|
Major Indices
|
USA | Canada
|
Europe
|
|
|
|
|
|
Shanghai Composite Index
China
Quarterly Data |
|
|
(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[ Shanghai Cp w SP500 ] for Quarter
(9)
Corr_dly[ Shanghai Cp w Nikkei ] for Quarter
(10)
Corr_dly[ Shanghai Cp w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ Shanghai Cp w SP500(d-1) ] for Quarter
(13)
Corr_dly[ Shanghai Cp w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ Shanghai Cp w FTSE(d-1) ] for Quarter
|
EconStats does not guarantee the accuracy of this data.
|
|
|_Shanghai_Composite_quarterly____________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | | | | | | | | Corr_dly[ | |
| | | | | | Volume | | | | | | Corr_dly[ | Shanghai Cp | Corr_dly[ |
| | | | | |(thous) - | | Corr_dly[ | Corr_dly[ | Corr_dly[ | | Shanghai Cp | w | Shanghai Cp |
| | | | | | Avg over | StDev of dly | Shanghai Cp | Shanghai Cp | Shanghai Cp | 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_|
-63.94% <-YTD chg (Nov 24, 2008)
Last obs: 2008-11-24 2008-11-24 2008-11-24 2008-11-24 2008-11-24 2008-11-24
2008.4 2267.39 ___ 2267.39 ___ 1664.93 ___ 1897.06 ___ -17.295 ___ 69.767 36 3.244 36 0.162 36 0.427 34 0.207 36 -0.232 35 0.136 36 -0.092 36 0.155 36
2008.3 2743.16 ___ 2952.04 ___ 1802.33 ___ 2293.78 ___ -16.166 ___ 54.714 56 2.769 56 -0.167 54 0.364 53 0.458 55 0.231 55 0.473 56 0.089 54 0.365 55
2008.2 3461.08 ___ 3786.02 ___ 2693.40 ___ 2736.10 ___ -21.211 ___ 63.433 55 2.989 55 -0.012 54 0.142 51 0.005 52 0.063 53 0.088 55 0.121 52 0.152 53
2008.1 5265.00 ___ 5522.78 ___ 3357.23 ___ 3472.71 ___ -33.998 ___ 66.700 58 2.747 58 -0.137 56 0.468 54 0.055 56 -0.152 56 0.138 58 -0.067 55 0.346 57
2007.4 5683.31 ___ 6124.04 ___ 4778.73 ___ 5261.56 ___ -5.236 ___ 59.990 60 2.099 60 0.010 58 0.463 57 0.253 58 0.034 59 0.551 60 0.153 60 0.308 59
2007.3 3800.23 ___ 5560.42 ___ 3563.54 ___ 5552.30 ___ 45.322 ___ 92.655 65 1.956 65 -0.168 63 0.261 62 0.020 64 -0.082 65 0.125 65 0.034 65 0.120 65
2007.2 3196.59 ___ 4335.96 ___ 3196.59 ___ 3820.70 ___ 19.998 ___ 141.257 60 2.390 60 0.059 58 0.190 59 -0.061 57 -0.020 59 -0.012 60 -0.192 60 0.000 59
2007.1 2728.19 ___ 3273.73 ___ 2541.52 ___ 3183.98 ___ 19.006 ___ 109.242 57 2.420 57 0.407 56 0.261 54 0.347 57 -0.147 55 -0.155 57 -0.002 56 -0.175 57
2006.4 1768.14 ___ 2698.90 ___ 1753.49 ___ 2675.47 ___ 52.673 ___ 60.360 60 1.379 60 0.052 58 0.066 57 0.090 58 0.038 59 0.106 60 -0.092 60 -0.051 59
2006.3 1677.31 ___ 1757.47 ___ 1541.41 ___ 1752.42 ___ 4.797 ___ 34.935 65 1.211 65 0.145 63 0.076 63 0.081 64 -0.011 65 0.088 65 0.114 65 0.064 65
2006.2 1298.68 ___ 1695.58 ___ 1298.68 ___ 1672.21 ___ 28.800 ___ 49.460 60 1.679 60 0.129 58 0.216 60 -0.187 57 0.026 59 0.110 60 0.237 59 0.333 59
2006.1 1163.88 ___ 1313.12 ___ 1161.91 ___ 1298.30 ___ 11.820 ___ 25.375 56 0.967 56 0.048 54 0.067 54 -0.117 56 -0.013 54 0.000 56 0.072 55 0.058 56
2005.4 1153.67 ___ 1173.06 ___ 1067.41 ___ 1161.06 ___ 0.472 ___ 14.647 60 0.907 60 -0.069 58 0.179 56 0.054 58 -0.043 59 0.015 60 -0.057 60 0.212 59
2005.3 1077.31 ___ 1223.56 ___ 1004.08 ___ 1155.61 ___ 6.908 ___ 22.548 66 1.361 66 0.077 64 0.070 63 -0.095 65 0.050 66 -0.019 66 0.006 66 0.270 66
2005.2 1180.37 ___ 1254.32 ___ 998.230 ___ 1080.94 ___ -8.491 ___ 14.760 60 1.768 60 -0.198 59 0.072 59 -0.015 59 -0.014 59 0.151 60 0.056 60 0.102 60
2005.1 1260.78 ___ 1328.53 ___ 1162.03 ___ 1181.24 ___ -6.732 ___ 13.054 56 1.359 56 0.012 53 -0.039 54 0.012 54 0.009 55 0.171 56 -0.036 55 0.159 55
2004.4 1395.67 ___ 1437.57 ___ 1264.15 ___ 1266.50 ___ -9.322 ___ 12.833 61 1.173 61 0.116 59 0.283 56 0.172 59 -0.141 60 0.169 61 0.063 61 0.101 60
2004.3 1398.20 ___ 1496.21 ___ 1259.43 ___ 1396.70 ___ -0.176 ___ 12.127 66 1.511 66 -0.076 64 -0.164 63 -0.020 65 0.063 66 -0.111 66 0.016 66 -0.068 66
2004.2 1744.71 ___ 1783.01 ___ 1376.22 ___ 1399.16 ___ -19.663 ___ 12.307 60 1.176 60 0.259 57 0.355 59 0.248 57 -0.001 59 0.028 60 -0.124 60 -0.142 59
2004.1 1492.72 ___ 1760.08 ___ 1491.69 ___ 1741.62 ___ 16.338 ___ 22.854 56 1.296 55 -0.103 54 -0.067 52 0.012 55 -0.005 54 -0.080 55 -0.004 53 0.110 55
2003.4 1366.20 ___ 1525.30 ___ 1307.40 ___ 1497.04 ___ 9.500 ___ 13.695 61 1.212 61 -0.097 59 0.187 56 -0.047 59 -0.021 60 0.118 61 -0.017 61 0.164 60
2003.3 1485.52 ___ 1540.19 ___ 1348.22 ___ 1367.16 ___ -7.999 ___ 158.991 66 0.716 66 -0.104 64 0.100 63 -0.013 65 -0.065 66 0.109 66 0.196 66 -0.175 66
2003.2 1513.00 ___ 1649.60 ___ 1473.27 ___ 1486.02 ___ -1.626 ___ 15.203 58 1.240 58 0.357 56 -0.164 57 0.208 55 0.012 57 -0.306 58 -0.214 58 -0.221 57
2003.1 1347.43 ___ 1529.75 ___ 1311.68 ___ 1510.58 ___ 11.264 ___ 7.3200 20 1.361 55 -0.118 53 0.004 50 -0.185 55 -0.061 54 -0.120 55 0.085 52 0.022 55
2002.4 1577.05 ___ 1577.05 ___ 1348.71 ___ 1357.65 ___ -14.161 ___ 1.133 61 -0.070 59 0.152 57 -0.103 59 0.113 60 0.320 61 0.062 61 0.361 60
2002.3 1736.29 ___ 1741.92 ___ 1577.53 ___ 1581.62 ___ -8.723 ___ 0.685 65 0.063 63 0.106 63 0.049 64 -0.138 65 0.068 65 -0.129 65 0.130 65
2002.2 1598.03 ___ 1748.89 ___ 1455.31 ___ 1732.76 ___ 8.033 ___ 1.795 60 -0.036 59 -0.030 59 -0.059 57 0.043 59 -0.156 60 -0.154 60 -0.013 58
2002.1 1643.48 ___ 1693.87 ___ 1339.20 ___ 1603.91 ___ -2.555 ___ 2.342 49 0.000 47 0.191 47 0.110 48 0.029 47 0.212 49 -0.057 48 0.227 49
2001.4 1766.13 ___ 1776.02 ___ 1514.86 ___ 1645.97 ___ -6.737 ___ 2.005 60 -0.203 59 0.154 55 0.124 59 -0.002 59 0.094 60 0.205 60 0.230 59
2001.3 2220.42 ___ 2223.21 ___ 1750.76 ___ 1764.87 ___ -20.431 ___ 1.392 65 0.107 59 0.043 63 -0.044 63 -0.051 65 -0.046 62 -0.040 65 -0.046 65
2001.2 2117.45 ___ 2245.44 ___ 2081.64 ___ 2218.03 ___ 4.982 ___ 0.725 60 0.120 58 -0.139 59 0.039 57 -0.017 59 0.135 60 -0.020 60 0.117 59
2001.1 2077.08 ___ 2131.98 ___ 1893.78 ___ 2112.77 ___ 1.895 ___ 1.016 53 0.071 51 0.144 48 -0.072 53 0.028 52 0.107 53 0.051 51 0.153 53
2000.4 1912.08 ___ 2125.72 ___ 1896.94 ___ 2073.48 ___ 8.550 ___ 0.759 60 -0.340 58 -0.088 56 -0.256 58 -0.026 59 0.016 60 0.146 60 -0.009 59
2000.3 1917.44 ___ 2114.52 ___ 1874.21 ___ 1910.16 ___ -0.931 ___ 0.925 63 -0.036 61 0.033 61 -0.161 63 0.118 62 0.205 63 0.219 63 0.123 63
2000.2 1799.57 ___ 1953.34 ___ 1695.53 ___ 1928.11 ___ 7.104 ___ 1.110 58 -0.052 56 0.127 58 0.242 55 0.168 57 0.083 58 -0.087 57 0.055 57
2000.1 1368.69 ___ 1811.06 ___ 1361.21 ___ 1800.23 ___ 31.733 ___ 1.991 53 -0.113 51 -0.147 51 -0.293 53 0.007 51 -0.016 53 0.052 52 0.095 52
1999.4 1568.24 ___ 1568.38 ___ 1341.05 ___ 1366.58 ___ -12.995 ___ 1.242 59 -0.094 57 0.017 55 -0.102 57 -0.189 58 -0.115 59 -0.098 59 -0.008 58
1999.3 1678.84 ___ 1695.64 ___ 1471.51 ___ 1570.70 ___ -7.028 ___ 2.029 66 -0.126 64 -0.151 63 -0.246 65 -0.038 66 -0.269 66 0.139 66 -0.116 66
1999.2 1158.68 ___ 1756.18 ___ 1047.83 ___ 1689.43 ___ 45.886 ___ 2.201 63 0.072 61 0.213 60 -0.114 60 -0.047 63 0.002 63 -0.039 61 0.240 62
1999.1 1144.89 ___ 1177.34 ___ 1064.17 ___ 1158.05 ___ 0.990 ___ 1.073 49 -0.067 48 0.201 47 0.151 49 0.089 48 0.282 49 0.107 48 0.265 48
1998.4 1245.74 ___ 1300.15 ___ 1125.56 ___ 1146.70 ___ -7.740 ___ 0.936 64 -0.046 62 -0.132 59 -0.105 61 0.027 63 0.208 64 0.105 64 0.080 63
1998.3 1363.27 ___ 1367.15 ___ 1043.02 ___ 1242.90 ___ -7.191 ___ 1.817 66 -0.142 64 0.165 63 0.023 65 0.199 66 0.124 66 0.059 66 0.035 66
1998.2 1243.37 ___ 1422.98 ___ 1240.06 ___ 1339.20 ___ 7.738 ___ 1.052 64 0.114 62 -0.028 61 0.158 60 -0.064 64 0.058 64 -0.026 63 -0.064 63
1998.1 1200.95 ___ 1262.62 ___ 1110.09 ___ 1243.02 ___ 4.097 ___ 1.239 51 -0.281 49 -0.066 49 -0.025 51 -0.031 49 -0.030 51 0.153 50 0.242 51
1997.4 1100.70 ___ 1241.83 ___ 1087.02 ___ 1194.10 ___ 8.814 ___ 1.361 63 -0.464 61 -0.073 58 0.008 61 -0.288 62 0.217 63 -0.032 63 -0.140 62
1997.3 1138.92 ___ 1264.49 ___ 1055.19 ___ 1097.38 ___ 2.124 61 -0.035 60 0.152 58 0.088 60 0.016 61 -0.030 61 0.144 61 -0.054 61
