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Indicator of the Week: What a Black Friday Hangover Could Mean for Stocks

Stocks generally perform better in the ensuing months when the S&P is higher the week after Black Friday

Senior Quantitative Analyst
Nov 23, 2016 at 7:30 AM
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The short holiday week ends with one of the biggest shopping days of the year (evidently, Black Friday is no longer THE biggest shopping day). Next week, reports of Black Friday sales, lines, and fistfights will come out and will be used to gauge the strength of the consumer and the economy in general. Therefore, next week seems like a pretty important one for stocks. Below, I take a look at the week after Black Friday: how stocks have performed, and what it has meant for the S&P 500 Index (SPX) going forward.

The Week After Black Friday: The table below shows us how next week, the week after Black Friday, has typically played out. The week has been generally bullish for the S&P, with a higher average return (0.55% vs. 0.15%) and percent positive (65% vs. 56%) than other weeks, going back to 1990. I thought you might see a higher standard deviation during the week because of reactions to the retail shopping data and anecdotes, but that is not the case.

SP since 1990 Nov 22

Black Friday Indicator: I mentioned how Black Friday will be used to gauge the economy, so I thought maybe you can use post-Black Friday stock returns as an indicator going forward. The table below shows how the rest of the year has played out since 1990, depending on whether next week is positive or negative. When the week after Black Friday is positive, the S&P 500 has performed better, on average, the rest of the year (1.50% average return vs. 0.88%). However, the percent positive is between 75% and 80% either way. The bullish tilt is due to the more favorable average positive and average negative returns.

IotWSPX Black Friday 1

Looking at it as a longer-term indicator, the week after Black Friday has been more prophetic. Instead of looking through the rest of the year, I looked at the S&P 500 through the end of February (approximately three months). When next week has been positive, the index averages a gain of 3.43% and has been positive about 77% of the time. When the next week is negative, then the index averages a loss of 1.7% through February, and has been positive about 56% of the time.

IotWSPX Black Friday 2

Retail Stocks Next Week: Not surprisingly, retail has been one of the best sectors before and after Black Friday in recent years. Below are some of the biggest retailers in the S&P 500 and how they have performed the week after Black Friday over the past 10 years, sorted by percent positive.

Retail stocks after Black Friday Nov 22

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