Nov

2

If you compare SP500 monthly returns for Novembers (1950-09) for mid-term election years ("1") or non-mid term election years ("0"), election Novembers were higher but not significantly so:

Two-sample T for ret

mid
terms   N    Mean   StDev  SE Mean
0         45  0.0117  0.0452   0.0067
1         15  0.0284  0.0418    0.011  T=1.32
 

However factoring in years with Democrat executive and congress, years with zero FED rate, years after housing bubble, and years with QE(X) on tap, N goes down significantly. 


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