Valuation of stock indices
| Stock index | Current value | Intrinsic value | Pot'l % |
|---|---|---|---|
| Nasdaq-100 | 13,208 | 12,240 | -7 |
| DJ Industrials | 32,803 | 18,530 | -44 |
| DJ Transportation | 14,601 | 20,158 | +38 |
| SP500 Index | 4,145 | 3,141 | -24 |
| SP400 Index | 2,504 | 2,471 | -1 |
| SP600 Index | 1,239 | 1,490 | +20 |
| SP500 Health Care | 1,531 | 1,030 | -33 |
| SP500 Energy | 558 | 405 | -27 |
| SP500 Information | 2,572 | 2,387 | -7 |
| SP500 Communic. S | 195 | 214 | +10 |
| SP500 Cons. Discr | 1,296 | 1,002 | -23 |
| SP500 Cons. Stapl | 774 | 382 | -51 |
| SP500 Industrials | 813 | 365 | -55 |
| SP500 Materials | 485 | 355 | -27 |
| All rated stocks | 100 | 85 | -15 |
| Stock index | Current value | Intrinsic value | Up/down pot'l, % | No. of stocks by rating | Average historical performance by rating, % / year | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SS | S | H | B | SB | SS | S | H | B | SB | SB-SS | |||||||
 Nasdaq-100 | 13,208 | 12,240 | -7 | 36 | 14 | 20 | 2 | 18 | 18.7 | 15.1 | 20.7 | 20.7 | 25.1 | 6.4 | |||
| Dow Jones Industrials | 32,803 | 18,530 | -44 | 8 | 11 | 4 | 1 | 0 | 6.7 | 15.3 | 14.6 | 25.2 | 25.6 | 18.9 | |||
| Dow Jones Transportations | 14,601 | 20,158 | +38 | 6 | 2 | 5 | 0 | 6 | 9.5 | 9.8 | 24.5 | 2.1 | 17.5 | 8.0 | |||
| S&P 500 Index | 4,145 | 3,141 | -24 | 146 | 81 | 66 | 12 | 36 | 10.7 | 15.1 | 14.0 | 20.7 | 26.9 | 16.2 | |||
| S&P 400 Index | 2,504 | 2,471 | -1 | 84 | 63 | 37 | 9 | 57 | 11.5 | 12.9 | 16.4 | 21.8 | 31.8 | 20.3 | |||
| S&P 600 Index | 1,239 | 1,490 | +20 | 102 | 60 | 80 | 26 | 115 | 11.7 | 11.9 | 13.9 | 13.8 | 30.8 | 19.1 | |||
| S&P 500 Health Care | 1,531 | 1,030 | -33 | 24 | 17 | 7 | 2 | 3 | 13.9 | 11.9 | 11.2 | 15.2 | 21.4 | 7.5 | |||
| S&P 500 Energy | 558 | 405 | -27 | 3 | 13 | 5 | 1 | 1 | 4.1 | 15.1 | 5.4 | 42.6 | 26.1 | 22.0 | |||
| S&P 500 Information Tech. | 2,572 | 2,387 | -7 | 21 | 18 | 8 | 3 | 9 | 19.1 | 18.5 | 22.5 | 32.8 | 38.5 | 19.4 | |||
| S&P 500 Communic. Services | 195 | 214 | +10 | 4 | 2 | 10 | 0 | 3 | 4.5 | 16.2 | 12.0 | 8.3 | 21.3 | 16.8 | |||
| S&P 500 Consumer Discret. | 1,296 | 1,002 | -23 | 16 | 9 | 15 | 4 | 16 | 5.2 | 9.3 | 8.2 | 12.8 | 21.8 | 16.6 | |||
| S&P 500 Consumer Staples | 774 | 382 | -51 | 19 | 7 | 7 | 0 | 0 | 7.9 | 4.1 | 10.6 | 11.2 | 29.0 | 21.1 | |||
| S&P 500 Industrials | 813 | 365 | -55 | 46 | 7 | 11 | 0 | 3 | 8.8 | 21.7 | 24.7 | 12.0 | 18.3 | 9.5 | |||
| S&P 500 Materials | 485 | 355 | -27 | 13 | 8 | 3 | 2 | 1 | 10.0 | 23.0 | 17.8 | 19.6 | 64.6 | 54.6 | |||
| All rated stocks (3033) | 100 | 85 | -15 | 880 | 463 | 746 | 180 | 764 | 9.9 | 12.7 | 13.6 | 20.5 | 29.9 | 20.0 | |||
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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