|
|
|
|
Russell 1000 Index
US
Yearly Data |
|
|
(1)
Open for Year
(2)
High for Year
(3)
Low for Year
(4)
Close for Year
(5)
%Chg for Year
(6)
Volume (thous of shares) - Average over days in Year
(7)
StDev of dly rtns for Year
(8)
Corr_dly[ Rus 1000 w SP500 ] for Year
(9)
Corr_dly[ Rus 1000 w Nikkei ] for Year
(10)
Corr_dly[ Rus 1000 w FTSE ] for Year
(11)
Daily AutoCorr for Year
(12)
Corr_dly[ Rus 1000 w SP500(d-1) ] for Year
(13)
Corr_dly[ Rus 1000 w NIKKEI(d-1) ] for Year
(14)
Corr_dly[ Rus 1000 w FTSE(d-1) ] for Year
|
EconStats does not guarantee the accuracy of this data.
|
|
|_Russell_1000_yearly_____________________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | Volume | | Corr_dly[ | Corr_dly[ | Corr_dly[ | | Corr_dly[ | Corr_dly[ | Corr_dly[ |
| | | | | |(thous) - | StDev of dly | Rus 1000 w | Rus 1000 w | Rus 1000 w | Daily | Rus 1000 w | Rus 1000 w | Rus 1000 w |
| Open for | High for | Low for | Close for | %Chg for | Avg over | rtns for | SP500 ] for | Nikkei ] for | FTSE ] for | AutoCorr for | SP500(d-1) ] | NIKKEI(d-1) | FTSE(d-1) ] |
| Year | Year | Year | Year | Year | days in Year | Year | Year | Year | Year | Year | for Year | ] for Year | for Year |
Year |____2008-1992_|____2008-1992_|____2008-1992_|____2008-1992_|____2008-1992_|____2005-2005_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-11.25% <-YTD chg (Aug 15, 2008)
2008 end 799.730 ___ 803.250 ___ 657.670 ___ 709.860 ___ -11.248 ___ 1.357 156 0.998 156 0.107 141 0.383 147 -0.150 155 -0.138 156 -0.016 146 0.020 148
2007 end 770.520 ___ 858.640 ___ 742.840 ___ 799.820 ___ 3.862 ___ 0.996 251 0.999 251 0.082 237 0.562 247 -0.156 250 -0.155 250 -0.079 248 -0.111 249
2006 end 679.960 ___ 777.810 ___ 663.180 ___ 770.080 ___ 13.344 ___ 0.639 251 0.998 251 0.122 241 0.528 247 0.014 251 0.017 251 -0.079 248 -0.021 249
2005 end 651.260 ___ 693.720 ___ 612.690 ___ 679.420 ___ 4.367 ___ 1717.44 116 0.649 252 0.998 252 0.046 237 0.333 247 -0.078 252 -0.079 252 0.012 249 -0.035 250
2004 end 594.980 ___ 653.900 ___ 565.500 ___ 650.990 ___ 9.491 ___ 0.700 252 0.998 252 0.178 237 0.409 247 0.013 252 0.012 252 0.016 248 -0.032 250
2003 end 466.180 ___ 595.260 ___ 419.020 ___ 594.560 ___ 27.539 ___ 1.059 252 0.999 252 0.057 237 0.484 248 -0.126 252 -0.126 252 0.047 249 -0.030 250
2002 end 604.940 ___ 620.630 ___ 406.530 ___ 466.180 ___ -22.938 ___ 1.629 251 0.999 251 0.169 237 0.470 245 -0.032 251 -0.024 251 -0.103 247 -0.043 248
2001 end 700.090 ___ 732.130 ___ 497.210 ___ 604.940 ___ -13.591 ___ 1.390 248 0.998 248 0.211 233 0.445 244 0.031 247 0.031 247 -0.044 245 0.064 246
2000 end 767.970 ___ 826.760 ___ 662.220 ___ 700.090 ___ -8.839 ___ 1.468 249 0.993 249 0.015 238 0.440 245 0.014 248 0.019 249 0.002 246 -0.066 246
1999 end 642.870 ___ 769.750 ___ 630.320 ___ 767.970 ___ 19.460 ___ 1.119 252 0.998 252 0.079 237 0.385 246 0.007 252 0.009 252 -0.081 249 0.041 249
1998 end 513.790 ___ 647.220 ___ 476.520 ___ 642.870 ___ 25.123 ___ 1.258 252 0.997 252 0.170 239 0.462 247 -0.001 252 -0.004 252 0.039 249 0.131 250
1997 end 393.750 ___ 520.670 ___ 386.730 ___ 513.790 ___ 30.486 ___ 1.087 253 0.997 253 0.073 239 0.426 249 -0.001 253 -0.003 253 -0.145 250 0.027 251
1996 end 328.890 ___ 404.070 ___ 317.600 ___ 393.750 ___ 19.721 ___ 0.732 254 0.995 254 0.043 240 0.368 250 0.161 254 0.157 254 0.012 251 -0.010 252
1995 end 244.640 ___ 331.930 ___ 243.540 ___ 328.890 ___ 34.438 ___ 0.500 252 0.988 252 0.058 243 0.352 248 0.043 252 0.030 252 0.059 249 0.105 250
1994 end 250.850 ___ 258.680 ___ 234.100 ___ 244.640 ___ -2.421 ___ 0.612 252 0.994 252 0.062 239 0.388 247 0.052 252 0.031 252 0.024 249 -0.006 250
1993 end 233.580 ___ 253.520 ___ 228.740 ___ 250.710 ___ 7.329 ___ 0.539 253 0.989 253 0.187 239 0.254 248 0.106 253 0.087 253 -0.104 250 -0.056 251
1992 end 231.520 ___ 236.320 ___ 229.850 ___ 233.590 ___ 0.488 12 0.990 12 0.494 10 0.413 11 0.206 12 0.220 12 0.211 12 0.079 11
