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Major Indices
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USA | Canada
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XETRA, Deutsche Börse Group Index
Germany
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[ XETRA Tech w SP500 ] for Month
(9)
Corr_dly[ XETRA Tech w Nikkei ] for Month
(10)
Corr_dly[ XETRA Tech w FTSE ] for Month
(11)
Daily AutoCorr for Month
(12)
Corr_dly[ XETRA Tech w SP500(d-1) ] for Month
(13)
Corr_dly[ XETRA Tech w NIKKEI(d-1) ] for Month
(14)
Corr_dly[ XETRA Tech w FTSE(d-1) ] for Month
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EconStats does not guarantee the accuracy of this data.
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|_XETRA,_Deutsche_Börse_Group_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 | XETRA Tech w | XETRA Tech w | XETRA Tech w | Daily | XETRA Tech w | XETRA Tech w | XETRA Tech 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 |____2008-2003_|____2008-2003_|____2008-2003_|____2008-2003_|____2008-2003_|_-99999-99999_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-20.57% <-YTD chg (Aug 14, 2008)
2008-08 759.940 ___ 792.250 ___ 746.500 ___ 773.770 ___ 0.967 ___ 1.174 10 0.502 10 0.682 10 0.860 10 -0.031 10 0.417 10 -0.032 10 0.228 10
2008-07 769.790 ___ 778.990 ___ 675.620 ___ 766.360 ___ -0.548 ___ 2.197 23 0.330 22 0.310 21 0.759 21 -0.084 23 0.370 23 -0.064 23 -0.099 22
2008-06 859.090 ___ 880.070 ___ 751.010 ___ 770.580 ___ -9.577 ___ 1.590 17 0.536 17 -0.243 13 0.430 13 0.169 16 -0.179 17 0.537 12 0.261 12
2008-05 852.880 ___ 887.470 ___ 820.530 ___ 852.190 ___ 0.704 ___ 1.558 21 0.140 20 0.299 19 0.571 19 -0.239 21 0.136 21 0.202 20 -0.107 21
2008-04 774.860 ___ 896.570 ___ 774.350 ___ 846.230 ___ 8.995 ___ 1.583 22 0.672 22 0.009 21 0.829 22 -0.051 22 -0.081 22 -0.165 22 -0.217 22
2008-03 769.510 ___ 781.340 ___ 692.950 ___ 776.390 ___ -0.974 ___ 2.213 17 0.106 17 0.280 16 0.593 17 0.257 16 0.090 17 0.190 17 0.089 16
2008-02 798.820 ___ 842.440 ___ 753.460 ___ 784.030 ___ -0.731 ___ 2.419 21 0.507 20 0.171 19 0.819 20 0.031 21 0.559 21 -0.063 21 0.015 21
2008-01 974.810 ___ 986.000 ___ 669.180 ___ 789.800 ___ -18.928 ___ 3.141 22 -0.078 21 0.368 19 0.852 22 -0.181 21 0.503 22 -0.047 19 -0.159 22
2007-12 972.410 ___ 1005.12 ___ 939.150 ___ 974.190 ___ 0.409 ___ 1.511 17 0.439 17 0.706 17 0.952 17 -0.215 16 0.100 17 -0.106 17 -0.198 16
2007-11 1019.98 ___ 1058.93 ___ 857.580 ___ 970.220 ___ -4.569 ___ 2.134 22 0.156 21 0.555 21 0.563 22 0.232 22 0.380 22 0.291 22 0.125 22
2007-10 968.460 ___ 1023.81 ___ 956.240 ___ 1016.67 ___ 5.239 ___ 1.199 23 0.343 23 0.366 22 0.713 23 -0.346 23 0.327 23 -0.011 23 -0.074 23
2007-09 920.210 ___ 978.050 ___ 884.510 ___ 966.060 ___ 5.316 ___ 1.360 20 0.629 19 0.275 18 0.781 20 -0.091 20 0.141 20 -0.199 20 -0.127 20
2007-08 905.260 ___ 926.850 ___ 798.590 ___ 917.300 ___ -0.440 ___ 1.949 23 0.250 23 0.371 23 0.841 22 0.033 23 0.598 23 0.043 23 0.128 23
2007-07 929.400 ___ 981.260 ___ 864.940 ___ 921.350 ___ -1.193 ___ 1.456 22 0.539 21 0.277 21 0.799 22 0.100 22 0.143 22 -0.010 22 0.100 22
2007-06 926.710 ___ 941.850 ___ 867.290 ___ 932.470 ___ 0.900 ___ 1.259 21 0.275 21 0.291 21 0.810 21 0.149 21 0.550 21 -0.303 21 0.230 21
2007-05 886.870 ___ 927.250 ___ 840.840 ___ 924.150 ___ 4.141 ___ 0.992 21 0.054 21 0.398 19 0.210 20 -0.005 21 0.192 21 -0.197 20 -0.327 21
2007-04 848.510 ___ 900.880 ___ 845.000 ___ 887.400 ___ 4.796 ___ 0.983 19 0.672 19 0.356 18 0.767 19 -0.007 18 0.254 19 -0.314 19 0.321 18
2007-03 802.290 ___ 855.090 ___ 758.310 ___ 846.790 ___ 5.398 ___ 1.611 22 0.548 22 0.862 21 0.901 22 0.031 22 0.405 22 -0.069 22 0.072 22
2007-02 816.600 ___ 872.720 ___ 760.360 ___ 803.420 ___ -1.198 ___ 1.958 20 0.692 19 0.202 19 0.745 20 -0.065 20 0.233 20 0.122 20 0.016 20
2007-01 749.690 ___ 813.750 ___ 749.310 ___ 813.160 ___ 8.665 ___ 0.914 22 0.135 20 0.315 19 0.582 22 -0.220 22 0.217 21 -0.198 20 0.159 22
2006-12 697.550 ___ 749.250 ___ 688.660 ___ 748.320 ___ 7.335 ___ 0.907 19 0.279 19 0.661 19 0.576 19 -0.283 18 0.461 19 -0.362 19 0.176 18
2006-11 691.230 ___ 716.850 ___ 675.480 ___ 697.180 ___ 0.848 ___ 1.089 22 0.624 21 0.140 20 0.601 22 0.042 22 0.423 22 -0.047 22 0.183 22
2006-10 662.600 ___ 694.620 ___ 648.550 ___ 691.320 ___ 4.227 ___ 0.921 21 0.391 21 0.273 20 0.620 21 -0.248 21 0.113 21 -0.509 21 -0.063 21
2006-09 648.580 ___ 663.770 ___ 626.490 ___ 663.280 ___ 2.470 ___ 1.133 21 0.667 20 0.356 20 0.661 21 0.263 21 0.400 21 -0.180 21 -0.171 21
2006-08 621.680 ___ 661.360 ___ 616.130 ___ 647.290 ___ 4.304 ___ 0.980 23 0.189 23 0.341 23 0.388 22 0.176 23 0.335 23 -0.090 23 -0.393 23
2006-07 657.850 ___ 672.670 ___ 582.400 ___ 620.580 ___ -4.841 ___ 1.762 21 0.632 20 0.504 20 0.773 21 0.198 21 0.412 21 0.053 21 0.309 21
2006-06 660.880 ___ 675.520 ___ 578.300 ___ 652.150 ___ -1.057 ___ 2.247 22 0.531 22 0.632 22 0.921 22 0.008 22 0.517 22 0.055 22 -0.035 22
2006-05 731.300 ___ 761.750 ___ 613.590 ___ 659.120 ___ -9.870 ___ 1.990 23 0.521 22 0.107 20 0.816 21 0.049 23 0.353 23 0.034 21 0.072 23
2006-04 727.070 ___ 745.050 ___ 701.410 ___ 731.300 ___ 0.561 ___ 0.733 20 0.354 19 0.186 20 0.697 18 -0.205 20 0.202 20 -0.205 20 -0.354 19
2006-03 744.110 ___ 750.750 ___ 702.030 ___ 727.220 ___ -2.180 ___ 0.958 23 -0.096 23 0.507 22 0.621 23 -0.048 23 0.275 23 0.036 23 -0.009 23
2006-02 673.580 ___ 769.410 ___ 672.360 ___ 743.430 ___ 10.524 ___ 1.181 20 0.189 19 0.143 20 0.498 20 -0.259 20 0.013 20 -0.192 20 0.012 20
2006-01 596.610 ___ 684.950 ___ 596.410 ___ 672.640 ___ 12.770 ___ 0.860 22 0.174 20 -0.012 19 0.481 21 -0.123 22 0.292 22 0.254 21 0.221 22
2005-12 586.690 ___ 599.530 ___ 586.020 ___ 596.470 ___ 1.724 ___ 0.397 22 0.085 21 0.262 21 0.519 20 0.371 22 -0.150 22 0.107 22 0.001 21
2005-11 567.420 ___ 588.390 ___ 567.420 ___ 586.360 ___ 3.205 ___ 0.512 22 0.366 21 0.138 20 0.577 22 -0.002 22 0.248 22 0.538 22 0.076 22
2005-10 610.650 ___ 628.940 ___ 550.360 ___ 568.150 ___ -7.024 ___ 1.466 21 0.005 21 0.571 20 0.840 21 0.019 21 0.611 21 -0.184 21 0.124 21
2005-09 582.610 ___ 612.870 ___ 582.560 ___ 611.070 ___ 5.103 ___ 0.642 22 0.239 21 0.188 20 0.232 22 0.136 22 0.301 22 -0.452 22 0.119 22
2005-08 591.530 ___ 604.980 ___ 573.370 ___ 581.400 ___ -1.983 ___ 0.584 23 0.197 23 0.300 23 0.663 22 0.038 23 0.136 23 -0.085 23 0.167 23
2005-07 546.840 ___ 595.620 ___ 536.050 ___ 593.160 ___ 8.075 ___ 0.818 21 0.378 20 0.256 20 0.524 21 0.027 21 0.587 21 -0.062 21 -0.183 21
2005-06 531.780 ___ 550.550 ___ 527.950 ___ 548.840 ___ 3.270 ___ 0.707 22 0.125 22 0.439 22 0.668 22 -0.089 22 0.516 22 0.091 22 -0.005 22
2005-05 500.390 ___ 533.690 ___ 500.390 ___ 531.460 ___ 6.450 ___ 0.504 22 0.052 21 -0.147 19 0.428 20 -0.417 22 0.023 22 -0.086 20 -0.281 22
2005-04 526.780 ___ 536.190 ___ 495.640 ___ 499.260 ___ -5.100 ___ 0.974 21 0.012 21 0.842 20 0.855 21 0.104 21 0.654 21 0.107 21 0.257 21
2005-03 541.810 ___ 547.200 ___ 519.630 ___ 526.090 ___ -2.960 ___ 0.683 23 0.195 22 0.388 22 0.409 21 -0.412 23 0.516 23 -0.220 23 -0.292 22
2005-02 526.260 ___ 548.140 ___ 526.260 ___ 542.140 ___ 3.080 ___ 0.619 20 0.525 19 0.328 19 0.756 20 -0.066 20 0.477 20 0.121 20 -0.014 20
2005-01 523.110 ___ 536.540 ___ 514.880 ___ 525.940 ___ 1.144 ___ 0.851 21 -0.118 20 0.134 19 0.611 20 -0.160 21 0.385 21 0.181 20 -0.133 21
2004-12 508.700 ___ 524.400 ___ 507.810 ___ 519.990 ___ 1.899 ___ 0.565 23 0.083 22 0.467 21 0.578 21 -0.022 23 -0.052 23 -0.082 23 0.126 22
2004-11 497.650 ___ 520.520 ___ 495.940 ___ 510.300 ___ 2.819 ___ 0.712 22 0.174 21 0.383 20 0.615 22 -0.259 22 0.377 22 -0.441 22 -0.063 22
2004-10 497.280 ___ 527.220 ___ 490.150 ___ 496.310 ___ 0.044 ___ 1.382 21 0.370 21 0.804 20 0.771 21 0.179 21 0.592 21 -0.007 21 0.277 21
2004-09 467.350 ___ 504.430 ___ 463.850 ___ 496.090 ___ 6.407 ___ 1.151 22 0.559 21 0.590 20 0.490 22 0.109 22 0.125 22 -0.071 22 0.023 22
2004-08 508.160 ___ 508.620 ___ 431.250 ___ 466.220 ___ -8.257 ___ 2.223 22 0.349 22 0.259 22 0.722 21 0.056 22 0.618 22 -0.258 22 0.181 22
2004-07 577.420 ___ 589.310 ___ 499.770 ___ 508.180 ___ -12.003 ___ 1.202 22 -0.081 21 0.131 21 0.776 22 -0.287 22 0.503 22 0.003 22 -0.125 22
2004-06 566.450 ___ 582.200 ___ 555.400 ___ 577.500 ___ 1.963 ___ 0.959 22 0.453 21 0.558 22 0.684 22 0.038 22 0.002 22 -0.252 22 0.050 22
2004-05 582.090 ___ 594.560 ___ 523.540 ___ 566.380 ___ -2.961 ___ 2.026 21 0.465 20 0.652 18 0.816 19 -0.297 21 0.187 21 -0.031 19 -0.313 21
2004-04 594.150 ___ 621.440 ___ 574.960 ___ 583.660 ___ -1.754 ___ 1.342 22 0.310 21 0.295 21 0.769 20 0.153 22 0.374 22 0.013 22 0.158 21
2004-03 630.710 ___ 654.840 ___ 547.740 ___ 594.080 ___ -5.755 ___ 2.277 23 0.815 23 0.372 23 0.835 23 -0.042 23 0.128 23 0.334 23 -0.255 23
2004-02 616.100 ___ 654.970 ___ 599.860 ___ 630.360 ___ 2.394 ___ 1.083 20 0.574 19 0.357 19 0.349 20 0.067 20 0.182 20 -0.114 20 -0.258 20
2004-01 541.310 ___ 626.000 ___ 539.860 ___ 615.620 ___ 13.728 ___ 1.201 22 0.059 20 0.460 19 0.772 21 0.049 22 0.228 22 -0.171 20 -0.059 22
2003-12 557.530 ___ 566.620 ___ 522.660 ___ 541.310 ___ -2.847 ___ 0.801 23 0.119 22 0.673 21 0.611 21 0.195 23 0.320 23 -0.217 23 0.202 22
2003-11 563.510 ___ 580.790 ___ 538.810 ___ 557.170 ___ -0.792 ___ 1.640 20 0.476 19 0.438 18 0.781 20 0.046 20 0.572 20 -0.224 20 -0.048 20
2003-10 483.430 ___ 563.880 ___ 475.960 ___ 561.620 ___ 15.515 ___ 1.632 23 0.498 23 0.151 22 0.707 23 0.053 23 0.077 23 0.304 23 0.131 23
2003-09 524.860 ___ 568.160 ___ 480.890 ___ 486.190 ___ -7.618 ___ 1.859 22 0.602 21 0.594 20 0.713 22 0.331 22 0.286 22 0.259 22 0.237 22
2003-08 462.150 ___ 527.460 ___ 449.220 ___ 526.280 ___ 14.322 ___ 1.281 21 -0.009 21 0.414 21 0.166 20 -0.026 21 0.473 21 0.111 21 0.070 21
2003-07 424.790 ___ 462.820 ___ 409.750 ___ 460.350 ___ 8.274 ___ 1.739 23 0.395 22 0.453 22 0.808 23 -0.243 23 0.196 23 -0.161 23 -0.047 23
2003-06 406.040 ___ 442.250 ___ 406.040 ___ 425.170 ___ 5.446 ___ 1.694 21 0.511 21 0.180 21 0.702 21 -0.129 21 0.178 21 -0.030 21 -0.354 21
2003-05 389.350 ___ 413.330 ___ 371.100 ___ 403.210 ___ 3.560 ___ 1.854 22 0.574 21 0.375 21 0.713 20 0.148 22 0.292 22 -0.095 22 -0.061 22
2003-04 328.700 ___ 396.660 ___ 328.430 ___ 389.350 ___ 18.157 ___ 1.924 22 0.406 21 0.321 21 0.775 20 -0.144 22 -0.001 22 -0.100 22 0.036 21
2003-03 344.910 ___ 351.950 ___ 327.190 ___ 329.520 ___ 1.200 3 0.726 3 0.675 3 0.996 3 na 0.891 3 0.530 3 -0.438 3
