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Wednesday
Feb012012

S&P 500 January Decile Analysis

DateWednesday, February 1, 2012 at 03:28PM

The average stock in the S&P 500 was up 5.56% in the month of January.  We ran our decile analysis on the index to see which stock characteristics drove performance through the first month of the year.  To run the analysis, we break the index into deciles (10 groups of 50 stocks each) based on the categories shown in the matrix below and then calculate the average January change of the stocks in each decile.

To continue reading, click on the thumbnail image of the report below.  (Must be a Bespoke Premium member to view.)

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