Search found 107 matches
- Fri Feb 04, 2005 3:23 am
- Forum: SWR Research Group
- Topic: E10/P stuff
- Replies: 5
- Views: 8708
- Sun Jan 30, 2005 12:22 am
- Forum: SWR Research Group
- Topic: E10/P stuff
- Replies: 5
- Views: 8708
To get the exponential moving average numbers, it's probably easiest to download the spreadsheet, as described here: http://www.gummy-stuff.org/E10-P.htm There are lots of comments to explain most columns and how they're generated. The E10/P values (using the Exponential Moving Average of monthly ea...
- Sat Jan 29, 2005 6:37 am
- Forum: SWR Research Group
- Topic: E10/P stuff
- Replies: 5
- Views: 8708
E10/P stuff
It occurs to me that, although Schiller's E10/P has a high correlation with the HSWR withdrawal rates, the Schiller 10-year average is an ordinary, garden variety average over 120 months. That gives just as much weight to the monthly earnings 10 years ago as it does to the current month. If one uses...
- Fri Jan 28, 2005 2:25 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
Well, since I already had a spreadsheet to play with using E10/P to modify withdrawal rates each year, I might as well make it available ... here:
http://www.gummy-stuff.org/E10-P.htm
Note the example:
80% Large Cap Value + 20% Govt Long Bonds
http://www.gummy-stuff.org/E10-P.htm
Note the example:
80% Large Cap Value + 20% Govt Long Bonds
- Wed Jan 26, 2005 11:14 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
The ratio [46.6/32.9] times $4000 equals $5 665.6535 or $5666 rounded. Aha, so it is just 7 years of inflation, which explains the difference between my 6.5% (9 years inflation) and your spreadsheet calculation. Your WOW calculation is very interesting. It suggests that one mught use the E10/P valu...
- Wed Jan 26, 2005 5:43 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
I said (somewhere, above) that a 4% withdrawal rate increasing with inflation from 1966 to 1974 becomes 6.5%. (That's 9 years of inflation starting with the Jan, 1966 CPI and ending with the Jan, 1975 CPI. Those 10 CPI values give 9 increases in CPI over 9 years.) In fact, there are so many historic...
- Tue Jan 25, 2005 8:41 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
- Tue Jan 25, 2005 7:35 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
I have seen comments from you that tell me otherwise, Gummy. You had a post in which you said that you gave brief consideration to putting up a discussion board at your web site, but that you decided not to on the thinking that it is not worth putting up with the abusive posting that often is found...
- Tue Jan 25, 2005 7:29 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
- Tue Jan 25, 2005 6:11 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
- Tue Jan 25, 2005 5:54 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
- Tue Jan 25, 2005 5:00 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
... it should be easy to calculate P/E10 and compare performance provided that a reasonable amount of total return data are available. In order to replicate Schillers' E10/P for a particular portfolio, one would need CPI and Earnings every month for the past ten years, for every stock in your portf...
- Tue Jan 25, 2005 4:55 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
- Tue Jan 25, 2005 4:39 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
- Tue Jan 25, 2005 12:45 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
Large cap value, and especially small cap value really did well during that period. ... which is the point of burning question #1: What does Sally do if her portfolio is 100% GE stock? ... or 100% large cap value where there ain't no E10/P to guide her? Alas, there appear to be no anwers to my burn...
- Mon Jan 24, 2005 11:16 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
... I will introduce new calculations and put them on row 2580. Mamma mia! That must be one huge spreadsheet 8) I can recall (some time ago) thinking I should download a copy to see what's up, then finding that it'd take me a half-hour. (I have the world's slowest Internet connection.) Further, I g...
- Mon Jan 24, 2005 4:18 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
- Sun Jan 23, 2005 10:20 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
P.S. I'm fiddling with (yet another!) tutorial, modifying the standard, garden variety SWR (like the notorious 4%) to take into account something like the current E10/P (compared to some average E10/P level). http://home.golden.net/~pjponzo/E10-P.htm The problem? It'll be of little value unless the ...
- Sun Jan 23, 2005 10:08 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322
- Sun Jan 23, 2005 6:46 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119322