The right emphasis
Donuts and pies: which tastes worse?

Stock return charts

Data abundance causes lazy, unfocused graphics as more is not always better.  I do not completely agree with Tufte on the matter of maximizing data-to-ink ratio.  He loves data-rich designs.  I believe that there are diminishing returns: too much data frequently crowd out the message.

A case in point is the typical stock return chart.  Here is an example from NYT:


Notice the wasted motion in the zig-zagging lines, tracing weekly stock returns over 5 years.  Do they need so much data to make their point?

In fact, what is the point of this graphic?  The sub-title does not inform.

The infamous grid-lines make another appearance but are helpless against such granular data.  Similarly, the horizontal scale showing every other year is incongruous with weekly data.

Finally this chart can be very misleading: altering the time period or how returns are measured would change the graphic drastically.

I am working on various ideas for improvement.  Will post them later.

Reference: "The Blurry Boundaries of Growth and Value", Sunday New York Times, July 17, 2005.


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