Click to enlarge.
The next chart shows the data as standard deviations from the relatively stable 1952:Q2 to 1999:Q4 period.
Click to enlarge.
And lastly, let's zoom in and add some commentary.
Click to enlarge.
The two largest deviations over the past 60 years were in the past two quarters. Both of them! That's a positive 15-sigma event followed by a negative 8-sigma event. Nice. Nothing builds long-term confidence like predictable dividends, lol. Sigh.
Corporate America sure likes swinging for the fences these days! What could possibly go wrong?
Also sometimes used in completely unrelated attempts at doing difficult or near-impossible things.
So we got that goin' for us, which is nice.
Source Data:
St. Louis Fed: Custom Chart
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Posted by: Tukiyooo
Gambling on Dividend Growth Updated at :
7:22 PM
Thursday, November 28, 2013
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