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Major Indices
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USA | Canada
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Europe
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PSE Composite Index
Philippines
Quarterly Data |
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(1)
Open for Quarter
(2)
High for Quarter
(3)
Low for Quarter
(4)
Close for Quarter
(5)
%Chg for Quarter
(6)
Volume (thous of shares) - Average over days in Quarter
(7)
StDev of dly rtns for Quarter
(8)
Corr_dly[ Philad Comp w SP500 ] for Quarter
(9)
Corr_dly[ Philad Comp w Nikkei ] for Quarter
(10)
Corr_dly[ Philad Comp w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ Philad Comp w SP500(d-1) ] for Quarter
(13)
Corr_dly[ Philad Comp w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ Philad Comp w FTSE(d-1) ] for Quarter
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EconStats does not guarantee the accuracy of this data.
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|_PSE_Composite_quarterly_________________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | | | | | | | | Corr_dly[ | |
| | | | | | Volume | | | | | | Corr_dly[ | Philad Comp | Corr_dly[ |
| | | | | |(thous) - | | Corr_dly[ | Corr_dly[ | Corr_dly[ | | Philad Comp | w | Philad Comp |
| | | | | | Avg over | StDev of dly | Philad Comp | Philad Comp | Philad Comp | Daily | w SP500(d-1) | NIKKEI(d-1) | w FTSE(d-1) |
| Open for | High for | Low for | Close for | %Chg for | days in | rtns for | w SP500 ] | w Nikkei ] | w FTSE ] for | AutoCorr for | ] for | ] for | ] for |
| Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | for Quarter | for Quarter | Quarter | Quarter | Quarter | Quarter | Quarter |
Year.Qtr |____2008-1997_|____2008-1997_|____2008-1997_|____2008-1997_|____2008-1997_|____2008-1997_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-51.24% <-YTD chg (Nov 21, 2008)
Last obs: 2008-11-21 2008-11-21 2008-11-21 2008-11-21 2008-11-21 2008-11-21
2008.4 2574.50 ___ 2626.04 ___ 1684.75 ___ 1765.90 ___ -31.279 ___ 3.753 37 0.033 37 0.657 35 0.430 37 0.200 37 0.739 37 0.204 37 0.545 37
2008.3 2459.98 ___ 2778.13 ___ 2289.21 ___ 2569.65 ___ 4.458 ___ 1.763 61 -0.079 59 0.644 55 0.405 59 0.056 60 0.597 61 -0.109 58 0.268 60
2008.2 2986.11 ___ 3052.34 ___ 2458.29 ___ 2459.98 ___ -17.580 ___ 1.135 57 -0.037 56 0.264 52 -0.137 53 0.089 56 0.402 57 0.089 53 0.443 54
2008.1 3625.59 ___ 3641.61 ___ 2772.93 ___ 2984.67 ___ -17.587 ___ 1.712 61 0.157 60 0.551 56 0.200 60 0.197 60 0.593 61 0.194 58 0.474 60
2007.4 3573.81 ___ 3896.74 ___ 3414.52 ___ 3621.60 ___ 1.363 ___ 1.475 58 -0.090 57 0.455 56 -0.063 57 -0.068 56 0.709 58 0.317 58 0.535 57
2007.3 3657.57 ___ 3822.41 ___ 2874.99 ___ 3572.90 ___ -2.519 ___ 3091.60 1 2.128 63 -0.079 61 0.557 60 0.260 63 0.012 63 0.559 63 0.315 63 0.407 63
2007.2 3198.14 ___ 3730.26 ___ 3198.14 ___ 3665.23 ___ 14.412 ___ 1.095 60 0.074 59 0.441 57 0.351 58 0.076 59 0.488 60 0.024 59 0.466 59
2007.1 2983.77 ___ 3417.08 ___ 2938.62 ___ 3203.55 ___ 7.410 ___ 1.831 64 0.009 61 0.500 59 0.312 64 -0.089 64 0.804 63 0.272 62 0.438 64
2006.4 2554.07 ___ 2982.54 ___ 2483.11 ___ 2982.54 ___ 16.655 ___ 1.003 60 -0.180 59 0.158 57 0.071 60 -0.051 58 0.321 60 -0.071 60 0.449 59
2006.3 2187.56 ___ 2569.83 ___ 2151.26 ___ 2556.71 ___ 17.345 ___ 1.303 61 -0.214 59 0.229 59 -0.190 60 -0.112 61 0.556 61 0.134 61 0.568 61
2006.2 2189.22 ___ 2602.46 ___ 2034.49 ___ 2178.79 ___ -0.781 ___ 1.748 61 0.119 60 0.545 58 0.115 59 0.184 60 0.603 61 0.263 59 0.512 60
2006.1 2096.04 ___ 2211.63 ___ 2044.58 ___ 2195.95 ___ 4.767 ___ 0.746 65 -0.148 62 0.244 61 0.108 64 0.020 65 0.524 65 0.061 64 0.318 65
2005.4 1942.07 ___ 2144.20 ___ 1909.71 ___ 2096.04 ___ 7.928 ___ 0.894 59 0.194 58 0.181 55 0.055 58 0.137 58 0.085 59 0.324 59 0.254 58
2005.3 1924.23 ___ 2049.65 ___ 1805.49 ___ 1942.07 ___ 0.927 ___ 1.077 64 -0.110 62 -0.009 61 -0.224 64 0.164 64 0.102 64 0.088 64 -0.106 64
2005.2 1953.08 ___ 2051.04 ___ 1817.01 ___ 1924.23 ___ -1.558 ___ 1.272 63 0.052 62 0.374 59 0.069 62 0.265 63 0.332 63 0.095 61 0.144 63
2005.1 1822.95 ___ 2172.76 ___ 1811.04 ___ 1954.69 ___ 7.234 ___ 1.220 60 0.017 58 0.151 56 0.051 58 0.170 58 0.017 60 -0.239 59 -0.131 59
2004.4 1757.78 ___ 1865.64 ___ 1725.50 ___ 1822.83 ___ 3.478 ___ 1.110 58 0.142 57 0.341 54 0.152 57 0.075 57 0.253 58 0.194 58 0.319 57
2004.3 1578.13 ___ 1774.71 ___ 1529.66 ___ 1761.57 ___ 11.534 ___ 138.800 2 0.964 66 -0.020 64 0.054 63 0.115 65 0.362 66 0.099 66 0.030 66 -0.048 66
2004.2 1426.65 ___ 1620.37 ___ 1426.65 ___ 1579.40 ___ 10.887 ___ 1.130 61 0.157 59 0.305 57 -0.062 58 0.033 60 0.445 61 0.147 59 0.358 60
2004.1 1452.90 ___ 1572.21 ___ 1385.16 ___ 1424.33 ___ -1.251 ___ 1.230 63 0.107 61 0.244 60 0.208 63 0.119 62 0.415 63 0.156 61 0.245 63
2003.4 1293.37 ___ 1452.90 ___ 1285.70 ___ 1442.37 ___ 11.172 ___ 147042 1 1.027 61 0.030 60 0.403 57 0.224 61 0.260 60 0.245 61 0.096 61 0.244 60
2003.3 1223.00 ___ 1326.47 ___ 1190.18 ___ 1297.42 ___ 6.102 ___ 1.248 65 -0.016 63 0.256 62 0.272 64 0.161 65 0.246 65 0.125 65 0.255 65
2003.2 1039.67 ___ 1277.82 ___ 1034.07 ___ 1222.80 ___ 17.614 ___ 1.446 59 0.061 58 0.327 57 0.032 56 0.253 57 0.286 59 -0.098 59 0.228 58
2003.1 1018.58 ___ 1084.05 ___ 995.070 ___ 1039.67 ___ 2.088 ___ 0.821 62 -0.104 60 0.172 57 0.123 62 0.060 61 0.359 62 0.054 59 0.187 62
2002.4 1127.89 ___ 1127.89 ___ 985.030 ___ 1018.41 ___ -9.823 ___ 1.007 59 -0.273 58 0.081 56 -0.068 58 0.012 57 0.398 59 0.359 59 0.098 58
2002.3 1160.03 ___ 1196.59 ___ 1083.91 ___ 1129.34 ___ -2.336 ___ 1.149 65 -0.254 63 0.044 63 -0.035 64 0.060 65 0.112 65 0.069 65 0.142 65
2002.2 1401.19 ___ 1438.62 ___ 1150.52 ___ 1156.35 ___ -17.617 ___ 0.944 62 0.090 61 0.335 59 0.144 58 0.098 61 0.256 62 0.108 61 0.139 60
2002.1 1167.30 ___ 1479.85 ___ 1165.62 ___ 1403.62 ___ 20.165 ___ 1.317 59 0.067 57 0.147 54 0.214 59 0.315 58 0.258 59 -0.101 56 0.108 59
2001.4 1128.17 ___ 1168.08 ___ 978.190 ___ 1168.08 ___ 3.679 ___ 1.448 58 0.006 57 0.215 56 -0.036 57 0.356 56 0.080 58 0.219 58 -0.020 57
2001.3 1413.23 ___ 1417.94 ___ 1122.00 ___ 1126.63 ___ -20.101 ___ 1.197 65 0.194 59 0.452 63 -0.016 63 -0.223 65 -0.066 62 -0.398 65 0.241 65
2001.2 1449.99 ___ 1489.57 ___ 1376.93 ___ 1410.07 ___ -2.512 ___ 0.10000 1 1.137 59 -0.128 58 -0.067 56 -0.286 56 -0.058 58 -0.130 59 0.204 58 -0.056 58
2001.1 1488.02 ___ 1953.63 ___ 1420.81 ___ 1446.40 ___ -3.218 ___ 2.656 64 0.004 62 0.015 59 0.029 64 -0.032 64 0.127 64 0.072 62 0.101 64
2000.4 1432.95 ___ 1513.81 ___ 1243.08 ___ 1494.50 ___ 4.183 ___ 2.405 60 0.054 59 0.333 58 0.120 59 0.159 59 0.103 60 -0.016 60 0.082 59
2000.3 1533.99 ___ 1566.66 ___ 1405.53 ___ 1434.49 ___ -6.486 ___ 0.869 63 0.094 61 0.099 61 0.044 63 0.247 62 0.225 63 -0.096 63 0.274 63
2000.2 1677.58 ___ 1796.91 ___ 1377.66 ___ 1533.99 ___ -8.784 ___ 1.691 59 -0.077 58 0.502 56 0.167 57 0.058 57 0.491 59 -0.110 57 0.535 58
2000.1 2143.67 ___ 2158.21 ___ 1595.97 ___ 1681.72 ___ -21.524 ___ 1.494 65 0.015 63 0.180 61 0.198 64 0.190 64 0.390 65 -0.003 64 0.241 64
1999.4 2097.22 ___ 2143.68 ___ 1880.76 ___ 2142.97 ___ 2.231 ___ 1.165 61 0.152 59 0.337 57 0.163 59 0.294 60 0.143 61 0.089 61 0.269 60
1999.3 2520.76 ___ 2632.60 ___ 2040.45 ___ 2096.20 ___ -15.712 ___ 1.469 65 -0.030 63 0.289 62 0.163 64 0.176 65 0.361 65 0.143 65 0.405 65
1999.2 2023.06 ___ 2583.99 ___ 2020.90 ___ 2486.96 ___ 22.618 ___ 1.401 62 -0.227 61 0.384 58 0.052 59 0.074 61 0.328 62 -0.009 60 0.127 61
1999.1 1969.32 ___ 2175.77 ___ 1878.51 ___ 2028.21 ___ 3.019 ___ 1.647 63 0.111 61 -0.071 60 0.215 63 0.087 62 0.288 63 0.130 62 0.421 62
1998.4 1252.44 ___ 1987.81 ___ 1155.03 ___ 1968.78 ___ 56.297 ___ 2.642 60 0.246 59 0.102 57 0.156 59 0.179 60 0.392 60 0.137 60 0.428 59
1998.3 1780.11 ___ 1887.93 ___ 1075.32 ___ 1259.64 ___ -28.435 ___ 2.584 66 0.065 64 0.280 63 0.211 65 0.181 66 0.332 66 0.385 66 0.559 66
1998.2 2234.00 ___ 2267.18 ___ 1685.69 ___ 1760.13 ___ -21.367 ___ 1.831 59 0.292 58 0.518 56 0.255 56 0.097 58 0.273 59 -0.083 58 0.512 58
1998.1 1866.16 ___ 2325.13 ___ 1450.68 ___ 2238.42 ___ 19.751 ___ 2.986 63 0.426 61 0.076 60 0.395 63 0.342 62 0.262 63 0.053 61 0.098 63
1997.4 2059.75 ___ 2077.49 ___ 1722.91 ___ 1869.23 ___ -9.146 ___ 2.093 62 -0.071 61 0.214 58 0.398 62 0.145 61 0.389 62 -0.118 62 0.208 61
1997.3 2749.87 ___ 2779.69 ___ 1887.74 ___ 2057.39 ___ 2.434 61 0.094 60 0.166 58 0.191 60 0.163 61 0.274 61 0.323 61 0.171 61
