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Major Indices
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USA | Canada
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Europe
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New Zealand Stock Exchange 50 Index
New Zealand
Monthly Data |
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(1)
Open for Month
(2)
High for Month
(3)
Low for Month
(4)
Close for Month
(5)
%Chg for Month
(6)
Volume (thous of shares) - Average over days in Month
(7)
StDev of dly rtns for Month
(8)
Corr_dly[ NZSX 50 w SP500 ] for Month
(9)
Corr_dly[ NZSX 50 w Nikkei ] for Month
(10)
Corr_dly[ NZSX 50 w FTSE ] for Month
(11)
Daily AutoCorr for Month
(12)
Corr_dly[ NZSX 50 w SP500(d-1) ] for Month
(13)
Corr_dly[ NZSX 50 w NIKKEI(d-1) ] for Month
(14)
Corr_dly[ NZSX 50 w FTSE(d-1) ] for Month
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EconStats does not guarantee the accuracy of this data.
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|_New_Zealand_Stock_Exchange_50_monthly___________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | Volume | | | | | | | | |
| | | | | |(thous) - | | Corr_dly[ | Corr_dly[ | Corr_dly[ | | Corr_dly[ | Corr_dly[ | Corr_dly[ |
| | | | | | Avg over | StDev of dly | NZSX 50 w | NZSX 50 w | NZSX 50 w | Daily | NZSX 50 w | NZSX 50 w | NZSX 50 w |
| Open for | High for | Low for | Close for | %Chg for | days in | rtns for | SP500 ] for | Nikkei ] for | FTSE ] for | AutoCorr for | SP500(d-1) ] | NIKKEI(d-1) | FTSE(d-1) ] |
| Month | Month | Month | Month | Month | Month | Month | Month | Month | Month | Month | for Month | ] for Month | for Month |
Year-MN |____2008-2004_|____2008-2004_|____2008-2004_|____2008-2004_|____2008-2004_|____2008-2004_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-31.52% <-YTD chg (Nov 14, 2008)
Last obs: 2008-11-14 2008-11-14 2008-11-14 2008-11-14 2008-11-14 2008-11-14
2008-11 2820.86 ___ 2898.47 ___ 2726.46 ___ 2767.67 ___ -1.886 ___ 22032.3 10 1.449 10 -0.337 10 0.829 9 0.300 10 -0.135 10 0.919 10 -0.146 10 0.733 10
2008-10 3090.22 ___ 3232.64 ___ 2684.73 ___ 2820.86 ___ -8.717 ___ 31664.9 22 2.811 22 -0.047 22 0.665 21 0.567 22 0.042 22 0.869 22 0.017 22 0.540 22
2008-09 3353.24 ___ 3391.77 ___ 3040.32 ___ 3090.22 ___ -7.844 ___ 34083.9 22 1.432 22 -0.419 21 0.753 20 0.230 22 -0.271 22 0.746 22 -0.133 22 0.433 22
2008-08 3336.28 ___ 3415.81 ___ 3283.65 ___ 3353.24 ___ 0.508 ___ 34585.3 14 0.795 14 -0.358 14 0.690 14 -0.053 14 -0.382 13 0.714 14 0.174 13 0.671 14
2008-07 3194.73 ___ 3338.11 ___ 3001.19 ___ 3336.28 ___ 4.435 ___ 34014.8 21 1.404 21 -0.268 20 0.249 20 0.214 21 -0.148 20 0.682 21 0.347 21 0.298 20
2008-06 3624.23 ___ 3624.23 ___ 3194.61 ___ 3194.61 ___ -11.854 ___ 34350.2 20 0.843 20 -0.072 20 0.663 13 -0.605 13 -0.356 20 0.486 20 -0.372 14 0.361 14
2008-05 3624.80 ___ 3680.52 ___ 3540.43 ___ 3624.23 ___ -0.016 ___ 31364.0 22 0.797 22 0.374 21 0.329 20 0.216 20 0.083 22 0.269 22 0.222 21 0.206 22
2008-04 3470.43 ___ 3654.39 ___ 3464.25 ___ 3624.80 ___ 4.448 ___ 32162.3 20 0.987 21 0.479 21 0.488 20 0.421 21 0.378 21 0.552 21 0.036 21 0.525 21
2008-03 3582.72 ___ 3624.57 ___ 3395.86 ___ 3470.43 ___ -3.134 ___ 31436.4 19 1.011 19 -0.052 19 0.400 18 0.316 19 0.083 18 0.458 19 0.271 19 0.498 18
2008-02 3670.64 ___ 3745.76 ___ 3498.30 ___ 3582.72 ___ -2.395 ___ 43163.8 18 0.984 18 -0.106 18 0.199 17 0.584 18 -0.181 18 0.336 18 -0.010 18 -0.273 18
2008-01 4041.38 ___ 4050.17 ___ 3502.82 ___ 3670.64 ___ -9.174 ___ 24813.0 21 0.841 21 0.045 20 0.547 19 0.173 21 0.365 20 0.653 21 0.262 19 0.561 21
2007-12 4062.89 ___ 4092.93 ___ 3902.62 ___ 4041.38 ___ -0.529 ___ 24494.4 19 0.770 19 0.253 19 0.385 17 0.319 19 0.296 18 0.735 19 0.357 19 0.235 18
2007-11 4209.07 ___ 4218.88 ___ 4036.66 ___ 4062.89 ___ -3.473 ___ 36495.9 22 0.727 22 -0.117 21 0.304 21 -0.176 22 -0.046 22 0.363 22 0.103 22 0.398 22
2007-10 4268.90 ___ 4333.96 ___ 4199.57 ___ 4209.07 ___ -1.402 ___ 24972.6 22 0.497 22 -0.372 22 0.052 21 -0.412 22 0.038 22 0.356 22 0.272 22 0.174 22
2007-09 4118.97 ___ 4294.04 ___ 4109.25 ___ 4268.90 ___ 3.640 ___ 26839.9 20 0.516 20 -0.250 19 0.560 18 0.114 20 -0.195 20 0.487 20 -0.190 20 0.341 20
2007-08 4213.30 ___ 4213.30 ___ 3894.34 ___ 4118.97 ___ -2.239 ___ 30641.1 23 1.085 23 -0.304 23 0.768 23 0.127 22 -0.010 23 0.717 23 -0.111 23 0.552 23
2007-07 4234.29 ___ 4339.92 ___ 4197.69 ___ 4213.30 ___ -0.496 ___ 32081.3 22 0.521 22 0.170 21 0.703 21 0.006 22 0.121 22 0.510 22 0.123 22 0.551 22
2007-06 4302.35 ___ 4324.14 ___ 4168.58 ___ 4234.29 ___ -1.582 ___ 31718.4 20 0.826 20 -0.132 20 0.703 20 0.121 20 0.260 20 0.563 20 0.237 20 0.698 20
2007-05 4194.64 ___ 4342.70 ___ 4162.78 ___ 4302.35 ___ 2.568 ___ 32737.6 23 0.441 23 -0.496 22 0.412 21 -0.162 21 -0.213 23 0.598 23 0.029 22 0.152 23
2007-04 4107.14 ___ 4212.93 ___ 4103.60 ___ 4194.64 ___ 2.130 ___ 25716.8 18 0.464 18 0.358 18 0.206 17 0.273 18 -0.106 17 0.116 18 -0.162 18 0.084 17
2007-03 4037.13 ___ 4129.43 ___ 4001.68 ___ 4107.14 ___ 1.734 ___ 30880.6 21 0.641 22 -0.084 22 0.467 21 0.335 22 -0.260 22 0.552 22 0.165 22 -0.007 22
2007-02 4152.98 ___ 4216.29 ___ 3965.49 ___ 4037.13 ___ -2.790 ___ 31099.5 19 0.630 19 -0.025 18 0.338 18 0.449 19 0.039 19 0.509 19 0.465 19 0.499 19
2007-01 4055.47 ___ 4159.44 ___ 4018.95 ___ 4152.98 ___ 2.404 ___ 21994.7 21 0.399 21 -0.152 20 0.197 19 0.095 21 -0.293 20 0.305 20 0.157 19 -0.059 21
2006-12 3863.71 ___ 4057.07 ___ 3827.63 ___ 4055.47 ___ 4.963 ___ 28315.3 19 0.423 19 0.013 19 0.297 19 0.205 19 -0.106 18 0.313 19 0.076 19 0.391 18
2006-11 3784.50 ___ 3866.99 ___ 3754.99 ___ 3863.71 ___ 2.093 ___ 31895.4 22 0.453 22 0.272 21 0.342 20 0.071 22 -0.186 22 0.373 22 0.164 22 0.062 22
2006-10 3589.34 ___ 3790.40 ___ 3574.47 ___ 3784.50 ___ 5.437 ___ 29576.3 20 0.406 20 -0.138 20 -0.061 19 -0.442 20 0.244 20 -0.035 20 -0.318 20 0.158 20
2006-09 3510.27 ___ 3591.86 ___ 3495.81 ___ 3589.34 ___ 2.253 ___ 32868.6 21 0.506 21 -0.025 20 0.621 20 0.451 21 0.094 21 0.521 21 0.152 21 0.535 21
2006-08 3580.56 ___ 3588.33 ___ 3414.89 ___ 3510.27 ___ -1.963 ___ 28901.3 23 0.538 23 0.047 23 0.228 23 -0.326 22 0.053 23 0.194 23 -0.310 23 0.045 23
2006-07 3585.87 ___ 3679.33 ___ 3524.62 ___ 3580.56 ___ -0.148 ___ 28229.7 21 0.568 21 -0.203 20 0.492 20 -0.022 21 0.368 21 0.541 21 0.352 21 0.695 21
2006-06 3613.59 ___ 3653.69 ___ 3526.43 ___ 3585.87 ___ -0.767 ___ 29069.7 21 0.744 21 -0.318 21 0.364 21 0.035 21 -0.278 21 0.577 21 0.217 21 0.233 21
2006-05 3795.17 ___ 3795.62 ___ 3577.55 ___ 3613.59 ___ -4.785 ___ 38404.2 23 0.869 23 -0.090 22 0.535 20 -0.229 21 0.011 23 0.302 23 -0.135 21 0.582 23
2006-04 3702.48 ___ 3807.26 ___ 3680.55 ___ 3795.17 ___ 2.503 ___ 24977.7 17 0.616 17 -0.014 17 -0.007 17 -0.183 17 0.335 16 -0.060 17 0.319 17 -0.011 16
2006-03 3405.17 ___ 3708.90 ___ 3384.34 ___ 3702.48 ___ 8.739 ___ 37569.9 23 0.619 23 0.152 23 0.022 22 -0.275 23 0.103 23 -0.081 23 0.316 23 0.369 23
2006-02 3350.65 ___ 3412.49 ___ 3302.18 ___ 3404.93 ___ 1.620 ___ 27424.8 19 0.702 19 -0.325 18 -0.084 19 -0.157 19 -0.011 19 0.163 19 -0.011 19 0.329 19
2006-01 3370.51 ___ 3396.12 ___ 3299.65 ___ 3350.65 ___ -0.589 ___ 22523.3 19 0.440 19 0.308 18 0.625 18 0.276 19 -0.118 18 0.465 19 -0.123 18 0.131 19
2005-12 3317.77 ___ 3373.97 ___ 3182.96 ___ 3370.51 ___ 2.062 ___ 27300.8 20 0.721 20 -0.341 20 -0.146 19 0.092 20 0.462 19 -0.001 20 -0.226 20 0.050 19
2005-11 3293.16 ___ 3344.73 ___ 3261.80 ___ 3302.43 ___ 0.281 ___ 28775.6 20 0.562 20 -0.128 19 -0.006 18 0.204 20 0.023 20 0.138 20 -0.150 20 0.080 20
2005-10 3452.79 ___ 3470.74 ___ 3232.24 ___ 3293.16 ___ -4.623 ___ 25489.4 20 0.736 20 -0.185 20 0.541 19 0.655 20 -0.028 20 0.681 20 0.080 20 0.449 20
2005-09 3353.11 ___ 3463.10 ___ 3352.83 ___ 3452.79 ___ 2.973 ___ 31161.3 22 0.424 22 -0.185 21 -0.371 20 -0.095 22 -0.013 22 -0.027 22 0.063 22 0.001 22
2005-08 3359.28 ___ 3407.27 ___ 3319.90 ___ 3353.11 ___ -0.184 ___ 30407.8 23 0.431 23 -0.054 23 0.197 23 -0.027 22 0.106 23 -0.073 23 0.119 23 0.176 23
2005-07 3246.49 ___ 3379.03 ___ 3230.00 ___ 3359.28 ___ 3.474 ___ 31123.7 18 0.509 18 -0.257 18 0.102 17 0.192 18 -0.282 17 0.671 18 -0.013 18 0.280 18
2005-06 3034.35 ___ 3247.21 ___ 2992.85 ___ 3246.49 ___ 6.991 ___ 30096.0 21 0.677 21 0.082 21 -0.094 21 -0.124 21 0.111 21 0.454 21 -0.003 21 0.055 21
2005-05 2982.65 ___ 3053.98 ___ 2889.86 ___ 3034.35 ___ 1.733 ___ 26146.9 21 0.632 21 0.050 20 -0.093 18 0.015 19 0.426 21 -0.107 21 -0.180 19 -0.296 21
2005-04 3039.08 ___ 3073.08 ___ 2925.06 ___ 2982.65 ___ -1.857 ___ 26635.0 18 0.644 18 -0.043 18 0.885 17 0.559 18 -0.002 17 0.594 18 0.057 18 0.275 18
2005-03 3208.42 ___ 3245.42 ___ 3018.72 ___ 3039.08 ___ -5.278 ___ 22669.5 19 0.672 19 -0.070 19 0.330 18 0.068 19 0.123 18 0.429 19 0.188 19 0.502 18
2005-02 3075.58 ___ 3208.42 ___ 3075.58 ___ 3208.42 ___ 4.319 ___ 23027.7 18 0.613 18 0.114 17 0.343 17 0.191 18 0.057 17 0.539 18 0.520 18 0.367 18
2005-01 3064.44 ___ 3096.88 ___ 3049.69 ___ 3075.58 ___ 0.364 ___ 22495.8 18 0.507 18 0.020 18 0.103 17 -0.029 18 -0.325 17 0.226 18 -0.084 18 0.230 18
2004-12 2990.80 ___ 3064.54 ___ 2956.17 ___ 3064.44 ___ 2.462 ___ 17621.1 21 0.409 21 0.030 20 0.121 19 0.388 21 0.471 20 0.492 21 -0.086 21 0.291 20
2004-11 2812.34 ___ 2996.27 ___ 2812.34 ___ 2990.80 ___ 6.346 ___ 24129.5 21 0.427 21 0.192 20 0.137 19 0.406 21 0.082 21 0.041 21 -0.175 21 0.200 21
2004-10 2853.72 ___ 2864.05 ___ 2768.95 ___ 2812.34 ___ -0.778 ___ 28644.9 2 0.471 18 0.132 18 0.435 17 0.162 18 0.323 18 0.543 18 0.498 18 0.658 18
2004-09 2749.51 ___ 2838.96 ___ 2723.01 ___ 2834.40 ___ 3.169 ___ 0.364 20 -0.033 19 -0.667 18 0.072 20 0.055 20 -0.077 20 -0.077 20 -0.351 20
2004-08 2788.01 ___ 2803.14 ___ 2726.93 ___ 2747.34 ___ -1.459 ___ 0.369 20 -0.260 20 0.349 20 0.546 19 -0.306 20 0.511 20 -0.034 20 0.022 20
2004-07 2696.07 ___ 2788.01 ___ 2674.23 ___ 2788.01 ___ 3.410 ___ 26286.1 2 0.436 21 0.078 20 0.352 20 0.151 21 0.002 21 0.071 21 -0.133 21 0.408 21
2004-06 2595.73 ___ 2696.24 ___ 2590.00 ___ 2696.07 ___ 3.866 ___ 0.389 18 -0.060 18 -0.154 18 -0.557 18 -0.072 18 0.473 18 0.012 18 0.093 18
2004-05 2612.57 ___ 2631.06 ___ 2556.61 ___ 2595.73 ___ 0.502 18 -0.216 17 0.268 17 0.363 17 0.044 18 0.424 18 0.365 16 0.112 18
