Valuation of stock indices

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Stock indexCurrent
DJ Industrials30,82218,270-41
DJ Transportation12,82519,370+51
SP500 Index3,8733,020-22
SP400 Index2,3802,493+5
SP600 Index1,1451,449+27
SP500 Health Care1,4811,028-31
SP500 Energy596404-32
SP500 Information2,2522,206-2
SP500 Communic. S176198+13
SP500 Cons. Discr1,236964-22
SP500 Cons. Stapl740381-49
SP500 Industrials752364-52
SP500 Materials457342-25
All rated stocks10089-11
Stock indexCurrent
pot'l, %
No. of stocks by ratingAverage historical performance by rating, % / year
Dow Jones Industrials30,82218,270-418104206.715.314.625.225.618.9
Dow Jones Transportations12,82519,370+51534169.59.824.
S&P 500 Index3,8733,020-221407671144010.715.114.020.726.916.2
S&P 400 Index2,3802,493+5716542106211.512.916.421.831.820.3
S&P 600 Index1,1451,449+279454763412211.711.913.913.830.819.1
S&P 500 Health Care1,4811,028-312117102313.911.911.
S&P 500 Energy596404-324126104.115.15.442.626.122.0
S&P 500 Information Tech.2,2522,206-21917761019.118.522.532.838.519.4
S&P 500 Communic. Services176198+13428234.516.212.08.321.316.8
S&P 500 Consumer Discret.1,236964-22168162185.
S&P 500 Consumer Staples740381-492058007.94.110.611.229.021.1
S&P 500 Industrials752364-5244811138.821.724.712.018.39.5
S&P 500 Materials457342-2512750310.023.017.819.664.654.6
All rated stocks (3003)10089-118154257621868159.912.713.620.529.920.0


  • SS - "Strong Sell"
  • S - "Sell"
  • H - "Hold"
  • B - "Buy"
  • SB - "Strong Buy"
  • SB-SS - difference in performance of stocks rated "Strong Buy" and those rated "Strong Sell"

Notes to the table

The “Average historical performance by rating” portion of the table shows average yearly performance of stocks over the period of five previous full fiscal years (FY) and the current incomplete FY. The performance of stocks in indices is not weighted, i.e. it corresponds to the performance of an equally-weighted portfolio of stocks of a particular stock index grouped by each stock’s rating at the start of each yearly measurement period.

The individual stock yearly performance is measured from the date when financial statements become public to the date twelve months after that; or (for the current FY) to the current date. Stocks are put into their ratings categories according to the individual ratings they have and the start of the performance measurement period.

This performance was calculated by backtesting the stock valuation model we currently use. For backtesting over the whole period, the stocks that are currently in a particular stock index were used (i.e. there is no adjustment for the “survivorship bias”).

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