SP500: ¿Cómo se comporta cuando corrige?

Fuente: Ben Carlson

Going back to 1928…

When stocks fell 10%:

• 44.7% of the time they didn’t fall any further than 15%
• 12.8% of the time they didn’t fall any further than 20%
• 17.0% of the time they fell between 20% and 30%
• 10.6% of the time they fell between 30% and 40%
• 8.5% of the time they fell between 40% and 50%
• 6.4% of the time they fell more than 50%

When stocks fell 15%:

• 23.1% of the time they didn’t fall any further than 20%
• 30.8% of the time they fell between 20% and 30%
• 19.2% of the time they fell between 30% and 40%
• 15.4% of the time they fell between 40% and 50%
• 11.5% of the time they fell more than 50%

When stocks fell 20%:

• 40.0% of the time they didn’t fall any further than 30%
• 25.0% of the time they fell between 30% and 40%
• 20.0% of the time they fell between 40% and 50%
• 15.0% of the time they fell more than 50%

When stocks fell 30%:

• 41.7% of the time they didn’t fall any further than 40%
• 33.3% of the time they fell between 40% and 50%
• 25.0% of the time they fell more than 50%

When stocks fell 40%:

• 57.1% of the time they didn’t fall any further than 50%
• 42.9% of the time they fell more than 50%

When stocks fell 50%:

• 66.7% of the time they didn’t fall any further than 60%
• 33.3% of the time they fell more than 60%

So roughly 60% of the time a 10% correction didn’t lead to a bear market while roughly 40% of the time it did. 

awealthofcommonsense.com/2015/05/to-win-you-have-to-be-willing-to-lose/