A.I.M. Users Bulletin Board

[OldAIMGuy]

Hi Clive, Re: Risk as measured by the v-Wave and the MRI over the last 4 decades................

Here's a list of those values in their "Single Stock" risk amount. These should be divided by 1.5 to get the "Diversified" value.

Year              v-Wave            MRI (old IW) 
 January 
 82               12.58             34.2 
 83               32.16             44.7 
 84               36.35             46.1 
 85               32.16             31.7 
 86               43.34             42.0 
 87               43.34             40.5 
 88               34.95             17.2 
 89               37.75             30.2 
 90               40.55             36.8 
 91               32.16             21.1 
 92               36.35             39.3 
 93               43.34             38.7 
 94               46.14             47.4 
 95               41.95             36.3 
 96               46.14             43.8 
 97               47.54             52.6 
 98               50.33             48.4 
 99               44.74             40.6 
 2000             43.34             49.7 
 01               36.35             34.6 
 02               44.74             40.3 
 03               39.15             22.2 
 04               50.33             34.6 
 05               51.73             43.1 
 06               50.33             50.1 
 07               51.73             49.4 
 08               46.14             39.8 
 09               20.97              3.0 
 10               46.14             27.0 
 11               48.94             34.0 
 12               40.55             27.3 
 13               46.14             27.0 
 14               53.13             41.0 
 15               53.13             41.0 
 16               47.54             30.0 
 17               53.13             44.0 
 18               54.53             48.0 
 19               39.15             24.0 
 20               50.33             39.0 
 21               53.13             57.0 
 22               51.73             58.0 
 23               43.34             48.0 
 24               48.94             44.0

If these numbers were matched to the Jan 1st index dates we'd see that both have been reasonably responsive to the markets. One might also be inclined to look for which one is "more" responsive. With both market risk indicators these values are for single stocks, not diversified portfolios or indexes. Those values are derived, as stated above, by dividing these values by 1.5.

So, now you have the year's start values for the entire time frame. Hope this helps!

Best wishes,
OAG Tom