,Stock Markets - S&P 500 total rtn (incldg dividends) - monthly , Notes : , ,, (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 ;; EconStats does not guarantee the accuracy of this data. ______________________________________________________________________________________S&P 500 total rtn (incldg dividends)______________________________________________________________________________________ ,,Open for Month,num of observations,High for Month,num of observations,Low for Month,num of observations,Close for Month,num of observations, %Chg for Month,num of observations,Volume (thous) for Month,num of observations,StDev of dly rtns for Month,num of observations,Corr_dly[ SP500_div w SP500 ] for Month,num of observations,Corr_dly[ SP500_div w Nikkei ] for Month,num of observations,Corr_dly[ SP500_div w FTSE ] for Month,num of observations,Daily AutoCorr for Month,num of observations,Corr_dly[ SP500_div w SP500(d-1) ] for Month,num of observations,Corr_dly[ SP500_div w NIKKEI(d-1) ] for Month,num of observations,Corr_dly[ SP500_div w FTSE(d-1) ] for Month,num of observations ,,,,,, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs, , obs 2008-11, , 1544.91,___, 1608.00,___, 1206.04,___, 1282.59,___, -17.189,___, ,, 4.519, 15, 1.000, 15, 0.142, 14, 0.535, 15, -0.349, 15, -0.349, 15, -0.457, 15, -0.186, 15, 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, 0.147, 14, 0.600, 20, -0.202, 21, -0.199, 21, -0.592, 15, -0.233, 21, 2008-07, , 2039.65,___, 2040.81,___, 1929.85,___, 2014.39,___, -0.841,___, ,, 1.460, 22, 1.000, 22, -0.040, 20, 0.023, 20, -0.256, 22, -0.254, 22, 0.017, 22, 0.214, 21, 2008-06, , 2195.26,___, 2225.74,___, 2028.89,___, 2031.47,___, -8.430,___, ,, 1.234, 21, 1.000, 21, -0.327, 14, 0.528, 14, -0.340, 21, -0.342, 21, 0.142, 15, 0.135, 15, 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,