Stock market statistics

The complete stock market statistics reference

Every figure carries a source and a date. Nothing here is estimated.

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Berkshire compound return since 196519.7% a year Bitcoin against stocks Central bank gold buying Commodities vs stocks The factor zoo and replication GDP growth vs equity returns Gold geometric return since 19284.78%Probability of a positive day US house prices since 1987+417% nominal Highest annual US inflation17.4% in 1917 S&P 500 annualised return since 19289.79%Decade by decade index returns Momentum and its crashes REIT total return 2025+2.3%The size premium Survivorship bias in market data Value premium since 1927+4.0% a year

S&P 500 total return 2025+17.88%Best calendar year on record1954, +52.56%Dow Jones total return 2025+12.97%Nasdaq 100 total return 2025+20.17%Russell 2000 2026 year to date+18.5%

Day of week average returns Election cycle year 3+10.2%Sell in May, winter window+7.0% annualised January barometer accuracy84.5%Santa Claus rally average+1.3%Best month of the yearNovember, +1.82%

S&P 500 total return 2022-18.11%Average time to recover a bearnot published Number of bear markets since 192927 Average bull market gain+113.9%2020 COVID crash depth-33.92%1929 Dow peak to trough-89%CAPE all time high44.19, Dec 1999 Frequency of a 10% declineevery 18 months Financial crisis 2008 The Nifty Fifty Average decline during a recession-21%Unemployment and stock returns

Circuit breaker trigger days in history5 1% move days in 202556 of 252 Trading halts per year by reason Correlation of stocks in a crash Realised vs implied volatility spread VIX curve in contangoover 80% of the time Highest VIX close ever82.69 Implied volatility skew

Best days that fell in a bear market48%Best day in S&P 500 history15 Mar 1933, +16.61%Worst day in S&P 500 history19 Oct 1987, -20.47%Distribution of daily returns vs normal Missing the 10 best days$35,866

The circuit breaker clockcutoff 15:25 The closing auction9.44% of notional Bitcoin around the clockweekend share 16%What data releases do to price+49bp before the FOMC When the day's high and low happen49% in the first hour Before and after the bell0.38% of shares overnight The 2010 flash crash-9.2% intraday The overnight futures sessionabout 20% of volume The London New York overlapno hourly profile published FX turnover by instrument and centre$9.6tn a day The London gold auction10:30 and 15:00 When trading halts happen16.9% in fifteen minutes The half hour that repeatsweakened by about 75%Intraday volume, the U shapetrough 12:45 The midday lullvolume bottoms 12:48 The oil settlement windowtwo minutes to 14:30 Opening gaps and how often they fill60.3% filled by the close The opening hourlow set 40.4% of days Overnight versus intraday returns+7.2% a year overnight Zero days to expiry options59% of SPX volume

Analyst forecast accuracy Analyst buy ratings, S&P 50059.4%Buffett indicator, market cap to GDP235.6%Shiller CAPE, current40.62 The US corporate bond market Corporate default rates Corporate profits as a share of GDP High yield credit spread2.79%Dividend yield, current1.08%Q2 2026 blended earnings growth+37.9%Companies beating EPS estimates86%The equity risk premium debate Equity risk premium over time Federal funds rate3.5% to 3.75%Trailing P/E, current28.63 Aggregate index profit margins13.1%10 year Treasury yield4.44%Yield curve as a recession signalFed research

Equal weight vs cap weight 1H 2026+12.1 vs +10.2%Top 10 weight in the S&P 50038.5%The S&P 500 index effect Average tenure in the S&P 500about 15 years Magnificent 7 weight33.4%Constituents beating the index 1H 202646.3%Sector returns S&P 500 facts

Delisting causes breakdown The buyback excise tax Dividend aristocrats, 10 year return5.63% a year Dividend kings, longest streaks Buyback volume by quarter Dual class share structures US IPOs in 2025347 US listed companies, latest4,010 Global M&A deal value 2025$4.8tn SPAC issuance and performance Stock based compensation and dilution Stock split history Venture capital and startup outcomes

Hang Seng annual returns Currency hedged vs unhedged returns Trade weighted dollar index MSCI EM 15 year annualised5.60%DAX annual returns Global dividends paid, 2024$1.75tn Largest exchange by market cap Global fixed income outstanding$145.1tn Largest company in the worldNVDA, $4.77tn Market cap to GDP, world average69.95%Nikkei 225 1989 peak State ownership of equities Global trading hours map Global equity market cap$151.94T

The currency carry tradeSharpe 0.40 to 0.99 Pegs, floats and everything between92 soft pegs How much currencies actually move0.25% to 11.09%The euro since 1999high 1.5990 The 4pm fix and what happened to itone minute to five When central banks intervene¥11.7tn in one month The natural gas storage yearrecord 360 Bcf draw US oil inventories and the weekly number404.5m barrels OPEC, OPEC+ and the quota11 members Purchasing power parityhalf life 3 to 5 years What central banks holddollar 57.13%The day the franc floor wentSNB lost CHF 23.3bn

Commitment of traders positioning Consumer sentiment, May 202644.8, a record low Insider buy sell ratio AAII bullish, long run average37.5%FINRA margin debt$1.53tn Triple witching and option expiry Total options volume per year Put call ratio history Short interest as percent of float Historic short squeezes