Market Timing
Στη σελίδα αυτή παρουσιάζονται εκτιμήσεις για την πορεία των χρηματιστηρίων καθώς και προβλέψεις για την κίνηση βασικών μακροοικονομικών μεγεθών στο μέλλον. Παρουσιάζονται τα γραφήματα όπως δίνονται από τους ανεξάρτητους συμβουλευτικούς οίκους καθώς και ανεξάρτητους ερευνητές. Παράλληλα δίνω τον σύνδεσμο ώστε να μπορέσετε να δείτε μέσα από τη σελίδα του δημιουργού τις λεπτομέρειες, τις υποθέσεις καθώς και τους κινδύνους που συνδέονται με κάθε μοντέλο πρόβλεψης. Κάθε μοντέλο υπόκειται στους δομικούς περιορισμούς του και στην πιθανότητα να υπάρξει έντονη μεταβολή στα inputs του. Για το λόγο αυτό πρέπει να χρησιμοποιούνται επικουρικά μόνο για τη γενική κατεύθυνση των αγορών και όχι για την πραγματοποίηση συναλλαγών.
 | REY MODEL by CXOAdvisory Group, Long Term |
The REY model is similar to the Fed Model , but it uses the inflation rate (a wealth discount rate) rather than Treasury instrument yields (competitors to stocks) as a benchmark for the stock operating earnings yield. It is a simple model, constructed from the viewpoint of an investor (rather than an economist). Since the beginning of 1990, aggregate stock prices (the S&P 500 index) adjust to the inflation rate more precisely than either the 90-day Treasury bill (T-bill) rate or the 10-year Treasury note (T-note) rate. As shown by the above chart, the underlying model does not explain the Internet bubble, and because the model uses an overall linear E/P-inflation rate relationship as a prediction engine, pre-bubble and post-bubble mockup values are likely higher than they should be. This bubble effect argues for using only more recent data for stock market prediction. | |
 | REY MODEL by CXOAdvisory Group, Long Term log scale |
The next chart applies the linear E/P-inflation rate relationship over a shorter, recent period (7/1/04-6/30/08) to construct short-term mockups of the S&P 500 index for both total and core inflation rates. The average daily difference between actual and modeled data is 0.0% for both, and the standard deviation of daily differences based on total (core) inflation is 4.6% (3.5%). For a recent subsample, core inflation outperforms total inflation as a model input. The projection to the future is sensitive to errors in both earnings predictions and (especially) the inflation rate forecast.
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 | REY MODEL by CXOAdvisory Group, Mid Term |
 | Dow Jones Industrial Average prediction, NowAndFutures.com |
Our prediction is based on the inflation definition of "more money than goods" and therefore when more money is created (or people think its being created) than goods, it goes into things like financial assets or real estate. For the prediction below, we use many different money measures from the Federal Reserve, and then add a varying time lag since it takes time for the money to get fully into the economy after it has been created. | |
 | Inflation Rate Performance, NowAndFutures.com |
These predictions are not just dreamed up or pulled out of the air. We process tens of thousands of pieces of data with proprietary formulas, mostly from the Federal Reserve but also from places like the Bureau of Labor Statistics or the Bureau of Economic Analysis, in a very large set of Excel sheets. Yes, they're not perfect but the general trends and trend changes have been close to correct. Also see our CPI lie page for more data on why we think inflation is much higher than reported. | |
 | U.S. Dollar Index Prediction, NowAndFutures.com |
 | Gold Price Prediction, NowAndFutures.com |
 | Silver Price Prediction, NowAndFutures.com |
 | The Moore Inflation Predictor (MIP). The Moore Inflation Predictor© (MIP) is a highly accurate graphical representation of the future direction of the inflation rate. It has a 97%+ accuracy rate on direction & turning points. And over 90% of the time the rate falls within the projected "likely" range and 7% of the time it falls within the "possible" range. |
