Current Forecast of S&P 100

Units: Stock Price Index, Average of Month.  Not Seasonally Adjusted.

Solid Line = Actual Values.  Dashed Line = Predicted Values.

Forecast Values for S&P 100


How This Forecast is Produced

The forecast of the indicator above is produced using Multichannel Singular Spectrum Analysis, or MSSA.

The forecast is made by using MSSA to decompose the time series into a trend component and many cyclical components.  The decomposed components of the time series are then projected forward in time.

The S&P 100 Stock Index

The Standard and Poor's 100, or the S&P 100, is a U.S. based stock market index.  The S&P 100 index is based on the stock prices of 100 large cap stocks traded on the NYSE or NASDAQ.  The 100 stocks that make up the S&P are picked by S&P Dow Jones Indices and are a subset of the stocks in the S&P 500.  The stock list includes such companies as Apple,, FedEx and Walt Disney.