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Valuation of stock indices

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Stock indexCurrent
value
Intrinsic
value
Pot'l
%
Nasdaq-10012,0428,625-28
DJ Industrials34,39524,288-29
DJ Transportation14,54118,083+24
DJ Utilities980464-53
SP500 Index4,0773,033-26
SP400 Index2,5722,436-5
SP600 Index1,2401,339+8
SP500 Financials598943+58
SP500 Health Care1,623895-45
SP500 Energy691408-41
SP500 Information2,3741,306-45
SP500 Communic. S173134-23
SP500 Cons. Discr1,1321,073-5
SP500 Cons. Stapl800714-11
SP500 Industrials858450-48
SP500 Materials520273-47
SP500 Real Estate24589-64
SP500 Utilities361175-52
All rated stocks10085-15
Stock indexCurrent
value
Intrinsic
value
Up/down
pot'l, %
No. of stocks by ratingAverage historical performance by rating, % / year
SSSHBSBSSSHBSBSB-SS
Nasdaq-10012,0428,625-284620951418.715.120.720.725.16.4
Dow Jones Industrials34,39524,288-291194326.715.314.625.225.618.9
Dow Jones Transportations14,54118,083+24552079.59.824.52.117.58.0
Dow Jones Utilities980464-5369000n/an/an/an/an/an/a
S&P 500 Index4,0773,033-2621710465255110.715.114.020.726.916.2
S&P 400 Index2,5722,436-51069460196911.512.916.421.831.820.3
S&P 600 Index1,2401,339+81171071003314011.711.913.913.830.819.1
S&P 500 Financials598943+58101315420n/an/an/an/an/an/a
S&P 500 Health Care1,623895-45331431313.911.911.215.221.47.5
S&P 500 Energy691408-41797004.115.15.442.626.122.0
S&P 500 Information Tech.2,3741,306-45271775619.118.522.532.838.519.4
S&P 500 Communic. Services173134-23473234.516.212.08.321.316.8
S&P 500 Consumer Discret.1,1321,073-5188147135.29.38.212.821.816.6
S&P 500 Consumer Staples800714-112153217.94.110.611.229.021.1
S&P 500 Industrials858450-484777148.821.724.712.018.39.5
S&P 500 Materials520273-4714652010.023.017.819.664.654.6
S&P 500 Real Estate24589-64242111n/an/an/an/an/an/a
S&P 500 Utilities361175-521216000n/an/an/an/an/an/a
All rated stocks (3886)10085-15103068785623210819.912.713.620.529.920.0

Ratings

  • 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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