Average Return Index

Summary Model Data
Current Average Return: 9.39% 0.0142 17.77%
Average Return over the next 24 months
As of end of month: 10-2024

Average: 13.52%
Maximum: 20.75%
Minimum: 4.01%

The Average Return is the expected two year return of the stock market given the current interest rate environment. Using historical stock market prices that are grouped by their respective Yield Curves, we have found a negative correlation that suggests the Yield Curve has predictive stock market return power. Alas, the higher the Yield Curve value, the lower the stock market two year average return.