annual Returns

Yardeni Research, Inc.



Historical Returns

Figure 2.

60

60

S&P 500 ANNUAL PERCENT CHANGES: 1928-2020*

50

50

23.5 12.8 13.4

29.6 11.4 9.5

19.4 28.9

16.3

25.2 -5.5 -15.3 -17.9

12.4 19.4

13.8 30.7

-11.9 0.0

-0.7 10.3 21.8 16.5 11.8

-6.6 45.0

26.4 2.6 -14.3

38.1 8.5 -3.0

23.1 -11.8

18.9 13.0 9.1 -13.1

20.1 7.7 -11.4 0.1

10.8 15.6

-17.4 -29.7

31.5 19.1 -11.5 1.1 12.3

25.8 -9.7

14.8 17.3

1.4 26.3

14.6 2.0

12.4 27.3

-6.6 26.3

4.5 7.1

-1.5 34.1

20.3 31.0

26.7 19.5 -10.1 -13.0 -23.4

26.4 9.0 3.0

13.6 3.5

46.6 41.4 27.9

37.1 -11.9 -28.5

40

40

30

30

20

20

10

10

0

0

0.0 -0.7 -6.2

-15.1 -5.9

-10

-10

-20

-20

-30

-30

-38.6 -38.5

-40

-40

-47.1

-50

-50



-60

-60

1928

1933

1938

1943

1948

1953

1958

1963

1968

1973

1978

1983

1988

1993

1998

2003

2008

2013

2018

2023

* Annual percent changes based on year-end values except 1928, which uses Jan 3, 1928 for year-end 1927. Source: Standard & Poor's and Haver Analytics.

Figure 3.

15

S&P 500 INDEX PRICE (percent change, monthly)

10

5

0

15

Monthly % Chg

Nov 10.8

Dec 3.7 10 Jan -1.1

Feb 2.6

Oct

Mar 4.2 Apr 5.2

May 0.5 Jun 2.2

5

Jul 2.3

Aug 2.9

Sep -4.8

Oct 6.9 0

-5

-5

-10

-10

-15 2009 2010 2011 2012 2013 2014

Source: Standard and Poor's and Haver Analytics.

2015

2016

2017

2018

2019

2020

2021

-15

2022 2023

Page 2 / October 30, 2021 / Stock Market Indicators: Historical Monthly & Annual Returns

Yardeni Research, Inc.



Historical Returns

Figure 4.

25

25

S&P 500 INDEX PRICE

(percent change, quarterly)

20

20

15

15

10

10

5

5

0

Q3

0

-5

Quarterly % Chg

-5

IV 8.5

I -20.0

-10

II 20.0

-10

III 8.5

IV 11.7

-15

I 5.8

-15

II 8.2

III 0.2

-20

-20



-25

-25

2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022

Source: Standard and Poor's and Haver Analytics.

Page 3 / October 30, 2021 / Stock Market Indicators: Historical Monthly & Annual Returns

Yardeni Research, Inc.



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