Keynesian Beauty Contest

From Weekly I/O#98


The Keynesian Beauty Contest: How predicting what others will do rather than making personal judgments leads to seemingly irrational market behavior.

Article: The Keynesian Beauty Contest - The Decision Lab

Why do certain stocks skyrocket or crash, even though their underlying value doesn't seem to change? Long ago, we learned about Reflexivity Theory explaining this phenomenon. And here's a more concrete example from the famous economist John Maynard Keynes.

In the 1930s, newspapers ran contests asking people to pick the most beautiful faces from a selection of photographs. But there was a twist. Winners weren't those who picked faces they personally found most attractive. Instead, the winners were those who correctly predicted the faces most other people would find attractive.

Keynes realized the stock market works similarly. Investors often ignore the actual value and instead, try to guess which stocks other investors will choose. This behavior creates a cycle. Everyone tries to predict what everyone else is predicting, making stock prices swing wildly without reason.

That's why Benjamin Graham famously said that "In the short run, the market is a voting machine". But don't forget the latter part of his quote: "In the long run, it is a weighing machine."


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