Stock Market Indicators: Historical Monthly & Annual Returns

Stock Market Indicators: Historical Monthly & Annual

Returns

Yardeni Research, Inc.

November 30, 2019

Dr. Edward Yardeni

516-972-7683 eyardeni@

Joe Abbott

732-497-5306 jabbott@

Please visit our sites at blog.

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Table Of Contents Table Of Contents

Historical Monthly Returns

1

Historical Returns

2-3

November 30, 2019 / 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 1928-2019*

80

80

66

60

58

56

49

59

53

52

54

53

54

56

60

42

40

40

20

20

0

0

-20

-20

-25

-40

-34

-36

-43

-33

-39

-40

-38

-39

-38

-36

-40

-49

-60

-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 1928-2019

6

6

4.9

4.2 4

2.9

3.3

4.2

3.1

3.9

3.9

4.1

3.9

4

3.2

2.9

2

2

0

0

-2

-2

-4 -3.9

-3.3

-3.6

-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

2.0

S&P 500 INDEX: AVERAGE PERCENT CHANGE EACH MONTH 1928-2019

1.6

1.5 1.2

1.3

Average gain

1.5 1.3

1.0 0.6

0.8 0.6

1.0 0.8

.5

0.4

.5

.0

.0

0.0

-0.2

-.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 November 2019. Source: Standard & Poor's and Haver Analytics.

Page 1 / November 30, 2019 / Stock Market Indicators: Historical Monthly & Annual Returns Yardeni Research, Inc.



Historical Returns

Figure 2.

60

60

S&P 500 ANNUAL PERCENT CHANGES: 1928-2018*

50

50

23.5 12.8 13.4

29.6 11.4 9.5

19.4

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.

14

S&P 500 INDEX PRICE 12 (percent change, monthly)

10

8

6

4

2

0

14

Monthly

% Chg

12

Dec -9.2

Jan 7.9

10

Feb 3.0

Mar 1.8

8

Apr 3.9

May -6.6

Jun 6.9

6

Jul 1.3

Aug -1.8

4

Nov Sep 1.7

Oct 2.0

Nov 3.4

2

0

-2

-2

-4

-4

-6

-6

-8

-8

-10

-12 2009

2010

2011

2012

2013

Source: Standard and Poor's and Haver Analytics.

2014

2015

2016

2017

2018

2019

-10

-12

2020

2021

Page 2 / November 30, 2019 / Stock Market Indicators: Historical Monthly & Annual Returns Yardeni Research, Inc.



Historical Returns

Figure 4.

20

20

S&P 500 INDEX PRICE

(percent change, quarterly)

15

15

10

10

5

5

Q3

0

0

-5

-5

Quarterly % Chg

IV 6.1

-10

I -1.2

-10

II 2.9

III 7.2

-15

IV -14.0

-15

I 13.1

II 3.8

III 1.2

-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

Source: Standard and Poor's and Haver Analytics.

Page 3 / November 30, 2019 / Stock Market Indicators: Historical Monthly & Annual Returns Yardeni Research, Inc.



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