Current Forecast of S&P 500

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

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



Forecast Values for S&P 500

DateForecast
Oct-172556.06
Nov-172604
Dec-172597
Jan-182568
Feb-182557
Mar-182559
Apr-182546

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 500 Stock Index

The Standard and Poor's 500, or the S&P 500 or S&P, is a U.S. based stock market index.  The S&P is based on the stock prices of 500 large cap stocks traded on the NYSE or NASDAQ.  The 500 stocks that make up the S&P are picked by S&P Dow Jones Indices, and include such companies as Facebook, Apple, Amazon.com and Coca-Cola.