02 June 2014

Time to Enter the Summer Doldrums?

After having experience a pair of noise events in the preceding weeks, stock prices resumed following the trajectory that a forward-looking focus on the expectations associated with 2014-Q3 would place them.

At least, that much is pretty clear from our chart tracking the change in the growth rate of stock prices with respect to the expected change in the growth rate of trailing year dividends per share.

Change in the Growth Rates of Expected Future Trailing Year Dividends per Share with Daily and 20-Day Moving Average of S&P 500 Stock Prices, thru 2014-05-30

But pay attention to what that means for stock prices if investors remain focused on that particular point in the future going into summer:

Alternate Futures for the S&P 500, with Echo Effect, 31 March 2014 through 30 June 2014, Snapshot on 2014-05-30

Finally, because the stock prices of one year earlier provide the base reference points from which we project future stock prices in our model, our final chart shows the history of the S&P 500 with its major noise events during 2013:

S&P 500 Index Value, 2 January 2013 through 31 December 2013 with Annotations for Major Noise Events

It will be interesting to find out how well our echo filtering technique copes with the anniversaries of 2013's major noise events. Or if we even need to bother with it at all...

Alternate Futures for the S&P 500, without Echo Effect, 31 March 2014 through 30 June 2014, Snapshot on 2014-05-30

... as we'll find out which one of our two alternative future charts - the one accounting for the echo effect or the one that doesn't consider it at all - is doing a better job in anticipating the actual trajectory of stock prices outside of current day noise events.