Why the stock market's weakness doesn't mean the bears are in charge

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Most U.S. market sectors that normally do the best at the end of bull markets have been laggards.

I base this upbeat assessment on a comparison of U.S. market sectors’ recent returns and the regular cycle that they often undergo during bull markets. Some typically do particularly well at the beginning of a bull market, for example, while others shine as bull markets are coming to an end.

The accompanying chart shows the trailing three-month returns of the 11 S&P 500 sectors. The arrows that identify the best- and worst-performing sectors at the top of past bull markets are based on a ranking from Ned Davis Research of average returns over the final three months of all bull markets since 1974.

There are a couple of warning signs. Utilities’ recent market-lagging performance is consistent with a late-stage bull market, as is the market-beating performance of Consumer Discretionary. To put these counterexamples in context, consider the rank correlation coefficient between a ranking of all 11 sectors’ trailing three-month returns and the historical average for the end of bull markets.

 

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