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Stock Market Returns Are Anything but Average

awealthofcommonsense.com

131–140 of 433 posts

Re: Stock Market Returns Are Anything but Average

#131
post #2

I mean, just look at last year, when the S&P 500 index plunged over 30%, then proceeded to nearly double from then until now, in the midst of a global pandemic that froze big chunks of the world economy. Stock market returns make no sense.

When S&P plunges more than 10%, buybuybuy. 30%? Shit go full margin and back up the truck. I’m sitting on 2x since Dec.

Protips. Saas is the thesis. Long term solar is a 100x-1000x easy-ish bet. Capture is “good enough”, we are going to solve storage. Transmission will significantly collapse into storage. Game will change. The entire energy game.

Re: Stock Market Returns Are Anything but Average

#132

Earlier quoted context omitted.

It starts to when you ask yourself: Where else are people meant to store money? Since interest rates and bond rates were at historical lows. So you have people who are looking at 10% YOY returns on one hand and 0.2%/2% on the other and making the rational decision. Does this make stocks overinflated? Yes. Is it going to suddenly pop? Unlikely, since the conditions that caused it won't suddenly change (e.g. certain bo…

> Is it going to suddenly pop? Unlikely, I disagree. https://www.currentmarketvaluation.com/models/buffett-indica... Unless you mean will it pop tomorrow, then yes that is unlikely. But the chances it pops “soon” seem quite likely. And it will be very ugly. I don’t know if we have ever seen a spring coiled this tight from money printing. https://fred.stlouisfed.org/series/M1SL

but what is a 'pop'? maybe ordinary swings in both directions due to various minor panics and manias and profit-takings that average out to a decade of nominal gains but depressed real returns?

Re: Stock Market Returns Are Anything but Average

#133

Earlier quoted context omitted.

This "trivia" points out the flaw in the "long term average" argument: The stock market is occasionally so volatile that 40 days out of 34,675 have an inordinate effect on returns over those 34,675 days. Over 95 years of trading, 0.12% of days account for far, far, far, far more than 0.12% of market impacts.

Yeah so what are you going to do about it?

What kind of argumentative nonsense comment is this?

Re: Stock Market Returns Are Anything but Average

#134
post #87
post #6

There are all sorts of interesting facts you can pull out of this, like how if you missed the top 10 best days in the market from 1999-2019, your return was cut in half. If you missed the top 20 best days, you actually lost money: https://www.fool.com/investing/2019/04/11/what-happens-when-... Basically never mistake annualized return over a long period of time for your expected return in a given year (or day, etc).…

I think the way you should think about the stock market is similar to beating the Casino in blackjack & card counting. When you know the deck is rich ins face cards make more aggressive bets, when its low in face cards be frugal. I.e. don't put lots of money into the market when its hot & put more money in when its cold. That way you statistically have a better chance on getting a good return.

Please let us know, on a percentage basis of you earnings, how much is allocated to personally managed stock portfolio?

Re: Stock Market Returns Are Anything but Average

#135

For that 2nd graph, he chose buckets that are uniquely poorly suited to evaluating his statement about whether returns tend toward 10%. It looks to me like, if he had instead made them (5%)-5%, 5%-15%, 15%-25%, etc., then the mode would indeed have been the 5-15% bracket.

That range is covered in the article:

> Just 18% of returns have been between 5% to 15% in any given year.

Re: Stock Market Returns Are Anything but Average

#136
post #102

Earlier quoted context omitted.

The New York Times published the same sort of analysis in 2011: http://archive.nytimes.com/www.nytimes.com/interactive/2011/... Be sure to carefully read the description of the graph. Every time I link this, someone assumes that the green & red indicates are the yearly returns, but the entire point of this graph is that it is cumulative . If it is red 20-30 years into the line, that means that money put it at the beg…

Great visual! So I'll just note a few things: 1) You can clearly see the Great Depression and 2008 in here, so I'm just going to ignore those. 2) The other really nasty period for market returns was during the 70s oil crisis and subsequent high inflation period. It also notably marks areas "slightly above inflation" as red, which are not periods where loses would occur (though, yes, the gains would be basically flat)…

[deleted]

Re: Stock Market Returns Are Anything but Average

#137
post #102

Earlier quoted context omitted.

The New York Times published the same sort of analysis in 2011: http://archive.nytimes.com/www.nytimes.com/interactive/2011/... Be sure to carefully read the description of the graph. Every time I link this, someone assumes that the green & red indicates are the yearly returns, but the entire point of this graph is that it is cumulative . If it is red 20-30 years into the line, that means that money put it at the beg…

Great visual! So I'll just note a few things: 1) You can clearly see the Great Depression and 2008 in here, so I'm just going to ignore those. 2) The other really nasty period for market returns was during the 70s oil crisis and subsequent high inflation period. It also notably marks areas "slightly above inflation" as red, which are not periods where loses would occur (though, yes, the gains would be basically flat)…

I will also agree that if you just erase all the risk from the market due to the downturns, that the market becomes a great investment.

But what's the relevance of that? When the next bubble pops, whether it be in two weeks, two years, or a decade, you and your investments are going to experience it. Some of those red splotches go on for twenty years.

As for why doing "just barely better than inflation" is marked as red, the chart accounts for inflation, but it doesn't account for a time value of money. Putting $1 dollar in the market to get $1.04 back out 30 years later is not a positive investement.

"Yet despite that, the majority of that chart shows returns moderately above inflation, sitting in at around the 4% safe withdrawal rate."

Which is why it is generally not a terrible idea to invest in the stock market.

But this is basically a goal-post move relative to the "common wisdom", which presents it as a done-deal that the stock market is always a good investment that produces a ~7% return every year. It won't matter to you that it tends to generally produce a relatively decent return over 50 years if you are currently, unbeknownst to you, at the beginning of one of those big red areas that may stretch down for decades.

Look at the stock market as it stands today. I will not tell you 100% that we are in such an area; internet commentators have predicted one million of the past 3 recessions. But I will tell you that it's an awfully plausible story.

Re: Stock Market Returns Are Anything but Average

#138
post #129

The stock market is an odd duck. What to make of it now? There's both colors of swans at work in terms of the plague, excessive money printing, per Peter Turchin (cliodynamics) a peaking cycle in civic unrest, a potential loss of reserve currency status, big changes in tech that still haven't been digested, low cost of transactions. Lotsa opportunities for froth. I'm still uncomfortable with it as a store of value. N…

>You could argue that the entire market is a mania. You could also argue that the entire market is simply a reflection of society and humanity in general. As an American, I don't really see the market we've built as any more maniacal than the society we've built. They seem to go hand in hand to me. What defines how logical/maniacal our society is if not our social institutions?

At the very least it reflects the movement in the US economy from manufacturing to financial services (FIRE) to surveillance-based advertising.

Perhaps the thing to do is to cut to the chase and declare leaves as money (h/t to Douglas Adams).

Re: Stock Market Returns Are Anything but Average

#139

The stock market is an odd duck. What to make of it now? There's both colors of swans at work in terms of the plague, excessive money printing, per Peter Turchin (cliodynamics) a peaking cycle in civic unrest, a potential loss of reserve currency status, big changes in tech that still haven't been digested, low cost of transactions. Lotsa opportunities for froth. I'm still uncomfortable with it as a store of value. N…

The store of value is the infrastructure, edifices, and monuments of intellectual capital. Geez man, how much more parroting can you do? Would your comment history reveal talk of “NFTs wtf amirite!!!”

Re: Stock Market Returns Are Anything but Average

#140
post #102

Earlier quoted context omitted.

> depending on when you put in and take out your money the returns can be negative (even in cases where you hold up to 15 years) Sorry, but unless you're talking about truly black swan circumstances like the Great Depression or the 2008 crash, I don't believe for a second that, over a 15 year timespan, holding the S&P will result in negative returns frequently enough that a typical investor has to concern themselves…

The New York Times published the same sort of analysis in 2011: http://archive.nytimes.com/www.nytimes.com/interactive/2011/... Be sure to carefully read the description of the graph. Every time I link this, someone assumes that the green & red indicates are the yearly returns, but the entire point of this graph is that it is cumulative . If it is red 20-30 years into the line, that means that money put it at the beg…

Really interesting and somewhat surprising chart.

That said I think there's some important drawbacks to point out.

First, that 7% figure that's often quoted is usually meant to mean nominal return. At least, that's the way it works relative to the commonly cited 4% SWR.

Second, buying and selling exactly once will greatly increase the variability of returns and also the likelihood of negative returns. It's important though to realize that this isn't actually how almost anyone invests, so just counting periods of negative returns under that assumption isn't particularly meaningful.

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