Title

Emirical Assessment of the Future Performance of the S&P 500 Losers

Author(s) Information

Nicholas Powers, California Polytechnic State University, San Luis ObispoFollow

College - Author 1

College of Science and Mathematics

Department - Author 1

Statistics Department

Degree Name - Author 1

BS in Statistics

Date

6-2013

Primary Advisor

Samuel Frame

Abstract/Summary

In the Wall Street Journal in early 2013, there was an article posted by Andrew Bary that explored a trend in the previous 3 years of the S&P 500. The article pointed out that the average returns for the top 10 percentage decliners for 2009, 2010, and 2011 outperformed the S&P 500 for the first two weeks of the next year. These top 10 percentage decliners or losers well enough to bet on. This study looks to see if there is statistical evidence that the losers outperformed the S&P 500.

URL: https://digitalcommons.calpoly.edu/statsp/36