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S&P 1500 composite 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[ SP1500 s|m|l w SP500 ] for Month
(9)
Corr_dly[ SP1500 s|m|l w Nikkei ] for Month
(10)
Corr_dly[ SP1500 s|m|l w FTSE ] for Month
(11)
Daily AutoCorr for Month
(12)
Corr_dly[ SP1500 s|m|l w SP500(d-1) ] for Month
(13)
Corr_dly[ SP1500 s|m|l w NIKKEI(d-1) ] for Month
(14)
Corr_dly[ SP1500 s|m|l 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_1500_composite_monthly______________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | Volume | | | | | | | Corr_dly[ | |
| | | | | |(thous) - | | Corr_dly[ | Corr_dly[ | Corr_dly[ | | Corr_dly[ | SP1500 s|m|l | Corr_dly[ |
| | | | | | Avg over | StDev of dly | SP1500 s|m|l | SP1500 s|m|l | SP1500 s|m|l | Daily | SP1500 s|m|l | w | SP1500 s|m|l |
| Open for | High for | Low for | Close for | %Chg for | days in | rtns for | w SP500 ] | w Nikkei ] | w FTSE ] for | AutoCorr for | w SP500(d-1) | NIKKEI(d-1) | w FTSE(d-1) |
| Month | Month | Month | Month | Month | Month | Month | for Month | for Month | Month | Month | ] for Month | ] for Month | ] for Month |
Year-MN |____2009-2004_|____2009-2004_|____2009-2004_|____2009-2004_|____2009-2004_|____2009-2004_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
<-YTD chg (Dec 4, 2009)
Last obs: 2009-12-4 2009-12-4 2009-12-4 2009-12-4 2009-12-4 2009-12-4
2009-12 248.940 ___ 254.690 ___ 248.940 ___ 251.830 ___ 1.161 ___ 0.904 4 0.998 4 -0.455 4 0.813 4 -0.147 4 -0.093 4 0.857 4 -0.469 4
2009-11 236.020 ___ 253.800 ___ 234.300 ___ 248.940 ___ 5.474 ___ 1.019 20 0.999 20 0.340 18 0.472 20 -0.127 20 -0.120 20 0.224 20 0.321 20
2009-10 241.650 ___ 251.690 ___ 233.030 ___ 236.020 ___ -2.330 ___ 1.388 22 1.000 22 -0.033 21 0.755 22 -0.182 22 -0.188 22 0.027 22 -0.216 22
2009-09 232.840 ___ 247.020 ___ 226.220 ___ 241.650 ___ 3.784 ___ 0.985 21 0.999 21 -0.159 18 0.766 21 0.265 21 0.249 21 -0.277 19 0.064 21
2009-08 225.220 ___ 237.330 ___ 223.260 ___ 232.840 ___ 3.383 ___ 1.063 21 0.999 21 0.086 21 0.813 20 0.040 21 0.039 21 0.034 21 0.123 21
2009-07 209.300 ___ 227.300 ___ 197.660 ___ 225.220 ___ 7.606 ___ 1.318 22 0.999 22 0.026 21 0.801 22 0.018 22 0.015 22 0.293 22 -0.048 22
2009-06 209.090 ___ 217.800 ___ 202.080 ___ 209.300 ___ 0.100 ___ 1.317 22 0.999 22 0.197 22 0.708 22 0.117 22 0.114 22 0.003 22 0.016 22
2009-05 199.230 ___ 211.890 ___ 197.620 ___ 209.090 ___ 4.949 ___ 1.869 20 0.999 20 -0.390 17 0.687 19 -0.392 20 -0.384 20 0.512 18 -0.149 20
2009-04 180.990 ___ 202.980 ___ 177.650 ___ 199.230 ___ 10.078 ___ 1.953 21 0.998 21 0.241 20 0.609 20 -0.080 21 -0.079 21 -0.141 21 -0.097 20
2009-03 165.520 ___ 188.990 ___ 150.830 ___ 180.990 ___ 8.540 ___ 3.144 22 1.000 22 0.279 21 0.701 22 -0.139 22 -0.126 22 -0.039 22 -0.027 22
2009-02 187.240 ___ 198.520 ___ 166.440 ___ 166.750 ___ -10.943 ___ 2.269 19 0.999 19 -0.090 18 0.459 19 -0.114 19 -0.117 19 0.118 19 0.042 19
2009-01 205.150 ___ 214.020 ___ 182.410 ___ 187.240 ___ -8.632 ___ 2.514 20 1.000 20 -0.056 18 0.599 20 -0.299 20 -0.299 20 0.155 18 0.022 20
2008-12 202.420 ___ 207.890 ___ 183.750 ___ 204.930 ___ 1.240 ___ 3.239 21 0.990 21 -0.023 19 0.502 20 -0.305 21 -0.307 21 -0.165 21 -0.299 20
2008-11 219.520 ___ 227.790 ___ 166.470 ___ 202.420 ___ -7.790 ___ 4.503 19 1.000 19 0.144 17 0.611 19 -0.032 19 -0.042 19 -0.175 19 -0.096 19
2008-10 265.640 ___ 265.740 ___ 190.490 ___ 219.520 ___ -17.362 ___ 5.049 23 0.999 23 0.236 22 0.517 23 -0.073 23 -0.085 23 -0.198 23 -0.108 23
2008-09 293.970 ___ 297.340 ___ 252.800 ___ 265.640 ___ -9.251 ___ 3.366 21 1.000 21 -0.117 19 0.640 21 -0.424 21 -0.432 21 -0.161 21 -0.369 21
2008-08 288.810 ___ 299.360 ___ 284.110 ___ 292.720 ___ 1.354 ___ 1.305 21 0.999 21 0.035 21 0.603 20 -0.205 21 -0.194 21 -0.428 21 -0.229 21
2008-07 291.610 ___ 294.450 ___ 273.170 ___ 288.810 ___ -0.960 ___ 1.465 22 0.999 22 -0.045 21 0.136 22 -0.243 22 -0.251 22 0.029 22 0.068 22
2008-06 318.490 ___ 319.890 ___ 290.110 ___ 291.610 ___ -8.440 ___ 1.230 21 0.999 21 -0.185 21 0.627 21 -0.336 21 -0.327 21 0.137 21 -0.223 21
2008-05 313.750 ___ 326.760 ___ 311.950 ___ 318.490 ___ 1.511 ___ 0.886 21 0.999 21 0.316 19 0.287 20 -0.174 21 -0.177 21 -0.057 20 0.126 21
2008-04 298.960 ___ 318.190 ___ 298.960 ___ 313.750 ___ 4.947 ___ 1.163 22 0.999 22 0.088 21 0.781 22 0.042 22 0.051 22 -0.158 22 0.009 22
2008-03 300.790 ___ 306.730 ___ 287.280 ___ 298.960 ___ -0.608 ___ 1.819 18 0.966 18 0.083 17 0.592 18 -0.563 17 -0.408 18 -0.061 18 -0.526 17
2008-02 311.210 ___ 315.480 ___ 297.660 ___ 300.790 ___ -3.348 ___ 1.308 20 0.999 20 0.032 19 0.374 20 0.251 20 0.260 20 -0.039 20 0.401 20
2008-01 331.370 ___ 332.110 ___ 286.350 ___ 311.210 ___ -6.084 ___ 1.532 21 0.999 21 0.158 18 0.187 21 -0.187 21 -0.193 21 0.083 18 -0.005 21
2007-12 334.120 ___ 344.020 ___ 323.680 ___ 331.370 ___ -0.823 ___ 1.135 20 1.000 20 0.346 18 0.446 19 0.024 20 0.013 20 0.151 20 0.313 19
2007-11 350.150 ___ 350.150 ___ 317.370 ___ 334.120 ___ -4.578 ___ 1.674 20 0.998 20 0.020 19 0.714 20 -0.282 20 -0.333 20 -0.032 20 -0.198 20
2007-10 344.710 ___ 356.400 ___ 336.680 ___ 350.150 ___ 1.578 ___ 0.884 23 0.999 23 0.330 22 0.584 23 -0.163 23 -0.154 23 -0.340 23 0.116 23
2007-09 333.460 ___ 347.670 ___ 325.150 ___ 344.710 ___ 3.414 ___ 1.009 19 0.999 19 0.046 17 0.771 19 -0.142 19 -0.134 19 -0.151 19 -0.419 19
2007-08 329.160 ___ 339.790 ___ 309.710 ___ 333.330 ___ 1.267 ___ 1.518 23 0.999 23 -0.264 23 0.457 22 -0.248 23 -0.240 23 -0.086 23 -0.362 23
2007-07 340.630 ___ 352.450 ___ 328.780 ___ 329.160 ___ -3.367 ___ 1.045 21 0.817 21 0.313 20 0.451 21 0.204 21 0.109 21 -0.152 21 0.243 21
2007-06 346.940 ___ 349.330 ___ 336.140 ___ 340.630 ___ -1.819 ___ 0.857 21 1.000 21 -0.160 21 0.401 21 -0.145 21 -0.152 21 -0.002 21 0.301 21
2007-05 335.420 ___ 348.020 ___ 334.030 ___ 346.940 ___ 3.434 ___ 0.583 22 0.925 22 -0.025 20 0.416 21 -0.309 22 -0.238 22 -0.320 21 0.020 22
2007-04 323.020 ___ 339.350 ___ 323.020 ___ 335.420 ___ 4.132 ___ 0.555 19 0.993 19 0.130 18 0.530 18 -0.231 19 -0.170 19 -0.328 19 0.054 18
2007-03 318.790 ___ 326.080 ___ 308.920 ___ 322.110 ___ 1.041 ___ 0.876 22 0.999 22 0.560 21 0.451 22 -0.058 22 -0.056 22 -0.127 22 -0.018 22
2007-02 324.970 ___ 331.230 ___ 315.180 ___ 318.790 ___ -1.902 ___ 0.895 19 0.999 19 0.072 18 0.586 19 -0.009 19 -0.020 19 0.024 19 -0.224 19
2007-01 319.870 ___ 325.740 ___ 316.490 ___ 324.970 ___ 1.594 ___ 0.497 20 0.997 20 0.100 18 0.590 20 -0.113 19 -0.120 19 -0.256 18 -0.184 20
2006-12 316.520 ___ 323.180 ___ 313.140 ___ 319.870 ___ 1.058 ___ 0.435 20 0.953 20 -0.002 20 0.500 19 -0.070 20 -0.003 20 -0.167 20 0.118 19
2006-11 310.910 ___ 317.770 ___ 306.840 ___ 316.520 ___ 1.804 ___ 0.557 21 0.981 21 0.096 20 0.533 21 0.046 21 0.109 21 0.170 21 -0.009 21
2006-10 301.000 ___ 313.720 ___ 298.710 ___ 310.910 ___ 3.292 ___ 0.476 21 0.989 21 0.094 20 0.550 21 -0.023 21 -0.038 21 -0.312 21 0.069 21
2006-09 294.410 ___ 302.220 ___ 290.930 ___ 301.000 ___ 2.238 ___ 0.537 20 0.997 20 0.005 19 0.585 20 0.091 20 0.086 20 -0.155 20 -0.365 20
2006-08 288.590 ___ 294.960 ___ 284.550 ___ 294.410 ___ 2.017 ___ 0.490 23 0.996 23 0.040 23 0.211 22 0.159 23 0.159 23 0.096 23 0.417 23
2006-07 288.430 ___ 290.710 ___ 276.890 ___ 288.590 ___ 0.055 ___ 0.930 20 0.999 20 0.136 19 0.751 20 -0.065 20 -0.066 20 -0.035 20 -0.021 20
2006-06 288.440 ___ 293.370 ___ 275.910 ___ 288.430 ___ -0.003 ___ 1.040 21 0.881 21 0.330 21 0.281 21 0.064 21 0.299 21 -0.375 21 0.262 21
2006-05 297.100 ___ 302.290 ___ 282.390 ___ 288.440 ___ -3.286 ___ 0.913 19 0.879 19 0.059 16 0.567 19 -0.033 19 0.258 19 0.105 17 -0.033 19
2006-04 294.780 ___ 300.280 ___ 291.300 ___ 298.240 ___ 1.174 ___ 0.586 19 0.997 19 0.256 19 0.317 18 0.059 19 0.048 19 -0.075 19 -0.117 18
2006-03 290.790 ___ 297.950 ___ 287.510 ___ 294.780 ___ 1.372 ___ 0.588 18 0.925 18 -0.148 17 0.167 18 -0.098 17 0.025 18 0.037 18 0.023 18
2006-02 291.010 ___ 294.640 ___ 284.840 ___ 290.790 ___ -0.076 ___ 0.598 18 0.992 18 -0.104 18 0.395 18 -0.236 17 -0.256 18 -0.046 18 -0.006 18
2006-01 282.370 ___ 293.310 ___ 281.560 ___ 291.010 ___ 3.060 ___ 0.848 15 0.854 15 0.088 13 0.328 15 -0.214 13 -0.045 15 -0.148 14 -0.017 15
2005-12 282.580 ___ 288.650 ___ 281.990 ___ 282.370 ___ -0.074 ___ 0.636 16 0.909 16 0.207 16 0.545 16 -0.106 15 0.077 16 0.044 16 -0.425 16
2005-11 272.590 ___ 287.270 ___ 271.340 ___ 282.580 ___ 3.665 ___ 0.525 19 0.974 19 -0.031 17 0.506 19 0.069 19 0.040 19 0.359 19 -0.254 19
2005-10 277.790 ___ 278.940 ___ 263.970 ___ 272.590 ___ -1.872 ___ 1.058 17 0.993 17 -0.305 16 0.339 17 -0.159 16 -0.139 17 -0.045 17 -0.089 17
2005-09 275.870 ___ 280.810 ___ 271.950 ___ 277.790 ___ 0.696 ___ 0.598 20 0.998 20 -0.026 18 0.487 20 0.069 20 0.083 20 -0.105 20 0.083 20
2005-08 279.080 ___ 281.650 ___ 271.230 ___ 275.870 ___ -1.150 ___ 0.630 21 0.963 21 0.164 21 0.548 20 -0.176 21 -0.187 21 0.433 21 0.429 21
2005-07 268.780 ___ 281.420 ___ 267.380 ___ 279.080 ___ 3.832 ___ 0.622 19 0.956 19 -0.079 18 0.131 19 -0.422 19 -0.133 19 0.127 19 -0.122 19
2005-06 267.970 ___ 274.900 ___ 267.580 ___ 268.780 ___ 0.302 ___ 0.549 19 0.998 19 0.146 19 0.502 19 0.121 18 0.076 19 -0.106 19 -0.363 19
2005-05 260.570 ___ 269.580 ___ 257.070 ___ 267.970 ___ 4.541 ___ 0.734 20 0.871 20 0.058 17 0.576 20 0.108 19 -0.056 20 -0.185 18 0.353 20
2005-04 265.390 ___ 267.820 ___ 255.130 ___ 256.330 ___ -3.414 ___ 0.948 20 0.999 20 -0.029 20 0.179 20 -0.360 20 -0.357 20 -0.127 20 -0.156 20
2005-03 270.480 ___ 276.310 ___ 261.520 ___ 265.390 ___ -1.882 ___ 0.614 23 0.997 22 0.004 22 0.114 21 -0.155 23 -0.160 23 -0.112 23 0.055 22
2005-02 265.080 ___ 272.290 ___ 265.020 ___ 270.480 ___ 2.037 ___ 0.676 20 0.999 19 0.172 19 0.497 20 -0.038 20 -0.044 20 -0.036 20 -0.299 20
2005-01 271.950 ___ 273.200 ___ 260.700 ___ 265.080 ___ -2.526 ___ 0.655 21 0.997 20 0.275 19 0.029 20 0.012 21 0.090 21 0.143 20 0.315 21
2004-12 263.340 ___ 273.210 ___ 262.940 ___ 271.950 ___ 3.270 ___ 0.566 23 0.997 22 -0.075 21 0.319 21 -0.131 23 -0.138 23 -0.085 23 -0.024 22
2004-11 252.720 ___ 266.140 ___ 252.120 ___ 263.340 ___ 4.202 ___ 0.616 22 0.999 21 0.007 20 0.483 22 0.155 22 0.143 22 0.019 22 0.133 22
2004-10 249.170 ___ 255.320 ___ 243.940 ___ 252.720 ___ 1.425 ___ 0.782 21 0.999 21 0.232 20 0.469 21 0.178 21 0.173 21 -0.081 21 0.010 21
2004-09 246.580 ___ 252.590 ___ 245.160 ___ 249.170 ___ 1.256 ___ 0.587 22 0.997 21 0.242 20 0.513 22 -0.251 22 -0.308 22 0.085 22 -0.143 22
2004-08 245.760 ___ 247.320 ___ 236.080 ___ 246.080 ___ 0.130 ___ 0.860 22 0.999 22 0.058 22 0.376 21 0.109 22 0.113 22 -0.133 22 0.020 22
2004-07 254.990 ___ 254.990 ___ 240.420 ___ 245.760 ___ -3.620 ___ 0.618 22 0.997 21 -0.207 21 0.154 22 -0.345 22 -0.273 22 0.436 22 0.205 22
2004-06 250.060 ___ 255.800 ___ 248.530 ___ 254.990 ___ 1.972 ___ 0.627 22 0.987 21 0.339 22 0.371 22 -0.111 22 -0.160 22 0.014 22 -0.246 22
2004-05 246.900 ___ 251.490 ___ 239.570 ___ 250.060 ___ 1.280 ___ 0.721 21 0.949 20 0.491 18 0.544 19 0.241 21 0.242 21 0.009 19 -0.009 21
2004-04 251.640 ___ 257.120 ___ 246.880 ___ 246.900 ___ -1.884 ___ 0.777 22 0.999 21 0.031 21 0.403 20 0.134 22 0.114 22 -0.046 22 0.194 21
2004-03 255.120 ___ 259.540 ___ 242.630 ___ 251.640 ___ -1.364 ___ 0.965 23 0.999 23 0.318 23 0.725 23 0.015 23 0.021 23 0.245 23 -0.210 23
2004-02 251.760 ___ 258.210 ___ 250.090 ___ 255.120 ___ 1.335 ___ 0.569 20 0.877 19 0.011 19 0.048 20 -0.152 20 0.022 20 -0.117 20 -0.315 20
2004-01 253.740 ___ 257.330 ___ 249.720 ___ 251.760 ___ 0.839 8 0.998 8 -0.298 8 -0.369 8 -0.164 8 -0.202 8 0.680 8 -0.055 8
