Equities: Comparing Russell 2000 Versus S&P 500®

0
73

Since the Russell 2000 began tracking the performance of small-cap stocks in 1979, the index has broadly matched, if not slightly exceeded, the performance of the more venerable S&P 500® index of large cap stocks (Figure 1). 

While the two indexes’ overall performance has been similar and their correlation generally high (0.8 on average; ranging from 0.6 to 0.96 on a one-year rolling basis), they have diverged significantly at times.  (Figure 2). 

ПОДЕЛИТЬСЯ

НЕТ КОММЕНТАРИЕВ

Комментарии