10 December 2014

What Do the Alternative Futures Say?

Now that we've made our Toolmaker's Tool fully functional and available to all, we thought we'd check in with the S&P 500 and the likely alternative trajectories that stock prices may follow. The chart below shows where things stand as of the close of trading on 9 December 2014.

Alternative Futures - S&P 500 - Standard Model - 2014-Q4 - Snapshot on 9 December 2014

The biggest change in the current week so far has been an uptick in the amount of dividends expected to be paid in 2015-Q1, which we see in the narrowing of the spread between the alternative future trajectory for that quarter and 2015-Q3.

At present however, we believe that stock prices are basically following the trajectory associated with the expectations for 2015-Q2, which is when the U.S. Federal Reserve is currently expected to begin hiking the short term interest rates it controls.

We've added some straight red lines to our chart, where our forecasting model is affected by minor, short duration echoes, which are the result of our incorporating historic stock price data in our model. These represent what we think are the most likely path for stock prices assuming investors maintain their forward-looking attention on the future quarters they were when the various echoes appear in the projections.

We should note that these are typically pretty minor, as stock prices typically fall within our expected range of volatility about the midpoint of our forecast trajectories.

As a final reminder to our regular readers, now that we have successfully completed this particular development work, we will no longer be sharing this kind of analysis after 23 December 2014.