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S&P 500 total rtn (incldg dividends) Index
US
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[ SP500_div w SP500 ] for Month
(9)
Corr_dly[ SP500_div w Nikkei ] for Month
(10)
Corr_dly[ SP500_div w FTSE ] for Month
(11)
Daily AutoCorr for Month
(12)
Corr_dly[ SP500_div w SP500(d-1) ] for Month
(13)
Corr_dly[ SP500_div w NIKKEI(d-1) ] for Month
(14)
Corr_dly[ SP500_div w FTSE(d-1) ] for Month
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EconStats does not guarantee the accuracy of this data.
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|_S&P_500_total_rtn_(incldg_dividends)_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 | SP500_div w | SP500_div w | SP500_div w | Daily | SP500_div w | SP500_div w | SP500_div 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 |____2011-2006_|____2011-2006_|____2011-2006_|____2011-2006_|____2011-2006_|____2011-2006_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
<-YTD chg (Dec 1, 2011)
Last obs: 2011-12-1 2011-12-1 2011-12-1 2011-12-1 2011-12-1 2011-12-1
2011-12 12046.2 ___ 12122.6 ___ 11916.4 ___ 12020.0 ___ -0.213 ___ 3818680 1 na na na na na na na na
2011-11 11982.9 ___ 12212.1 ___ 11192.8 ___ 12045.7 ___ 3870520 17 1.907 16 0.992 16 -0.096 15 0.901 16 -0.016 15 -0.042 16 0.392 16 0.040 16
2011-10 na na na na na na na na
2011-09 na na na na na na na na
2011-08 na na na na na na na na
2011-07 na na na na na na na na
2011-06 na na na na na na na na
2011-05 na na na na na na na na
2011-04 na na na na na na na na
2011-03 na na na na na na na na
2011-02 na na na na na na na na
2011-01 na na na na na na na na
2010-12 na na na na na na na na
2010-11 na na na na na na na na
2010-10 na na na na na na na na
2010-09 na na na na na na na na
2010-08 na na na na na na na na
2010-07 na na na na na na na na
2010-06 na na na na na na na na
2010-05 na na na na na na na na
2010-04 na na na na na na na na
2010-03 na na na na na na na na
2010-02 na na na na na na na na
2010-01 na na na na na na na na
2009-12 na na na na na na na na
2009-11 1711.65 ___ 1756.07 ___ 1711.65 ___ 1756.07 ___ 3.258 ___ 0.746 5 1.000 5 -0.538 4 0.044 5 -0.181 5 -0.190 5 0.623 5 0.428 5
2009-10 1688.24 ___ 1801.12 ___ 1680.70 ___ 1700.67 ___ -1.858 ___ 1.360 22 1.000 22 -0.046 21 0.751 22 -0.193 22 -0.195 22 0.027 22 -0.217 22
2009-09 1633.63 ___ 1755.99 ___ 1628.66 ___ 1732.86 ___ 3.732 ___ 1.030 20 0.986 20 -0.068 17 0.704 20 0.221 20 0.235 20 -0.287 18 0.090 20
2009-08 1637.06 ___ 1687.16 ___ 1602.06 ___ 1670.52 ___ 3.686 ___ 1.034 21 1.000 21 0.088 21 0.818 20 0.121 21 0.043 21 0.031 21 0.116 21
2009-07 1505.64 ___ 1611.14 ___ 1434.50 ___ 1611.14 ___ 7.485 ___ 1.326 21 1.000 21 0.023 20 0.797 21 0.006 21 0.006 21 0.288 21 -0.041 21
2009-06 1534.65 ___ 1541.70 ___ 1455.54 ___ 1498.94 ___ 0.199 ___ 1.285 22 1.000 22 0.182 22 0.709 22 0.194 22 0.093 22 0.012 22 0.008 22
2009-05 1424.41 ___ 1509.14 ___ 1424.41 ___ 1495.97 ___ 5.593 ___ 1.931 18 0.896 18 -0.355 16 0.825 18 -0.363 18 -0.166 18 0.492 16 -0.174 18
2009-04 1314.63 ___ 1417.99 ___ 1314.63 ___ 1416.73 ___ 9.571 ___ 1.884 21 1.000 21 0.260 20 0.614 20 -0.079 21 -0.080 21 -0.152 21 -0.095 20
2009-03 1133.43 ___ 1349.37 ___ 1095.04 ___ 1292.98 ___ 8.760 ___ 3.088 22 1.000 22 0.280 21 0.706 22 -0.131 22 -0.130 22 -0.037 22 -0.026 22
2009-02 1329.81 ___ 1403.19 ___ 1188.84 ___ 1188.84 ___ -10.648 ___ 2.275 19 1.000 19 -0.092 18 0.475 19 -0.117 19 -0.118 19 0.119 19 0.026 19
2009-01 1503.87 ___ 1503.87 ___ 1296.63 ___ 1330.51 ___ -8.429 ___ 2.626 18 0.971 18 -0.020 17 0.566 18 -0.432 17 -0.369 18 0.200 18 0.007 18
2008-12 1309.39 ___ 1466.87 ___ 1309.39 ___ 1452.98 ___ 1.064 ___ 3.093 22 1.000 22 -0.028 20 0.495 21 -0.313 22 -0.313 22 -0.168 22 -0.310 21
2008-11 1544.91 ___ 1608.00 ___ 1206.04 ___ 1437.68 ___ -7.175 ___ 4.474 19 1.000 19 0.153 17 0.617 19 -0.042 19 -0.042 19 -0.192 19 -0.102 19
2008-10 1853.26 ___ 1853.26 ___ 1356.78 ___ 1548.81 ___ -16.795 ___ 5.089 23 1.000 23 0.239 22 0.518 23 -0.091 23 -0.092 23 -0.213 23 -0.114 23
2008-09 2035.24 ___ 2035.24 ___ 1765.72 ___ 1861.44 ___ -8.911 ___ 3.427 21 1.000 21 -0.117 19 0.641 21 -0.429 21 -0.430 21 -0.156 21 -0.362 21
2008-08 2003.16 ___ 2076.59 ___ 1985.23 ___ 2043.53 ___ 1.447 ___ 1.313 21 1.000 21 0.031 21 0.600 20 -0.202 21 -0.199 21 -0.439 21 -0.233 21
2008-07 2039.65 ___ 2040.81 ___ 1929.85 ___ 2014.39 ___ -0.841 ___ 1.460 22 1.000 22 -0.041 21 0.144 22 -0.256 22 -0.254 22 0.032 22 0.065 22
2008-06 2195.26 ___ 2225.74 ___ 2028.89 ___ 2031.47 ___ -8.430 ___ 1.234 21 1.000 21 -0.199 21 0.629 21 -0.340 21 -0.342 21 0.120 21 -0.225 21
2008-05 2228.09 ___ 2258.74 ___ 2179.05 ___ 2218.49 ___ 1.295 ___ 0.902 21 1.000 21 0.322 19 0.308 20 -0.170 21 -0.173 21 -0.058 20 0.126 21
2008-04 2163.38 ___ 2209.25 ___ 2098.91 ___ 2190.13 ___ 4.871 ___ 1.181 21 1.000 21 0.082 20 0.791 21 0.046 21 0.047 21 -0.174 21 0.004 21
2008-03 2098.63 ___ 2135.54 ___ 2008.71 ___ 2088.41 ___ -0.432 ___ 1.824 20 1.000 20 0.092 19 0.511 19 -0.328 20 -0.327 20 -0.059 20 -0.548 19
2008-02 2194.42 ___ 2194.42 ___ 2087.04 ___ 2097.47 ___ -3.249 ___ 1.292 20 1.000 20 0.032 19 0.368 20 0.245 20 0.244 20 -0.045 20 0.397 20
2008-01 2217.59 ___ 2232.24 ___ 2060.14 ___ 2167.90 ___ -5.998 ___ 1.717 19 0.984 19 0.209 18 0.207 19 -0.194 18 -0.197 19 0.086 18 -0.029 19
2007-12 2308.73 ___ 2378.60 ___ 2269.23 ___ 2306.23 ___ -0.694 ___ 1.115 20 1.000 20 0.343 18 0.453 19 0.007 20 0.002 20 0.150 20 0.303 19
2007-11 2360.20 ___ 2379.05 ___ 2205.48 ___ 2322.34 ___ -4.180 ___ 1.666 21 1.000 21 0.059 20 0.711 21 -0.344 21 -0.343 21 -0.055 21 -0.232 21
2007-10 2417.44 ___ 2447.02 ___ 2346.77 ___ 2423.66 ___ 1.590 ___ 0.873 23 1.000 23 0.334 22 0.599 23 -0.151 23 -0.150 23 -0.335 23 0.122 23
2007-09 2323.82 ___ 2392.92 ___ 2266.50 ___ 2385.72 ___ 3.740 ___ 0.996 19 1.000 19 0.030 17 0.771 19 -0.148 19 -0.147 19 -0.151 19 -0.424 19
2007-08 2282.29 ___ 2333.23 ___ 2193.39 ___ 2299.71 ___ 1.499 ___ 1.526 23 1.000 23 -0.270 23 0.458 22 -0.253 23 -0.250 23 -0.083 23 -0.364 23
2007-07 2363.27 ___ 2417.50 ___ 2265.74 ___ 2265.74 ___ -3.101 ___ 1.092 21 1.000 21 0.196 20 0.543 21 -0.118 21 -0.120 21 -0.027 21 0.000 21
2007-06 2386.62 ___ 2391.13 ___ 2316.62 ___ 2338.24 ___ -1.661 ___ 0.857 21 1.000 21 -0.164 21 0.388 21 -0.175 21 -0.172 21 -0.007 21 0.292 21
2007-05 2303.67 ___ 2377.74 ___ 2303.67 ___ 2377.74 ___ 3.489 ___ 0.558 22 1.000 22 -0.164 20 0.521 21 -0.334 22 -0.333 22 -0.291 21 -0.033 22
2007-04 2205.85 ___ 2317.49 ___ 2205.85 ___ 2297.57 ___ 4.430 ___ 0.510 20 1.000 20 0.079 19 0.517 19 -0.195 20 -0.193 20 -0.289 20 0.022 19
2007-03 2170.17 ___ 2225.25 ___ 2125.34 ___ 2200.11 ___ 1.118 ___ 0.864 22 1.000 22 0.541 21 0.439 22 -0.075 22 -0.076 22 -0.133 22 -0.021 22
2007-02 2231.60 ___ 2255.47 ___ 2163.11 ___ 2175.78 ___ -1.956 ___ 0.902 19 1.000 19 0.056 18 0.578 19 -0.042 19 -0.042 19 0.027 19 -0.238 19
2007-01 2173.29 ___ 2221.55 ___ 2173.29 ___ 2219.18 ___ 1.512 ___ 0.506 18 1.000 18 0.081 17 0.589 18 -0.098 17 -0.105 18 -0.239 18 -0.175 18
2006-12 2149.84 ___ 2199.15 ___ 2149.84 ___ 2186.12 ___ 1.403 ___ 0.429 20 1.000 20 -0.090 20 0.552 19 0.071 20 0.074 20 -0.140 20 0.155 19
2006-11 2100.36 ___ 2162.64 ___ 2095.68 ___ 2155.88 ___ 1.902 ___ 0.554 20 0.999 20 0.136 19 0.611 20 0.092 20 0.091 20 0.131 20 -0.004 20
2006-10 2041.99 ___ 2132.38 ___ 2041.99 ___ 2115.65 ___ 3.259 ___ 0.441 22 1.000 22 0.100 21 0.514 22 -0.066 22 -0.068 22 -0.315 22 -0.002 22
2006-09 2008.46 ___ 2053.93 ___ 1982.93 ___ 2048.88 ___ 2.577 ___ 0.502 20 0.999 20 0.001 19 0.585 20 0.091 20 0.075 20 -0.141 20 -0.380 20
2006-08 1942.21 ___ 1998.07 ___ 1936.29 ___ 1997.41 ___ 2.379 ___ 0.453 23 0.997 23 0.021 23 0.232 22 0.144 23 0.137 23 0.114 23 0.387 23
2006-07 1954.48 ___ 1954.48 ___ 1885.82 ___ 1950.99 ___ 0.617 ___ 0.874 20 1.000 20 0.155 19 0.762 20 -0.066 20 -0.064 20 -0.030 20 -0.018 20
2006-06 1960.28 ___ 1964.10 ___ 1866.91 ___ 1939.03 ___ 0.136 ___ 0.999 22 1.000 22 0.199 22 0.452 22 0.110 22 0.099 22 -0.399 22 0.043 22
2006-05 1985.55 ___ 2017.33 ___ 1914.38 ___ 1936.40 ___ -2.878 ___ 0.790 22 1.000 22 0.053 19 0.682 21 0.003 22 0.007 22 0.305 20 -0.147 22
2006-04 1971.92 ___ 1994.22 ___ 1954.24 ___ 1993.79 ___ 1.343 ___ 0.573 19 1.000 19 0.265 19 0.312 18 0.007 19 0.010 19 -0.062 19 -0.100 18
2006-03 1953.74 ___ 1985.68 ___ 1931.73 ___ 1967.37 ___ 0.500 20 1.000 20 -0.282 19 0.228 20 -0.094 20 -0.072 20 0.258 20 0.165 20
