혹시 언제가 투자하기 좋은 요일인지 궁금해하시는 분이 계신가요? 부족한 내용임에도 불구하고 은준방에서 한번 나누고 도코님의 격려로 이렇게 자료를 공유하고자 합니다. 기준되는 자료는 SPY를 기준으로 했고 93/1/29부터 2020/2/10까지의 종가를 기준으로 계산했습니다.
처음에 드는 생각은 막연히 주가가 내려가는 요일에 사는게 제일 좋지 않을까란 생각을 했습니다. 그 결과는 다음과 같네요.
| Row Labels | Monday | Tuesday | Wednesday | Thursday | Friday | Grand Total |
| 1993 | 3.43% | 3.44% | 3.44% | 3.43% | 3.37% | 3.42% |
| DOWN | 34.09% | 54.17% | 52.08% | 59.57% | 60.87% | 52.36% |
| UP | 65.91% | 45.83% | 47.92% | 40.43% | 39.13% | 47.64% |
| 1994 | 3.67% | 3.73% | 3.66% | 3.72% | 3.74% | 3.70% |
| DOWN | 44.68% | 48.08% | 47.06% | 56.86% | 52.94% | 50.00% |
| UP | 55.32% | 51.92% | 52.94% | 43.14% | 47.06% | 50.00% |
| 1995 | 3.67% | 3.66% | 3.73% | 3.72% | 3.74% | 3.70% |
| DOWN | 42.55% | 45.10% | 46.15% | 41.18% | 39.22% | 42.86% |
| UP | 57.45% | 54.90% | 53.85% | 58.82% | 60.78% | 57.14% |
| 1996 | 3.82% | 3.80% | 3.66% | 3.65% | 3.74% | 3.73% |
| DOWN | 44.90% | 54.72% | 45.10% | 50.00% | 43.14% | 47.64% |
| UP | 55.10% | 45.28% | 54.90% | 50.00% | 56.86% | 52.36% |
| 1997 | 3.82% | 3.73% | 3.73% | 3.65% | 3.67% | 3.72% |
| DOWN | 34.69% | 32.69% | 59.62% | 58.00% | 42.00% | 45.45% |
| UP | 65.31% | 67.31% | 40.38% | 42.00% | 58.00% | 54.55% |
| 1998 | 3.74% | 3.73% | 3.73% | 3.72% | 3.59% | 3.70% |
| DOWN | 52.08% | 40.38% | 48.08% | 60.78% | 38.78% | 48.02% |
| UP | 47.92% | 59.62% | 51.92% | 39.22% | 61.22% | 51.98% |
| 1999 | 3.67% | 3.73% | 3.73% | 3.72% | 3.67% | 3.70% |
| DOWN | 44.68% | 73.08% | 36.54% | 45.10% | 48.00% | 49.60% |
| UP | 55.32% | 26.92% | 63.46% | 54.90% | 52.00% | 50.40% |
| 2000 | 3.67% | 3.66% | 3.73% | 3.72% | 3.74% | 3.70% |
| DOWN | 46.81% | 56.86% | 59.62% | 43.14% | 50.98% | 51.59% |
| UP | 53.19% | 43.14% | 40.38% | 56.86% | 49.02% | 48.41% |
| 2001 | 3.74% | 3.58% | 3.58% | 3.65% | 3.67% | 3.64% |
| DOWN | 45.83% | 56.00% | 54.00% | 30.00% | 64.00% | 50.00% |
| UP | 54.17% | 44.00% | 46.00% | 70.00% | 36.00% | 50.00% |
| 2002 | 3.74% | 3.73% | 3.66% | 3.65% | 3.74% | 3.70% |
| DOWN | 45.83% | 65.38% | 39.22% | 58.00% | 54.90% | 52.78% |
| UP | 54.17% | 34.62% | 60.78% | 42.00% | 45.10% | 47.22% |
| 2003 | 3.74% | 3.73% | 3.73% | 3.65% | 3.67% | 3.70% |
| DOWN | 43.75% | 38.46% | 55.77% | 36.00% | 44.00% | 43.65% |
| UP | 56.25% | 61.54% | 44.23% | 64.00% | 56.00% | 56.35% |
| 2004 | 3.67% | 3.73% | 3.73% | 3.72% | 3.67% | 3.70% |
| DOWN | 48.94% | 38.46% | 34.62% | 50.98% | 50.00% | 44.44% |
| UP | 51.06% | 61.54% | 65.38% | 49.02% | 50.00% | 55.56% |
| 2005 | 3.59% | 3.73% | 3.73% | 3.72% | 3.74% | 3.70% |
| DOWN | 43.48% | 48.08% | 42.31% | 47.06% | 49.02% | 46.03% |
| UP | 56.52% | 51.92% | 57.69% | 52.94% | 50.98% | 53.97% |
| 2006 | 3.59% | 3.66% | 3.73% | 3.72% | 3.74% | 3.69% |
| DOWN | 47.83% | 45.10% | 26.92% | 52.94% | 52.94% | 45.02% |
| UP | 52.17% | 54.90% | 73.08% | 47.06% | 47.06% | 54.98% |
| 2007 | 3.74% | 3.58% | 3.66% | 3.72% | 3.74% | 3.69% |
| DOWN | 56.25% | 44.00% | 33.33% | 50.98% | 43.14% | 45.42% |
| UP | 43.75% | 56.00% | 66.67% | 49.02% | 56.86% | 54.58% |
| 2008 | 3.74% | 3.73% | 3.80% | 3.65% | 3.67% | 3.72% |
| DOWN | 54.17% | 48.08% | 54.72% | 40.00% | 54.00% | 50.20% |
| UP | 45.83% | 51.92% | 45.28% | 60.00% | 46.00% | 49.80% |
| 2009 | 3.74% | 3.73% | 3.73% | 3.72% | 3.59% | 3.70% |
| DOWN | 47.92% | 46.15% | 46.15% | 37.25% | 46.94% | 44.84% |
| UP | 52.08% | 53.85% | 53.85% | 62.75% | 53.06% | 55.16% |
| 2010 | 3.67% | 3.73% | 3.73% | 3.72% | 3.67% | 3.70% |
| DOWN | 34.04% | 44.23% | 44.23% | 47.06% | 46.00% | 43.25% |
| UP | 65.96% | 55.77% | 55.77% | 52.94% | 54.00% | 56.75% |
| 2011 | 3.59% | 3.73% | 3.73% | 3.72% | 3.74% | 3.70% |
| DOWN | 52.17% | 44.23% | 46.15% | 43.14% | 50.98% | 47.22% |
| UP | 47.83% | 55.77% | 53.85% | 56.86% | 49.02% | 52.78% |
| 2012 | 3.67% | 3.58% | 3.66% | 3.72% | 3.74% | 3.67% |
| DOWN | 51.06% | 46.00% | 47.06% | 39.22% | 45.10% | 45.60% |
| UP | 48.94% | 54.00% | 52.94% | 60.78% | 54.90% | 54.40% |
| 2013 | 3.74% | 3.73% | 3.66% | 3.65% | 3.74% | 3.70% |
| DOWN | 52.08% | 38.46% | 45.10% | 40.00% | 37.25% | 42.46% |
| UP | 47.92% | 61.54% | 54.90% | 60.00% | 62.75% | 57.54% |
| 2014 | 3.74% | 3.73% | 3.73% | 3.65% | 3.67% | 3.70% |
| DOWN | 45.83% | 40.38% | 36.54% | 42.00% | 44.00% | 41.67% |
| UP | 54.17% | 59.62% | 63.46% | 58.00% | 56.00% | 58.33% |
| 2015 | 3.74% | 3.73% | 3.73% | 3.72% | 3.59% | 3.70% |
| DOWN | 50.00% | 55.77% | 50.00% | 49.02% | 55.10% | 51.98% |
| UP | 50.00% | 44.23% | 50.00% | 50.98% | 44.90% | 48.02% |
| 2016 | 3.59% | 3.73% | 3.73% | 3.72% | 3.74% | 3.70% |
| DOWN | 45.65% | 38.46% | 46.15% | 45.10% | 54.90% | 46.03% |
| UP | 54.35% | 61.54% | 53.85% | 54.90% | 45.10% | 53.97% |
| 2017 | 3.59% | 3.66% | 3.73% | 3.72% | 3.74% | 3.69% |
| DOWN | 43.48% | 47.06% | 36.54% | 49.02% | 43.14% | 43.82% |
| UP | 56.52% | 52.94% | 63.46% | 50.98% | 56.86% | 56.18% |
| 2018 | 3.74% | 3.66% | 3.58% | 3.72% | 3.74% | 3.69% |
| DOWN | 45.83% | 43.14% | 48.00% | 52.94% | 47.06% | 47.41% |
| UP | 54.17% | 56.86% | 52.00% | 47.06% | 52.94% | 52.59% |
| 2019 | 3.74% | 3.73% | 3.66% | 3.65% | 3.74% | 3.70% |
| DOWN | 45.83% | 46.15% | 37.25% | 38.00% | 37.25% | 40.87% |
| UP | 54.17% | 53.85% | 62.75% | 62.00% | 62.75% | 59.13% |
| 2020 | 0.39% | 0.36% | 0.36% | 0.44% | 0.44% | 0.40% |
| DOWN | 20.00% | 60.00% | 20.00% | 0.00% | 83.33% | 37.04% |
| UP | 80.00% | 40.00% | 80.00% | 100.00% | 16.67% | 62.96% |
2020년의 경우 월요일, 수요일의 경우 80%가 위로 올라갔고, 놀랍게도 목요일은 전부다 오르기만 했네요. 그리고 금요일의 경우 내려간 날이 83.33%나 되었네요. 그럼 전체 기간동안은 어떤지 보시겠습니다.
| Row Labels | Monday | Tuesday | Wednesday | Thursday | Friday | Grand Total |
| DOWN | 46.02% | 47.38% | 45.02% | 46.57% | 48.09% | 46.62% |
| UP | 53.98% | 52.62% | 54.98% | 53.43% | 51.91% | 53.38% |
| Grand Total | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% |
역시 제일 많이 내려간 날은 금요일이고 제일 많이 오른 날은 수요일이네요... 이부분이 저는 좀 신기하게 느낀게 금요일의 경우 많은 회사들에서 월급이 지급되는 날이라 이날 S&P에 투자되는 금액이 제일 클거라 생각했는데 금요일이 제일 많이 떨어진다는 사실이 의외였습니다. 어떤 사람들은 이 이유가 토,일, 2일 동안 불확실성이 다른 날들에 비해 높아서 그렇다고 얘기를 하더군요.
그런데 어느날 주식이 내려갔다고 그날 주식을 사는게 더 많은 수익율을 준다는 보장이 있는지 궁금해졌습니다. 떨어진 가격에 샀더라도 다음 며칠간 더 떨어질수도 있고, 올라가는 날에 샀더라도 다음 며칠간 계속 주식이 오른다면, 위의 가정이 틀리게 되는 거였거든요. 그래서 5거래일 이후의 수익율을 한번 계산해 봤습니다.
| Row Labels | Monday | Tuesday | Wednesday | Thursday | Friday | Grand Total |
| 1993 | 0.09% | 0.11% | 0.11% | 0.10% | 0.11% | 0.10% |
| 1994 | 0.07% | -0.03% | -0.05% | -0.04% | -0.05% | -0.02% |
| 1995 | 0.55% | 0.64% | 0.59% | 0.60% | 0.60% | 0.60% |
| 1996 | 0.31% | 0.36% | 0.37% | 0.51% | 0.38% | 0.39% |
| 1997 | 0.64% | 0.42% | 0.51% | 0.50% | 0.64% | 0.54% |
| 1998 | 0.64% | 0.53% | 0.44% | 0.76% | 0.46% | 0.56% |
| 1999 | 0.24% | 0.30% | 0.22% | 0.27% | 0.30% | 0.27% |
| 2000 | -0.09% | -0.07% | -0.07% | -0.05% | -0.26% | -0.11% |
| 2001 | -0.28% | -0.18% | -0.10% | -0.24% | -0.17% | -0.19% |
| 2002 | -0.55% | -0.35% | -0.52% | -0.25% | -0.39% | -0.41% |
| 2003 | 0.55% | 0.39% | 0.39% | 0.36% | 0.45% | 0.43% |
| 2004 | 0.11% | 0.16% | 0.04% | 0.11% | 0.19% | 0.12% |
| 2005 | 0.05% | 0.16% | 0.17% | 0.19% | 0.18% | 0.15% |
| 2006 | 0.29% | 0.27% | 0.22% | 0.17% | 0.11% | 0.21% |
| 2007 | 0.01% | 0.20% | 0.05% | -0.04% | -0.05% | 0.03% |
| 2008 | -0.66% | -0.68% | -0.83% | -0.81% | -0.77% | -0.75% |
| 2009 | 0.36% | 0.51% | 0.49% | 0.56% | 0.48% | 0.48% |
| 2010 | 0.21% | 0.38% | 0.29% | 0.11% | 0.24% | 0.25% |
| 2011 | 0.21% | 0.09% | 0.07% | -0.17% | 0.08% | 0.05% |
| 2012 | 0.27% | 0.25% | 0.40% | 0.16% | 0.32% | 0.28% |
| 2013 | 0.54% | 0.40% | 0.49% | 0.43% | 0.45% | 0.46% |
| 2014 | 0.25% | 0.18% | 0.23% | 0.22% | 0.21% | 0.22% |
| 2015 | 0.03% | -0.04% | -0.06% | -0.08% | -0.02% | -0.03% |
| 2016 | 0.21% | 0.25% | 0.25% | 0.36% | 0.35% | 0.29% |
| 2017 | 0.32% | 0.37% | 0.38% | 0.35% | 0.40% | 0.37% |
| 2018 | -0.18% | -0.06% | -0.17% | -0.21% | 0.00% | -0.12% |
| 2019 | 0.49% | 0.51% | 0.54% | 0.59% | 0.42% | 0.51% |
| 2020 | 1.45% | 0.50% | 0.68% | 0.38% | 0.30% | 0.63% |
| Grand Total | 0.18% | 0.19% | 0.17% | 0.17% | 0.17% | 0.17% |
2년간 그리고 3년간 데이터도 계산해 봤습니다.
| Row Labels | Monday | Tuesday | Wednesday | Thursday | Friday | Grand Total |
| 1993-1994 | 0.08% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% |
| 1995-1996 | 0.43% | 0.50% | 0.48% | 0.55% | 0.49% | 0.49% |
| 1997-1998 | 0.64% | 0.48% | 0.47% | 0.63% | 0.55% | 0.55% |
| 1999-2000 | 0.07% | 0.12% | 0.07% | 0.11% | 0.02% | 0.08% |
| 2001-2002 | -0.41% | -0.27% | -0.31% | -0.25% | -0.28% | -0.30% |
| 2003-2004 | 0.33% | 0.28% | 0.22% | 0.23% | 0.32% | 0.27% |
| 2005-2006 | 0.17% | 0.21% | 0.19% | 0.18% | 0.14% | 0.18% |
| 2007-2008 | -0.32% | -0.25% | -0.40% | -0.42% | -0.41% | -0.36% |
| 2009-2010 | 0.29% | 0.45% | 0.39% | 0.34% | 0.36% | 0.37% |
| 2011-2012 | 0.24% | 0.17% | 0.23% | 0.00% | 0.20% | 0.17% |
| 2013-2014 | 0.40% | 0.29% | 0.36% | 0.33% | 0.33% | 0.34% |
| 2015-2016 | 0.12% | 0.10% | 0.10% | 0.14% | 0.17% | 0.13% |
| 2017-2018 | 0.07% | 0.15% | 0.11% | 0.07% | 0.20% | 0.12% |
| 2019-2020 | 0.57% | 0.51% | 0.55% | 0.57% | 0.41% | 0.52% |
| Grand Total | 0.18% | 0.19% | 0.17% | 0.17% | 0.17% | 0.17% |
| Row Labels | Monday | Tuesday | Wednesday | Thursday | Friday | Grand Total |
| 1994-1996 | 0.31% | 0.32% | 0.31% | 0.36% | 0.31% | 0.32% |
| 1997-1999 | 0.51% | 0.42% | 0.39% | 0.51% | 0.47% | 0.46% |
| 2000-2002 | -0.31% | -0.20% | -0.23% | -0.18% | -0.28% | -0.24% |
| 2003-2005 | 0.24% | 0.24% | 0.20% | 0.22% | 0.27% | 0.23% |
| 2006-2008 | -0.13% | -0.08% | -0.19% | -0.22% | -0.23% | -0.17% |
| 2009-2011 | 0.26% | 0.33% | 0.28% | 0.17% | 0.27% | 0.26% |
| 2012-2014 | 0.36% | 0.28% | 0.37% | 0.27% | 0.33% | 0.32% |
| 2015-2017 | 0.18% | 0.19% | 0.19% | 0.21% | 0.25% | 0.21% |
| 2018-2020 | 0.21% | 0.24% | 0.21% | 0.20% | 0.21% | 0.21% |
| Grand Total | 0.18% | 0.19% | 0.17% | 0.17% | 0.18% | 0.18% |
물론 각 해의 수익율의 차이는 많아보이지만, 전체 기간동안의 5거래일 수익율의 차이는 0.2% (화요일=0.19%, 수목=0.17%) 정도이니 무시해도 좋지 않을까 정도의 performance를 보여줍니다.
결국 stock market에서의 performance는 과거의 데이터로 predict할 수 없다는 점을 생각해보면, 저는 어느 요일에 투자해도 그렇게 큰 차이는 없다 정도로 결론을 내렸습니다.