It's well known that routine physical activity benefits both body and mind. And there are no age limits. Both children and adults can reap big benefits.

Now a study published in Clinical Psychological Science, a journal of the Association for Psychological Science, explores whether certain factors may help to explain the value of daily physical activity for adolescents' mental health.

Researchers from the Trimbos Institute in the Netherlands looked at two possible explanations for the link between exercise and good mental health. One was positive self image and the other was winning friends. They surveyed 7,000 Dutch students, ages 11 to 16.

Yale University child psychologist Alan Kazdin, the editor of Clinical Psychological Science, says the findings show just how bountiful the benefits of exercise can be.

"I think it would be too strong to call it an elixir, but it has the broad effects of something like that," he says.

In the survey, researchers found that teenagers who took part in organized sports had a more positive self image and greater self esteem than teens who weren't physically active.

They were simply happier, more grounded and less likely to engage in problematic behavior, "like social withdrawal and anxiety, getting into trouble, aggressive behavior with others," says Kazdin. All these negative behaviors were lower among the teens who exercised. The study also found those students who were on teams had more friends.

Sport psychology coach Greg Chertok says that when it comes to being more confident, the study findings are something of a chicken and egg dilemma.

Does the exercise make teenagers more confident or do more confident teenagers take part in sports?

"I think teenagers who have positive self perceptions are more likely to test their mettle and insert themselves into competitive environments, and to insert themselves into mentally and physically demanding situations," says Chertok.

Now the study doesn't mean every teenager needs to be on a sports team. Exercise in any form, says psychologist Kazdin, is well worth it.

That could be a dance class, jogging or Wii sports. With school budget cuts, though, physical education is often the first thing to go. That's a big mistake, says Kazdin.

"This might be the first class you include in any school curriculum rather than the one you get rid of and you would do it even if you didn't like exercise because we know now that exercise enhances school academic performance," he says.

That, along with the social and emotional benefits found in this study, add up to a strong argument for teenagers to either take part in sports or commit themselves to some form of daily exercise.

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