VanAurum Logo
Financial Insights

Search Description
126-day returns for the S&P 500 Index where the Vanguard real estate sector ETF's 25-day rate of change has been greater than or equal to 0.14511299
Info: There were 5 instances of this market event in the last 5 years. They are indicated below with vertical lines.

This table compares the return statistics of your query with that of the asset's full history
Descriptor Query Result Set Full Return Set
Number of Occurences 79 9146
Mean Value of Return Set 23.38 4.46
Standard Deviation 18.98 13.75
Minimum Return -8.19 -69.06
25th Percentile 10.83 -0.76
50th Percentile 18.01 5.02
75th Percentile 41.0 11.31
Maximum Return 60.21 128.67

T-Statistic: 8.86
The T-Statistic can be thought of as a signal to noise ratio. The further from zero this value is the more reliable the market condition has been, historically. It tells you how different the mean returns are for this query from the mean returns of the full price history. It's better than just looking at the mean returns because it adjusts for the number of occurences, and the variance of those occurences.