Ordered Tables (PE10, q, HDBR)

Research on Safe Withdrawal Rates

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JWR1945
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Ordered Tables (PE10, q, HDBR)

Post by JWR1945 »

Ordered Tables (PE10, q, HDBR)

I am posting these tables as a convenient reference. It is a list of start years ordered by P/E10. I have included the value of P/E10, Tobin's q and the Historical Database Rates along with numbers that indicates their relative orders.

Code: Select all

Year  PE10 PE10 Order Tobin's q  q Order HDBR(80%) HDBR Order
1921   5.1   1   0.3469   2   11.6%    1
1922   6.2   2   0.4003   15   10.2%   5
1924   8.0   3   0.4582   23   9.4%    8
1923   8.1   4   0.3988   14   9.0%   13
1933*  8.7   5   0.6097   36   8.4%   19
1980   8.8   6   0.4275   17   10.4%   4
1975   8.9   7   0.4472   21   8.2%   21
1978   9.2   8   0.3634    6   9.2%   11
1979   9.2   9   0.3755    9   9.6%    7
1932*  9.3  10   0.4303   18   8.0%   23
1925   9.6  11   0.56357  31   8.4%   20
1942* 10.1  12   0.3732    8   9.0%   14
1943  10.1   13   0.4354   19   9.2%  12
1949  10.2   14   0.3566   4   11.0%   2
1948  10.4   15   0.3352   1   10.8%   3
1950  10.7   16   0.3966   12  10.2%   6
1944  11.0   17   0.4764   24   8.6%   17
1976  11.1   18   0.4925   26   7.2%   27
1926  11.3   19   0.5847   35   7.6%   24
1935  11.4   20   0.7816   47   7.6%   25

*indicates that there was a sharp dividend cut within two or three years.

Have fun.

John R.
JWR1945
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Post by JWR1945 »

I am posting these tables as a convenient reference. It is a list of start years ordered by P/E10. I have included the value of P/E10, Tobin's q and the Historical Database Rates along with numbers that indicates their relative orders.

Code: Select all

Year PE10   PE10 Order Tobin's q q Order HDBR(80%) HDBR Order
1947   11.4   21   0.3662    7   9.4%    9
1977   11.4   22   0.3925   11   7.4%   26
1951   11.8   23   0.4216   16   9.4%   10
1945   11.9   24   0.5470   29   8.2%   22
1954   12.0   25   0.4957   27   9.0%   15
1952   12.5   26   0.3987   13   9.0%   16
1934   13.0   27   0.5717   32   6.2%   35
1953   13.0   28   0.3777   10   8.6%   18
1927   13.1   29   0.7398   44   7.2%   28
1938*  13.5   30   0.6572   40   6.6%   34
1974   13.5   31   0.3618    5   5.8%   39
1958   13.7   32   0.6466   39   7.0%   29
1941*  13.9   33   0.3538    3   7.0%   30
1939   15.5   34   0.6322   37   6.0%   36
1946   15.6   35   0.4406   20   6.8%   31
1955   15.9   36   0.5752   33   6.8%   32
1940*  16.3   37   0.4905   25   6.0%   37
1971   16.4   38   0.8067   49   6.8%   33
1931*  16.7   39   0.4507   22   5.6%   42
1957   16.7   40   0.5004   28   6.0%   38

*indicates that there was a sharp dividend cut within two or three years.

Have fun.

John R.
JWR1945
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Post by JWR1945 »

I am posting these tables as a convenient reference. It is a list of start years ordered by P/E10. I have included the value of P/E10, Tobin's q and the Historical Database Rates along with numbers that indicates their relative orders.

Code: Select all

Year PE10   PE10 Order Tobin's q q Order HDBR(80%) HDBR Order
1936   17.0   41   0.9791   58   5.4%   43
1970   17.0   42   0.7480   45   4.8%   48
1972   17.2   43   0.9228   54   4.8%   49
1959   17.9   44   0.6963   42   5.4%   44
1956   18.2   45   0.5755   34   5.8%   40
1960   18.3   46   0.6956   41   5.2%   45
1961   18.4   47   0.8095   50   5.2%   46
1973   18.7   48   0.6450   38   4.6%   52
1928   18.8   49   0.9729   56   5.8%   41
1963   19.2   50   0.8109   52   5.0%   47
1967   20.4   51   0.9647   55   4.4%   55
1962   21.1   52   0.7608   46   4.8%   50
1969   21.1   53   0.8109   51   4.2%   56
1968   21.6   54   1.0556   59   4.2%   57
1937*  21.6   55   0.56354  30   4.6%   53
1964   21.6   56   0.9082   53   4.6%   54
1930   22.3   57   0.7294   43   4.8%   51
1965   23.2   58   0.9743   57   4.2%   58
1966   24.0   59   0.7965   48   4.0%   60
1929   27.0   60   1.3521   60   4.2%   59

*indicates that there was a sharp dividend cut within two or three years.

Have fun.

John R.
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Post by hocus »

I am posting these tables as a convenient reference.

JWR1945:

You are quickly becoming one of my favorite posters on this board.

(that's a joke.)
JWR1945
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Post by JWR1945 »

The Orders of Different Indicators

Differences of Orders

Table 1

The letter "O" stands for the "relative order."
"P" stands for PE10.
"HDBR80" is the Historical Database Rate for the 80% stock portfolio.
*indicates that there was a sharp dividend cut within two or three years.

Code: Select all

Year PE10 O(P) O(q) O(P*q) O(HDBR) O(q)-O(P) O(P*q)-O(P) HDBR80
1921   5.1   1   2   1   1   1   0  11.6%
1922   6.2   2  15   2   5  13   0  10.2%
1924   8.0   3  23   8   8  20   5   9.4%
1923   8.1   4  14   3  13  10  -1   9.0%
1933*  8.7   5  36  23  19  31  18   8.4%
1980   8.8   6  17   9   4  11   3  10.4%
1975   8.9   7  21  11  21  14   4   8.2%
1978   9.2   8   6   4  11  -2  -4   9.2%
1979   9.2   9   9   5   7   0  -4   9.6%
1932*  9.3  10  18  12  23   8   4   8.0%
1925   9.6  11  31  25  20  20  14   8.4%
1942* 10.1  12   8  10  14  -4  -2   9.0%
1943  10.1  13  19  15  12   6   2   9.2%
1949  10.2  14   4   7   2  -10  -7  11.0%
1948  10.4  15   1   6   3  -14  -5  10.8%
1950  10.7  16  12  14   6  -4  -2   10.2%
1944  11.0  17  24  22  17   7   5   8.6%
1976  11.1  18  26  26  27   8   8   7.2%
1926  11.3  19  35  29  24  16  10   7.6%
1935  11.4  20  47  36  25  27  16   7.6%

Have fun.

John R.
Last edited by JWR1945 on Mon Aug 25, 2003 7:14 am, edited 1 time in total.
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Post by JWR1945 »

Differences of Orders

Table 2

The letter "O" stands for the "relative order."
"P" stands for PE10.
"HDBR80" is the Historical Database Rate for the 80% stock portfolio.
*indicates that there was a sharp dividend cut within two or three years.

Code: Select all

Year PE10   O(P)  O(q) O(P*q) O(HDBR) O(q)-O(P) O(P*q)-O(P) HDBR80
1947   11.4   21    7   13    9   -14    -8   9.4%
1977   11.4   22   11   16   26   -11    -6   7.4%
1951   11.8   23   16   20   10    -7    -3   9.4%
1945   11.9   24   29   28   22     5     4   8.2%
1954   12.0   25   27   27   15     2     2   9.0%
1952   12.5   26   13   21   16   -13    -5   9.0%
1934   13.0   27   32   31   35     5    -4   6.2%
1953   13.0   28   10   18   18   -18   -10   8.6%
1927   13.1   29   44   38   28    15     9   7.2%
1938*  13.5   30   40   36   34    10     6   6.6%
1974   13.5   31    5   17   39   -26   -14   5.8%
1958   13.7   32   39   35   29     7     3   7.0%
1941*  13.9   33    3   19   30   -30   -14   7.0%
1939   15.5   34   37   39   36     3     5   6.0%
1946   15.6   35   20   30   31   -15     5   6.8%
1955   15.9   36   33   37   32    -3     1   6.8%
1940*  16.3   37   25   33   37   -12    -4   6.0%
1971   16.4   38   49   46   33    11     8   6.8%
1931*  16.7   39   22   32   42   -17    -7   5.6%
1957   16.7   40   28   34   38   -12    -6   6.0%

Have fun.

John R.
Last edited by JWR1945 on Mon Aug 25, 2003 7:15 am, edited 1 time in total.
JWR1945
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Post by JWR1945 »

Differences of Orders

Table 3

The letter "O" stands for the "relative order."
"P" stands for PE10.
"HDBR80" is the Historical Database Rate for the 80% stock portfolio.
*indicates that there was a sharp dividend cut within two or three years.

Code: Select all

Year PE10   O(P)  O(q) O(P*q) O(HDBR) O(q)-O(P) O(P*q)-O(P) HDBR80

1936   17.0   41   58   52   43    17    11   5.4%
1970   17.0   42   45   44   48     3     2   4.8%
1972   17.2   43   54   49   49    11     6   4.8%
1959   17.9   44   42   43   44    -2    -1   5.4%
1956   18.2   45   34   40   40   -11    -5   5.8%
1960   18.3   46   41   45   45    -5    -1   5.2%
1961   18.4   47   50   47   46     3     0   5.2%
1973   18.7   48   38   41   52   -10    -7   4.6%
1928   18.8   49   56   54   41     7     5   5.8%
1963   19.2   50   52   48   47     2    -2   5.0%
1967   20.4   51   55   57   55     4     6   4.4%
1962   21.1   52   46   50   50    -6    -2   4.8%
1969   21.1   53   51   53   56    -2     0   4.2%
1968   21.6   54   59   59   57     5     5   4.2%
1937*  21.6   55   30   42   53   -25   -13   4.6%
1964   21.6   56   53   56   54    -3     0   4.6%
1930   22.3   57   43   51   51   -14    -6   4.8%
1965   23.2   58   57   58   58    -1     0   4.2%
1966   24.0   59   48   55   60   -11    -4   4.0%
1929   27.0   60   60   60   59     0     0   4.2%



Have fun.

John R.
Last edited by JWR1945 on Mon Aug 25, 2003 7:15 am, edited 1 time in total.
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More terminology confusion

Post by BenSolar »

JWR1945 wrote:"HDBR80" is the Hardware Database Rate for the 80% stock portfolio.
Hardware Database Rate? Have you changed the terminology again? I was just getting used to Historical Database Rate (HDBR) as the preferred alternative to historical Safe Withdrawal Rate (hSWR). :D
"Do not spoil what you have by desiring what you have not; remember that what you now have was once among the things only hoped for." - Epicurus
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Post by JWR1945 »

Oops! Correction and other tables to follow.

Thanks.

John R.
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Post by JWR1945 »

Products of Orders

Table 1

The letter "O" stands for the "relative order."
"P" stands for PE10.
"HDBR80" is the Historical Database Rate for the 80% stock portfolio.
*indicates that there was a sharp dividend cut within two or three years.

Code: Select all

Year  P  O(P)  O(q)  O(P*q) O(HDBR) O([O(P)]*[O(q)]) O([O(P)]*[O(P*q)]) HDBR80

1921    5.1    1    2    1    1    1    1   11.6%
1922    6.2    2   15    2    5    3    2   10.2%
1924    8.0    3   23    8    8    7    4    9.4%
1923    8.1    4   14    3   13    5    3    9.0%
1933*   8.7    5   36   23   19   15   11    8.4%
1980    8.8    6   17    9    4   11    7   10.4%
1975    8.9    7   21   11   21   12    8    8.2%
1978    9.2    8    6    4   11    4    5    9.2%
1979    9.2    9    9    5    7    8    6    9.6%
1932*   9.3   10   18   12   23   16   12    8.0%
1925    9.6   11   31   25   20   22   17    8.4%
1942*  10.1   12    8   10   14    9   13    9.0%
1943   10.1   13   19   15   12   19   14    9.2%
1949   10.2   14    4    7    2    6   10   11.0%
1948   10.4   15    1    6    3    2    9   10.8%
1950   10.7   16   12   14    6   17   15   10.2%
1944   11.0   17   24   22   17   24   19    8.6%
1976   11.1   18   26   26   27   25   22    7.2%
1926   11.3   19   35   29   24   26   20    7.6%
1935   11.4   20   47   36   25   33   29    7.6%

Have fun.

John R.
JWR1945
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Location: Crestview, Florida

Post by JWR1945 »

Products of Orders

Table 2

The letter "O" stands for the "relative order."
"P" stands for PE10.
"HDBR80" is the Historical Database Rate for the 80% stock portfolio.
*indicates that there was a sharp dividend cut within two or three years.

Code: Select all

Year  P  O(P)  O(q)  O(P*q) O(HDBR) O([O(P)]*[O(q)]) O([O(P)]*[O(P*q)]) HDBR80

1947   11.4   21    7   13    9   13   16   9.4%
1977   11.4   22   11   16   26   18   18   7.4%
1951   11.8   23   16   20   10   23   21   9.4%
1945   11.9   24   29   28   22   28   27   8.2%
1954   12.0   25   27   27   15   27   28   9.0%
1952   12.5   26   13   21   16   21   25   9.0%
1934   13.0   27   32   31   35   31   30   6.2%
1953   13.0   28   10   18   18   20   23   8.6%
1927   13.1   29   44   38   28   39   33   7.2%
1938*  13.5   30   40   36   34   36   32   6.6%
1974   13.5   31    5   17   39   14   24   5.8%
1958   13.7   32   39   35   29   37   34   7.0%
1941*  13.9   33    3   19   30   10   26   7.0%
1939   15.5   34   37   39   36   38   38   6.0%
1946   15.6   35   20   30   31   29   31   6.8%
1955   15.9   36   33   37   32   35   35   6.8%
1940*  16.3   37   25   33   37   32   36   6.0%
1971   16.4   38   49   46   33   44   40   6.8%
1931*  16.7   39   22   32   42   30   37   5.6%
1957   16.7   40   28   34   38   34   39   6.0%

Have fun.

John R.
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Location: Crestview, Florida

Post by JWR1945 »

Products of Orders

Table 3

The letter "O" stands for the "relative order."
"P" stands for PE10.
"HDBR80" is the Historical Database Rate for the 80% stock portfolio.
*indicates that there was a sharp dividend cut within two or three years.

Code: Select all

Year  P  O(P)  O(q)  O(P*q) O(HDBR) O([O(P)]*[O(q)]) O([O(P)]*[O(P*q)]) HDBR80

1936   17.0   41   58   52   43   49   47   5.4%
1970   17.0   42   45   44   48   46   42   4.8%
1972   17.2   43   54   49   49   47   46   4.8%
1959   17.9   44   42   43   44   43   43   5.4%
1956   18.2   45   34   40   40   40   41   5.8%
1960   18.3   46   41   45   45   45   45   5.2%
1961   18.4   47   50   47   46   48   48   5.2%
1973   18.7   48   38   41   52   42   44   4.6%
1928   18.8   49   56   54   41   54   52   5.8%
1963   19.2   50   52   48   47   52   50   5.0%
1967   20.4   51   55   57   55   55   54   4.4%
1962   21.1   52   46   50   50   50   51   4.8%
1969   21.1   53   51   53   56   53   53   4.2%
1968   21.6   54   59   59   57   58   57   4.2%
1937*  21.6   55   30   42   53   41   49   4.6%
1964   21.6   56   53   56   54   57   56   4.6%
1930   22.3   57   43   51   51   51   55   4.8%
1965   23.2   58   57   58   58   59   59   4.2%
1966   24.0   59   48   55   60   56   58   4.0%
1929   27.0   60   60   60   59   60   60   4.2%

Have fun.

John R.
JWR1945
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Posts: 1697
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Post by JWR1945 »

Differences of Orders

Ordered by Historical Database Rates

Table 1

The letter "O" stands for the "relative order."
"P" stands for PE10.
"HDBR80" is the Historical Database Rate for the 80% stock portfolio.
*indicates that there was a sharp dividend cut within two or three years.

Code: Select all

Year   P  O(P) O(q)  O(P*q) O(HDBR) O(O(q)-O(P)) O(O(P*q)-O(P)) HDBR80
1921    5.1    1    2    1    1     1     0   11.6%
1949   10.2   14    4    7    2   -10    -7   11.0%
1948   10.4   15    1    6    3   -14    -5   10.8%
1980    8.8    6   17    9    4    11     3   10.4%
1922    6.2    2   15    2    5    13     0   10.2%
1950   10.7   16   12   14    6    -4    -2   10.2%
1979    9.2    9    9    5    7     0    -4    9.6%
1924    8.0    3   23    8    8    20     5    9.4%
1947   11.4   21    7   13    9   -14    -8    9.4%
1951   11.8   23   16   20   10    -7    -3    9.4%
1978    9.2    8    6    4   11    -2    -4    9.2%
1943   10.1   13   19   15   12     6     2    9.2%
1923    8.1    4   14    3   13    10    -1    9.0%
1942*  10.1   12    8   10   14    -4    -2    9.0%
1954   12.0   25   27   27   15     2     2    9.0%
1952   12.5   26   13   21   16   -13    -5    9.0%
1944   11.0   17   24   22   17     7     5    8.6%
1953   13.0   28   10   18   18   -18   -10    8.6%
1933*   8.7    5   36   23   19    31    18    8.4%
1925    9.6   11   31   25   20    20    14    8.4%

Have fun.

John R.
Last edited by JWR1945 on Tue Nov 11, 2003 7:57 am, edited 1 time in total.
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Post by JWR1945 »

Differences of Orders

Ordered by Historical Database Rates

Table 2

The letter "O" stands for the "relative order."
"P" stands for PE10.
"HDBR80" is the Historical Database Rate for the 80% stock portfolio.
*indicates that there was a sharp dividend cut within two or three years.

Code: Select all

Year   P  O(P) O(q)  O(P*q) O(HDBR) O(O(q)-O(P)) O(O(P*q)-O(P)) HDBR80

1975    8.9    7   21   11   21    14     4   8.2%
1945   11.9   24   29   28   22     5     4   8.2%
1932*   9.3   10   18   12   23     8     4   8.0%
1926   11.3   19   35   29   24    16    10   7.6%
1935   11.4   20   47   36   25    27    16   7.6%
1977   11.4   22   11   16   26   -11    -6   7.4%
1976   11.1   18   26   26   27     8     8   7.2%
1927   13.1   29   44   38   28    15     9   7.2%
1958   13.7   32   39   35   29     7     3   7.0%
1941*  13.9   33    3   19   30   -30   -14   7.0%
1946   15.6   35   20   30   31   -15     5   6.8%
1955   15.9   36   33   37   32    -3     1   6.8%
1971   16.4   38   49   46   33    11     8   6.8%
1938*  13.5   30   40   36   34    10     6   6.6%
1934   13.0   27   32   31   35     5    -4   6.2%
1939   15.5   34   37   39   36     3     5   6.0%
1940*  16.3   37   25   33   37   -12    -4   6.0%
1957   16.7   40   28   34   38   -12    -6   6.0%
1974   13.5   31    5   17   39   -26   -14   5.8%
1956   18.2   45   34   40   40   -11    -5   5.8%
Have fun.

John R.
Last edited by JWR1945 on Tue Nov 11, 2003 7:58 am, edited 1 time in total.
JWR1945
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Post by JWR1945 »

Differences of Orders

Ordered by Historical Database Rates

Table 3

The letter "O" stands for the "relative order."
"P" stands for PE10.
"HDBR80" is the Historical Database Rate for the 80% stock portfolio.
*indicates that there was a sharp dividend cut within two or three years.

Code: Select all

Year   P  O(P) O(q)  O(P*q) O(HDBR) O(O(q)-O(P)) O(O(P*q)-O(P)) HDBR80

1928   18.8   49   56   54   41     7     5   5.8%
1931*  16.7   39   22   32   42   -17    -7   5.6%
1936   17.0   41   58   52   43    17    11   5.4%
1959   17.9   44   42   43   44    -2    -1   5.4%
1960   18.3   46   41   45   45    -5    -1   5.2%
1961   18.4   47   50   47   46     3     0   5.2%
1963   19.2   50   52   48   47     2    -2   5.0%
1970   17.0   42   45   44   48     3     2   4.8%
1972   17.2   43   54   49   49    11     6   4.8%
1962   21.1   52   46   50   50    -6    -2   4.8%
1930   22.3   57   43   51   51   -14    -6   4.8%
1973   18.7   48   38   41   52   -10    -7   4.6%
1937*  21.6   55   30   42   53   -25   -13   4.6%
1964   21.6   56   53   56   54    -3     0   4.6%
1967   20.4   51   55   57   55     4     6   4.4%
1969   21.1   53   51   53   56    -2     0   4.2%
1968   21.6   54   59   59   57     5     5   4.2%
1965   23.2   58   57   58   58    -1     0   4.2%
1929   27.0   60   60   60   59     0     0   4.2%
1966   24.0   59   48   55   60   -11    -4   4.0%
Have fun.

John R.
Last edited by JWR1945 on Tue Nov 11, 2003 7:58 am, edited 1 time in total.
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