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Major Indices
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USA | Canada
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Europe
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Hang Seng Index
Hong Kong
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[ Hang Seng w SP500 ] for Quarter
(9)
Corr_dly[ Hang Seng w Nikkei ] for Quarter
(10)
Corr_dly[ Hang Seng w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ Hang Seng w SP500(d-1) ] for Quarter
(13)
Corr_dly[ Hang Seng w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ Hang Seng w FTSE(d-1) ] for Quarter
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EconStats does not guarantee the accuracy of this data.
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|_Hang_Seng_quarterly_____________________________________________________________________________________________________________________________________________________________________________________________|
| (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[ | Hang Seng w | Corr_dly[ |
| | | | | | Avg over | StDev of dly | Hang Seng w | Hang Seng w | Hang Seng w | Daily | Hang Seng w | NIKKEI(d-1) | Hang Seng 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) ] | ] for | FTSE(d-1) ] |
| Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | for Quarter | Quarter | for Quarter |
Year.Qtr |____2008-1987_|____2008-1987_|____2008-1987_|____2008-1987_|____2008-1987_|____2008-1987_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-55.21% <-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 17870.4 ___ 18285.7 ___ 10676.3 ___ 12457.9 ___ -30.852 ___ 3217910 37 5.680 38 0.453 38 0.738 36 0.487 38 -0.173 38 0.245 38 -0.116 38 0.208 38
2008.3 21785.4 ___ 23369.1 ___ 16283.7 ___ 18016.2 ___ -18.486 ___ 2372861 55 2.443 54 0.274 52 0.612 51 0.741 52 0.031 53 0.427 54 -0.065 54 0.165 53
2008.2 23084.9 ___ 26387.4 ___ 21773.7 ___ 22102.0 ___ -3.270 ___ 2118911 53 1.475 55 0.105 54 0.615 52 0.250 53 0.021 54 0.515 55 0.099 54 0.301 55
2008.1 27632.2 ___ 27853.6 ___ 20572.9 ___ 22849.2 ___ -17.846 ___ 2671084 59 3.235 60 0.022 59 0.741 55 0.193 59 -0.199 59 0.396 60 -0.093 57 0.522 59
2007.4 27142.5 ___ 31958.4 ___ 25861.7 ___ 27812.7 ___ 2.469 ___ 2681313 62 2.308 64 0.100 63 0.721 60 0.371 64 -0.013 63 0.568 64 -0.019 64 0.327 63
2007.3 22004.1 ___ 27255.0 ___ 19386.7 ___ 27142.5 ___ 24.663 ___ 2340045 63 1.702 64 0.006 62 0.726 61 0.464 63 0.029 64 0.688 64 -0.202 64 0.506 64
2007.2 19900.0 ___ 22085.6 ___ 19672.9 ___ 21772.7 ___ 9.958 ___ 1593945 58 0.909 62 0.044 61 0.654 59 0.172 60 -0.132 61 0.500 62 -0.274 61 0.394 61
2007.1 20004.8 ___ 20971.5 ___ 18659.2 ___ 19800.9 ___ -0.820 ___ 1226039 61 1.269 63 0.283 60 0.673 58 0.580 63 -0.044 63 0.379 62 0.038 61 0.171 63
2006.4 17543.1 ___ 20049.0 ___ 17428.1 ___ 19964.7 ___ 13.804 ___ 930099 60 0.841 63 0.173 62 0.408 60 0.263 63 -0.083 62 0.513 63 -0.187 63 0.425 62
2006.3 16288.6 ___ 17683.5 ___ 15948.8 ___ 17543.1 ___ 7.840 ___ 377772 65 0.798 65 0.105 63 0.591 63 0.376 64 0.002 65 0.241 65 -0.079 65 0.302 65
2006.2 15905.0 ___ 17328.4 ___ 15204.9 ___ 16267.6 ___ 2.927 ___ 420541 59 1.202 60 0.152 59 0.782 58 0.403 59 0.033 59 0.561 60 0.085 59 0.328 59
2006.1 14844.0 ___ 15999.3 ___ 14844.0 ___ 15805.0 ___ 6.242 ___ 419699 62 0.735 62 0.142 60 0.574 59 0.196 62 -0.052 61 0.616 62 -0.180 61 0.283 62
2005.4 15399.9 ___ 15493.0 ___ 14189.5 ___ 14876.4 ___ -3.578 ___ 314271 62 0.804 62 0.055 61 0.621 58 0.332 62 -0.018 61 0.477 62 -0.187 62 0.286 61
2005.3 14188.4 ___ 15508.6 ___ 13920.9 ___ 15428.5 ___ 8.643 ___ 358253 64 0.736 64 0.028 62 0.481 62 0.225 63 -0.043 64 0.226 64 -0.148 64 0.312 64
2005.2 13495.7 ___ 14365.1 ___ 13337.4 ___ 14201.1 ___ 5.062 ___ 305108 62 0.594 62 0.023 61 0.613 58 0.314 61 0.177 62 0.331 62 0.157 60 0.183 62
2005.1 14216.0 ___ 14272.5 ___ 13320.5 ___ 13516.9 ___ -5.012 ___ 347783 59 0.737 59 0.134 57 0.455 56 0.114 58 0.127 57 0.397 59 0.023 58 -0.029 58
2004.4 13347.2 ___ 14339.1 ___ 12743.4 ___ 14230.1 ___ 8.461 ___ 330428 63 0.794 63 0.116 61 0.524 58 0.413 62 -0.115 63 0.440 63 -0.027 63 0.197 62
2004.3 12052.4 ___ 13356.9 ___ 11862.7 ___ 13120.0 ___ 6.791 ___ 278766 64 0.804 64 -0.223 62 0.553 61 0.100 63 -0.141 64 0.136 64 -0.194 64 0.103 64
2004.2 12679.4 ___ 13126.2 ___ 10917.7 ___ 12285.8 ___ -3.122 ___ 308546 60 1.386 60 0.333 58 0.678 56 0.427 58 0.020 59 0.428 60 0.067 58 0.060 59
2004.1 12665.0 ___ 14058.2 ___ 12400.4 ___ 12681.7 ___ 0.841 ___ 328788 62 1.068 62 0.157 60 0.167 59 0.157 62 0.279 61 0.406 62 0.211 60 0.123 62
2003.4 11372.5 ___ 12740.5 ___ 11372.5 ___ 12575.9 ___ 11.987 ___ 301291 63 1.145 63 0.082 62 0.625 58 0.411 63 0.095 62 0.544 63 0.013 63 0.313 62
2003.3 9613.57 ___ 11444.7 ___ 9512.20 ___ 11229.9 ___ 17.257 ___ 300582 64 0.996 64 0.089 62 0.415 61 0.311 63 0.147 64 0.336 64 -0.204 64 0.194 64
2003.2 8608.79 ___ 10067.9 ___ 8331.87 ___ 9577.12 ___ 10.918 ___ 252909 60 1.060 60 0.122 59 0.486 58 0.353 58 0.104 59 0.338 60 -0.031 60 0.147 59
2003.1 9333.64 ___ 9892.70 ___ 8586.70 ___ 8634.45 ___ -7.369 ___ 188223 61 1.053 61 0.111 59 0.544 56 0.188 61 0.015 60 0.449 61 -0.195 58 0.382 61
2002.4 9227.38 ___ 10246.9 ___ 8772.48 ___ 9321.29 ___ 2.746 ___ 256493 62 1.236 62 0.315 61 0.571 59 0.371 62 0.009 61 0.377 62 0.041 62 0.129 61
2002.3 10511.1 ___ 10939.6 ___ 9014.58 ___ 9072.21 ___ -14.401 ___ 192773 65 1.345 65 0.091 63 0.589 63 0.417 64 -0.107 65 0.530 65 -0.098 65 0.190 65
2002.2 11032.4 ___ 12021.7 ___ 10291.2 ___ 10598.6 ___ -3.937 ___ 234706 61 1.005 61 0.123 60 0.439 58 0.100 58 -0.032 60 0.249 61 0.017 60 0.133 59
2002.1 11368.1 ___ 11905.6 ___ 10387.5 ___ 11032.9 ___ -3.196 ___ 263599 59 1.276 59 0.031 57 0.460 54 0.159 59 0.192 58 0.539 59 0.318 56 0.522 59
2001.4 9995.22 ___ 11957.8 ___ 9758.98 ___ 11397.2 ___ 14.537 ___ 322788 61 1.683 62 0.303 61 0.550 57 0.418 62 -0.103 60 0.322 62 -0.185 62 0.137 61
2001.3 13068.3 ___ 13237.0 ___ 8894.36 ___ 9950.70 ___ -23.706 ___ 234123 53 2.017 62 0.375 56 0.643 60 0.456 60 -0.097 62 0.211 59 -0.132 62 0.272 62
2001.2 12750.3 ___ 13989.2 ___ 12061.6 ___ 13042.5 ___ 2.209 ___ 1.688 59 0.236 58 0.521 57 0.184 57 -0.029 57 0.746 59 0.222 58 0.514 58
2001.1 15089.9 ___ 16274.7 ___ 12397.0 ___ 12760.6 ___ -15.467 ___ 1.518 61 0.007 59 0.514 56 0.342 61 0.022 60 0.442 61 -0.100 59 0.258 61
2000.4 15586.0 ___ 16245.6 ___ 13894.2 ___ 15095.5 ___ -3.537 ___ 1.751 61 0.144 60 0.604 58 0.466 61 -0.007 60 0.608 61 0.152 61 0.345 60
2000.3 16177.1 ___ 18125.6 ___ 14538.9 ___ 15649.0 ___ -3.137 ___ 1.672 64 0.045 62 0.401 62 0.311 63 -0.018 64 0.356 64 -0.174 64 0.389 64
2000.2 17444.5 ___ 17458.1 ___ 13596.6 ___ 16155.8 ___ -7.186 ___ 2.224 59 0.031 58 0.596 56 0.437 58 -0.005 58 0.636 59 -0.240 57 0.378 58
2000.1 17057.7 ___ 18397.6 ___ 14764.0 ___ 17406.5 ___ 2.620 ___ 2.213 63 -0.141 61 0.504 59 0.373 62 0.192 62 0.499 63 0.044 62 0.481 62
1999.4 12731.3 ___ 17138.1 ___ 12066.7 ___ 16962.1 ___ 33.211 ___ 1.485 62 0.309 60 0.475 58 0.258 61 0.123 62 0.395 62 0.007 62 0.315 61
1999.3 13859.6 ___ 14531.6 ___ 12422.8 ___ 12733.2 ___ -5.904 ___ 1.600 64 -0.063 62 0.346 61 0.274 63 -0.042 64 0.336 64 0.167 64 0.265 64
1999.2 11017.5 ___ 14124.4 ___ 10850.1 ___ 13532.1 ___ 23.669 ___ 1.708 61 -0.019 60 0.432 57 0.442 59 0.034 60 0.335 61 -0.089 59 0.018 61
1999.1 9982.26 ___ 11161.0 ___ 9000.24 ___ 10942.2 ___ 8.893 ___ 1.923 60 -0.054 58 0.466 57 0.471 60 0.052 59 0.620 60 -0.013 59 0.376 59
1998.4 7651.75 ___ 10979.3 ___ 7540.79 ___ 10048.6 ___ 27.464 ___ 2.451 61 0.272 60 0.353 57 0.534 59 0.095 60 0.384 61 -0.045 61 0.165 60
1998.3 8844.10 ___ 8970.74 ___ 6544.79 ___ 7883.46 ___ -7.721 ___ 2.910 65 0.165 63 0.393 62 0.508 64 0.015 65 0.226 65 0.128 65 0.300 65
1998.2 11491.2 ___ 11506.0 ___ 7351.68 ___ 8543.10 ___ -25.833 ___ 2.273 62 0.193 61 0.380 59 0.437 60 0.151 61 0.314 62 0.087 61 0.121 61
1998.1 10743.7 ___ 11926.2 ___ 7909.10 ___ 11518.7 ___ 7.423 ___ 3.442 60 0.514 58 0.388 57 0.436 60 0.042 59 0.303 60 -0.055 58 0.275 60
1997.4 15133.3 ___ 15242.7 ___ 8775.90 ___ 10722.8 ___ -28.749 ___ 4.360 61 0.080 60 0.475 57 0.670 61 -0.211 59 0.544 61 -0.222 61 0.079 60
1997.3 15346.0 ___ 16820.3 ___ 12899.8 ___ 15049.3 ___ -0.971 ___ 2.010 62 0.167 60 0.391 59 0.188 61 0.138 61 0.360 62 0.070 62 0.365 62
1997.2 12230.1 ___ 15322.3 ___ 11951.9 ___ 15196.8 ___ 21.242 ___ 1.330 63 0.011 62 0.146 61 -0.073 61 -0.033 62 0.440 63 0.053 63 0.215 62
1997.1 13362.5 ___ 14004.9 ___ 12331.6 ___ 12534.3 ___ -6.819 ___ 1.051 59 0.073 58 0.189 55 0.149 59 0.160 58 0.364 59 -0.080 56 0.141 59
1996.4 11916.7 ___ 13744.3 ___ 11857.4 ___ 13451.5 ___ 13.015 ___ 0.982 63 0.188 62 0.412 59 0.320 63 -0.072 62 0.581 63 -0.138 63 0.239 62
1996.3 11036.5 ___ 11906.0 ___ 10533.7 ___ 11902.4 ___ 7.998 ___ 0.826 65 0.329 63 0.453 63 0.554 65 0.150 65 0.718 65 0.113 65 0.299 65
1996.2 10945.0 ___ 11264.7 ___ 10537.7 ___ 11020.9 ___ 0.581 ___ 0.805 60 0.083 59 0.194 57 0.142 58 0.047 59 0.596 60 -0.041 59 0.185 59
1996.1 10070.8 ___ 11600.2 ___ 10070.8 ___ 10957.2 ___ 8.774 ___ 1.507 61 -0.074 61 0.402 56 0.270 61 -0.142 60 0.463 61 -0.203 59 0.337 61
1995.4 9645.30 ___ 10073.4 ___ 9259.30 ___ 10073.4 ___ 4.428 ___ 0.827 62 -0.115 61 0.264 59 0.348 62 0.192 61 0.288 62 0.160 62 0.409 61
1995.3 9208.30 ___ 9834.40 ___ 8775.00 ___ 9646.30 ___ 4.777 ___ 0.911 64 0.156 62 0.291 63 0.313 64 0.142 64 0.469 64 0.284 64 0.158 64
1995.2 8514.10 ___ 9676.10 ___ 8095.40 ___ 9206.50 ___ 7.206 ___ 1.179 60 0.266 59 0.094 57 0.152 58 0.183 59 0.341 60 -0.085 58 0.350 59
1995.1 8190.40 ___ 8849.50 ___ 6890.10 ___ 8587.70 ___ 4.843 ___ 1.938 61 0.206 60 0.432 58 0.135 61 0.016 60 0.564 61 -0.180 60 0.380 61
1994.4 9516.10 ___ 9675.50 ___ 7670.80 ___ 8191.00 ___ -13.971 ___ 1.402 62 0.227 61 0.423 58 0.547 62 0.314 61 0.748 62 0.150 62 0.320 61
1994.3 8731.00 ___ 10280.5 ___ 8298.00 ___ 9521.20 ___ 8.709 ___ 1.271 64 0.029 62 0.114 62 0.028 64 0.029 64 0.451 64 -0.033 64 0.333 64
1994.2 9098.60 ___ 9905.80 ___ 8249.20 ___ 8758.40 ___ -3.007 ___ 1.797 60 -0.188 58 0.297 56 0.109 58 -0.111 58 0.496 60 0.059 58 0.390 60
1994.1 11884.9 ___ 12599.2 ___ 8534.00 ___ 9029.90 ___ -24.044 ___ 2.703 62 0.048 61 0.071 60 0.301 61 -0.011 61 0.245 62 -0.028 61 0.309 62
1993.4 7674.40 ___ 11959.1 ___ 7668.70 ___ 11888.4 ___ 54.874 ___ 1.894 64 0.382 62 0.273 59 0.177 63 0.161 64 0.482 64 0.115 64 0.183 63
1993.3 7119.70 ___ 7678.60 ___ 6707.90 ___ 7676.20 ___ 8.126 ___ 0.986 64 0.022 62 0.094 62 0.058 64 0.078 64 0.037 64 -0.019 64 0.336 64
1993.2 6385.20 ___ 7528.70 ___ 6250.20 ___ 7099.30 ___ 11.119 ___ 1.287 60 -0.087 59 0.031 55 0.088 58 0.049 59 0.195 60 0.227 58 0.240 59
1993.1 5512.90 ___ 6538.30 ___ 5431.30 ___ 6388.90 ___ 15.901 ___ 1.358 61 0.095 60 -0.170 59 0.135 61 0.098 60 0.180 61 -0.064 60 0.051 61
1992.4 5502.70 ___ 6470.80 ___ 4947.80 ___ 5512.40 ___ 0.127 ___ 2.062 64 -0.086 63 -0.045 60 -0.073 63 -0.009 64 0.053 64 -0.003 64 0.167 63
1992.3 6107.30 ___ 6239.70 ___ 5252.30 ___ 5505.40 ___ -9.805 ___ 1.265 64 0.247 62 0.134 62 0.133 64 0.071 64 0.148 64 -0.012 64 0.180 64
1992.2 4936.60 ___ 6179.00 ___ 4729.40 ___ 6103.90 ___ 23.603 ___ 1.186 61 -0.087 60 0.503 58 0.362 59 0.147 60 0.519 61 0.090 60 0.156 60
1992.1 4297.30 ___ 5113.90 ___ 4284.10 ___ 4938.30 ___ 14.916 ___ 0.786 61 -0.068 60 0.095 56 -0.222 61 0.138 60 0.268 61 0.300 58 0.180 61
1991.4 3958.20 ___ 4309.30 ___ 3958.20 ___ 4297.30 ___ 8.608 ___ 0.806 63 -0.136 62 0.516 59 0.347 63 -0.032 62 0.464 63 -0.071 63 0.242 62
1991.3 3672.00 ___ 4094.00 ___ 3672.00 ___ 3956.70 ___ 7.871 ___ 1.448 64 0.346 62 0.553 63 0.632 64 -0.163 64 0.235 64 -0.069 64 -0.051 64
1991.2 3745.00 ___ 3917.00 ___ 3538.00 ___ 3668.00 ___ -2.056 ___ 1.106 61 0.123 60 0.178 58 0.159 59 0.193 59 0.167 61 0.115 60 0.163 60
1991.1 3024.00 ___ 3761.00 ___ 2970.00 ___ 3745.00 ___ 23.843 ___ 1.019 60 0.328 59 0.666 55 0.308 60 -0.072 59 0.199 60 -0.182 57 0.300 60
1990.4 2760.00 ___ 3178.00 ___ 2758.00 ___ 3024.00 ___ 9.565 ___ 1.083 62 0.178 61 0.604 57 0.382 62 0.040 61 0.461 62 -0.196 62 0.254 61
1990.3 3278.00 ___ 3559.00 ___ 2732.00 ___ 2760.00 ___ -15.802 ___ 1.699 64 0.363 62 0.662 63 0.545 64 0.178 64 0.461 64 0.214 64 0.333 64
1990.2 2997.00 ___ 3305.00 ___ 2906.00 ___ 3278.00 ___ 9.376 ___ 0.776 60 0.001 60 0.315 57 0.072 59 0.080 59 0.145 60 -0.125 59 0.230 59
1990.1 2836.00 ___ 3027.00 ___ 2697.00 ___ 2997.00 ___ 5.655 ___ 1.007 62 -0.033 61 0.469 57 0.222 62 0.052 61 0.306 62 -0.142 60 0.242 62
1989.4 2746.70 ___ 2962.00 ___ 2595.00 ___ 2836.60 ___ 2.842 ___ 1.300 62 -0.126 61 0.420 59 0.277 62 -0.216 61 0.687 62 -0.392 62 -0.060 61
1989.3 2270.80 ___ 2758.20 ___ 2270.80 ___ 2758.20 ___ 21.298 ___ 1.064 63 0.091 61 0.140 63 0.081 63 0.105 63 0.125 63 -0.008 63 0.109 63
1989.2 2987.20 ___ 3309.60 ___ 2093.60 ___ 2273.90 ___ -24.329 ___ 3.883 62 0.037 61 0.011 59 0.167 60 -0.122 62 -0.105 62 0.130 60 -0.072 62
1989.1 2706.70 ___ 3210.00 ___ 2706.70 ___ 3005.00 ___ 11.818 ___ 1.142 59 0.172 58 0.265 55 0.370 59 0.197 57 0.333 59 0.178 57 0.470 58
1988.4 2429.10 ___ 2696.40 ___ 2415.80 ___ 2687.40 ___ 10.094 ___ 0.812 62 0.240 61 0.424 58 0.351 62 0.233 61 0.364 62 -0.075 62 0.340 61
1988.3 2684.60 ___ 2772.50 ___ 2423.20 ___ 2441.00 ___ -8.628 ___ 0.798 64 0.119 62 0.563 62 0.345 64 0.170 64 0.398 64 0.044 64 0.430 64
1988.2 2556.60 ___ 2719.00 ___ 2488.90 ___ 2671.50 ___ 5.012 ___ 1.035 61 0.159 60 0.482 57 0.231 59 0.041 60 0.553 61 0.135 59 0.386 61
1988.1 2238.10 ___ 2618.40 ___ 2223.00 ___ 2544.00 ___ 10.474 ___ 1.527 61 0.034 60 0.474 58 0.415 61 0.025 60 0.588 61 -0.026 60 0.422 61
1987.4 3949.70 ___ 3949.70 ___ 1894.90 ___ 2302.80 ___ -41.607 ___ 5.303 60 0.470 59 0.589 55 0.433 59 -0.211 59 0.146 60 0.218 59 0.352 59
1987.3 3164.00 ___ 3943.60 ___ 3164.00 ___ 3943.60 ___ 24.083 ___ 1.020 65 0.131 63 -0.043 63 0.164 65 0.048 65 0.267 65 0.091 65 0.061 65
1987.2 2695.90 ___ 3179.00 ___ 2589.50 ___ 3178.20 ___ 17.113 ___ 1.133 60 0.146 59 0.237 57 0.307 58 0.126 59 0.259 60 0.244 59 0.042 59
1987.1 2552.40 ___ 2939.10 ___ 2449.90 ___ 2713.80 ___ 1.483 59 -0.028 58 -0.041 57 0.176 59 0.002 58 0.196 59 0.018 59 0.188 59
