Stock vs Bond 20-day Returns?

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pbearn
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Joined: Sat Oct 10, 2015 8:39 am

Stock vs Bond 20-day Returns?

Post by pbearn » Tue Jun 11, 2019 11:12 pm

On CNN’s Fear & Greed Index site, one of the most interesting charts to me is the “Difference in 20-Day Stock and Bond Returns.”

I can't find any similar historic charts going out past two years anywhere though... Any idea where to find that data, preferably in graphic format?

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SimpleGift
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Re: Stock vs Bond 20-day Returns?

Post by SimpleGift » Wed Jun 12, 2019 12:42 am

pbearn wrote:
Tue Jun 11, 2019 11:12 pm
I can't find any similar historic charts going out past two years anywhere though... Any idea where to find that data, preferably in graphic format?
Not exactly the same, but one can find monthly return data for S&P stocks back to 1871 from Robert Shiller's website here, specifically this Excel spreadsheet. Monthly 10-year Treasury returns for the 1871-2016 period are online here.

Subtracting monthly bond returns from monthly stock returns, here's a chart of the 1990-2016 period, for example:
  • Image
Using the linked monthly return data above, one should be able to look at any historical period of interest, back to 1871.

Topic Author
pbearn
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Joined: Sat Oct 10, 2015 8:39 am

Re: Stock vs Bond 20-day Returns?

Post by pbearn » Fri Jun 14, 2019 7:07 am

Perfect, thanks!

I’m surprised how symmetric and balanced that graph is.

GrowthSeeker
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Re: Stock vs Bond 20-day Returns?

Post by GrowthSeeker » Fri Jun 14, 2019 7:14 am

pbearn wrote:
Fri Jun 14, 2019 7:07 am
Perfect, thanks!

I’m surprised how symmetric and balanced that graph is.
SimpleGift wrote:
Wed Jun 12, 2019 12:42 am
  • Image
Actually, to my eyes, SimpleGift's graph looks like the average is about +2% or +3% for stocks.
Just because you're paranoid doesn't mean they're NOT out to get you.

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