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Created page with "==Summary== Between the 19th of February, 2020, and the 23rd of March, 2020, the S&P500 ([https://finance.yahoo.com/quote/%5EGSPC ^GSPC]) fell from 3,386.15 to 2,237.40, usin..."
==Summary==
Between the 19th of February, 2020, and the 23rd of March, 2020, the S&P500 ([https://finance.yahoo.com/quote/%5EGSPC ^GSPC]) fell from 3,386.15 to 2,237.40, using adjusted closing prices. It subsequently climbed back to 3,276.02 on the 22nd of July, 2020. Some people seem to think it will keep going. I expect a massive crash.
To predict the upcoming (?) 2020 stock market crash, I propose examining the market using three techniques:
*Historical crash analysis
*Price-to-earnings (or revenue, etc.) analysis that attempts to factor defaults
*Extrapolating based on the market-to-economy relationship
I could also employ a pure chartist approach, perhaps to give the counterfactual.
==S&P 500 data==
As much as I love the Dow, it accounts for about 25% of the economy, whereas the S&P500 accounts for around 80%. So I'll likely use the S&P500. I'll download both from Yahoo:
*https://finance.yahoo.com/quote/%5EGSPC/history?period1=157766400&period2=1595548800&interval=1d&filter=history&frequency=1d
*https://finance.yahoo.com/quote/%5EDJI/history?period1=157766400&period2=1595548800&interval=1d&filter=history&frequency=1d
==COMPUSTAT data==
COMPUSTAT updates its fundamentals quarterly and monthly security files daily. I did a pull of the entire fundamentals quarterly database from 2015-01 to 2020-07. It has close prices, as well as highs and lows. I pulled close, as averaging highs and lows seems like it might be skewed given the context (especially over short time periods).
Between the 19th of February, 2020, and the 23rd of March, 2020, the S&P500 ([https://finance.yahoo.com/quote/%5EGSPC ^GSPC]) fell from 3,386.15 to 2,237.40, using adjusted closing prices. It subsequently climbed back to 3,276.02 on the 22nd of July, 2020. Some people seem to think it will keep going. I expect a massive crash.
To predict the upcoming (?) 2020 stock market crash, I propose examining the market using three techniques:
*Historical crash analysis
*Price-to-earnings (or revenue, etc.) analysis that attempts to factor defaults
*Extrapolating based on the market-to-economy relationship
I could also employ a pure chartist approach, perhaps to give the counterfactual.
==S&P 500 data==
As much as I love the Dow, it accounts for about 25% of the economy, whereas the S&P500 accounts for around 80%. So I'll likely use the S&P500. I'll download both from Yahoo:
*https://finance.yahoo.com/quote/%5EGSPC/history?period1=157766400&period2=1595548800&interval=1d&filter=history&frequency=1d
*https://finance.yahoo.com/quote/%5EDJI/history?period1=157766400&period2=1595548800&interval=1d&filter=history&frequency=1d
==COMPUSTAT data==
COMPUSTAT updates its fundamentals quarterly and monthly security files daily. I did a pull of the entire fundamentals quarterly database from 2015-01 to 2020-07. It has close prices, as well as highs and lows. I pulled close, as averaging highs and lows seems like it might be skewed given the context (especially over short time periods).
