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Ordered Tables (PE10, q, HDBR)
Posted: Sat Aug 23, 2003 8:01 am
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.
Posted: Sat Aug 23, 2003 8:05 am
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.
Posted: Sat Aug 23, 2003 8:08 am
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.
Posted: Sat Aug 23, 2003 10:46 am
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.)
Posted: Mon Aug 25, 2003 6:54 am
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.
Posted: Mon Aug 25, 2003 7:04 am
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.
Posted: Mon Aug 25, 2003 7:10 am
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.
More terminology confusion
Posted: Mon Aug 25, 2003 7:10 am
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).
Posted: Mon Aug 25, 2003 7:14 am
by JWR1945
Oops! Correction and other tables to follow.
Thanks.
John R.
Posted: Mon Aug 25, 2003 7:33 am
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.
Posted: Mon Aug 25, 2003 7:38 am
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.
Posted: Mon Aug 25, 2003 7:40 am
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.
Posted: Mon Aug 25, 2003 8:00 am
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.
Posted: Mon Aug 25, 2003 8:09 am
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.
Posted: Mon Aug 25, 2003 8:13 am
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.