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Major Indices
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USA | Canada
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CAC 40 Index
France
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[ CAC 40 w SP500 ] for Quarter
(9)
Corr_dly[ CAC 40 w Nikkei ] for Quarter
(10)
Corr_dly[ CAC 40 w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ CAC 40 w SP500(d-1) ] for Quarter
(13)
Corr_dly[ CAC 40 w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ CAC 40 w FTSE(d-1) ] for Quarter
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EconStats does not guarantee the accuracy of this data.
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|_CAC_40_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[ | CAC 40 w | Corr_dly[ |
| | | | | | Avg over | StDev of dly | CAC 40 w | CAC 40 w | CAC 40 w | Daily | CAC 40 w | NIKKEI(d-1) | CAC 40 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 |____2008-1990_|____2008-1990_|____2008-1990_|____2008-1990_|____2008-1990_|____2008-1990_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-43.50% <-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 4071.39 ___ 4112.24 ___ 2838.50 ___ 3172.11 ___ -21.329 ___ 231868 39 4.721 39 0.562 39 0.565 37 0.972 39 -0.092 39 0.515 39 -0.234 39 -0.065 39
2008.3 4410.79 ___ 4558.56 ___ 3844.63 ___ 4032.10 ___ -9.081 ___ 191212 57 2.244 57 0.583 55 0.440 54 0.946 57 -0.124 55 0.223 57 -0.226 56 -0.096 56
2008.2 4689.65 ___ 5142.10 ___ 4348.31 ___ 4434.85 ___ -5.783 ___ 147251 57 1.200 57 0.640 56 0.199 54 0.862 55 0.098 56 0.097 57 0.065 55 0.115 56
2008.1 5609.98 ___ 5665.94 ___ 4416.71 ___ 4707.07 ___ -16.156 ___ 195666 61 2.015 61 0.379 60 0.313 56 0.953 61 -0.314 60 0.318 61 -0.032 58 -0.316 60
2007.4 5670.79 ___ 5882.07 ___ 5358.76 ___ 5614.08 ___ -1.778 ___ 142636 64 1.038 64 0.596 63 0.515 60 0.934 64 -0.150 63 0.060 64 0.035 64 -0.095 63
2007.3 6021.10 ___ 6156.16 ___ 5217.70 ___ 5715.69 ___ -5.603 ___ 154072 65 1.439 65 0.592 63 0.282 62 0.957 64 -0.083 65 0.337 65 -0.176 65 -0.115 65
2007.2 5623.40 ___ 6168.15 ___ 5609.28 ___ 6054.93 ___ 7.468 ___ 130333 62 0.745 62 0.512 61 0.186 59 0.846 60 0.139 61 0.286 62 -0.243 61 0.078 61
2007.1 5575.76 ___ 5771.69 ___ 5295.58 ___ 5634.16 ___ 1.667 ___ 136644 64 0.929 64 0.537 61 0.572 59 0.929 64 0.006 64 0.304 63 -0.085 62 0.011 64
2006.4 5268.63 ___ 5553.86 ___ 5196.07 ___ 5541.76 ___ 5.557 ___ 113897 63 0.686 63 0.584 62 0.161 60 0.790 63 -0.009 62 0.189 63 -0.132 63 0.002 62
2006.3 4967.07 ___ 5285.34 ___ 4710.61 ___ 5250.01 ___ 5.720 ___ 103014 65 0.905 65 0.607 63 0.339 63 0.891 64 -0.110 65 0.109 65 -0.173 65 -0.132 65
2006.2 5251.56 ___ 5329.16 ___ 4564.69 ___ 4965.96 ___ -4.882 ___ 134528 62 1.281 62 0.519 61 0.352 59 0.954 61 -0.134 61 0.274 62 0.025 60 -0.207 61
2006.1 4731.92 ___ 5247.31 ___ 4719.33 ___ 5220.85 ___ 10.723 ___ 121162 65 0.739 65 0.443 62 0.358 61 0.821 64 -0.118 65 0.045 65 0.048 64 -0.201 65
2005.4 4610.01 ___ 4780.05 ___ 4288.15 ___ 4715.23 ___ 2.505 ___ 96089.7 64 0.754 64 0.314 63 0.412 60 0.862 63 -0.063 64 0.479 64 0.019 64 -0.022 63
2005.3 4224.66 ___ 4620.85 ___ 4089.27 ___ 4600.02 ___ 8.764 ___ 93681.3 66 0.721 66 0.459 64 0.234 63 0.754 65 -0.076 66 0.105 66 -0.229 66 -0.031 66
2005.2 4068.00 ___ 4254.80 ___ 3882.42 ___ 4229.35 ___ 3.972 ___ 95545.3 65 0.695 65 0.253 64 0.569 61 0.889 63 0.145 65 0.473 65 -0.028 63 0.227 65
2005.1 3830.58 ___ 4108.00 ___ 3804.92 ___ 4067.78 ___ 6.454 ___ 91768.8 62 0.587 62 0.332 60 0.318 58 0.820 61 -0.133 61 0.288 62 0.030 61 -0.128 61
2004.4 3656.30 ___ 3856.01 ___ 3599.37 ___ 3821.16 ___ 4.959 ___ 88283.3 60 0.765 66 0.408 64 0.344 61 0.867 64 -0.067 66 0.333 66 -0.159 66 -0.001 65
2004.3 3749.31 ___ 3773.64 ___ 3452.41 ___ 3640.61 ___ -2.475 ___ 0.797 66 0.372 64 0.213 63 0.884 65 -0.072 66 0.474 66 -0.097 66 -0.049 66
2004.2 3647.96 ___ 3831.54 ___ 3520.61 ___ 3732.99 ___ 2.972 ___ 0.971 63 0.418 61 0.425 59 0.878 61 -0.172 62 0.241 63 -0.096 61 -0.134 62
2004.1 3563.39 ___ 3789.33 ___ 3489.53 ___ 3625.23 ___ 1.892 ___ 0.931 64 0.439 62 0.281 61 0.769 64 -0.197 64 0.145 64 0.065 62 -0.167 64
2003.4 3137.10 ___ 3566.76 ___ 3122.36 ___ 3557.90 ___ 13.490 ___ 0.973 64 0.487 63 0.364 59 0.835 64 -0.170 63 0.014 64 0.067 64 -0.139 63
2003.3 3085.59 ___ 3435.79 ___ 3008.72 ___ 3134.99 ___ 1.650 ___ 1.208 66 0.383 64 0.327 63 0.843 65 -0.072 66 0.150 66 0.077 66 0.038 66
2003.2 2627.72 ___ 3228.60 ___ 2599.28 ___ 3084.10 ___ 17.783 ___ 1.486 62 0.601 61 0.269 60 0.859 60 -0.030 61 0.183 62 -0.180 62 -0.058 61
2003.1 3057.06 ___ 3232.34 ___ 2401.15 ___ 2618.46 ___ -14.539 ___ 2.416 63 0.646 61 0.059 58 0.839 63 0.092 63 0.165 63 0.061 60 0.010 63
2002.4 2789.69 ___ 3393.04 ___ 2612.03 ___ 3063.91 ___ 10.314 ___ 2.365 64 0.611 63 0.225 60 0.894 64 -0.117 63 0.160 64 0.008 64 -0.153 63
2002.3 3886.12 ___ 3973.93 ___ 2666.04 ___ 2777.45 ___ -28.747 ___ 3.168 66 0.557 64 0.247 64 0.949 65 0.046 66 0.421 66 -0.088 66 0.030 66
2002.2 4673.03 ___ 4688.16 ___ 3561.24 ___ 3897.99 ___ -16.852 ___ 1.589 63 0.376 62 0.304 60 0.800 60 -0.143 62 0.337 63 -0.051 62 -0.259 61
2002.1 4617.95 ___ 4720.04 ___ 4210.30 ___ 4688.02 ___ 1.372 ___ 1.126 62 0.486 60 0.481 57 0.796 62 -0.100 61 0.411 62 0.060 59 0.008 62
2001.4 4097.22 ___ 4735.21 ___ 3914.39 ___ 4624.58 ___ 13.375 ___ 1.762 63 0.460 62 0.310 59 0.888 63 -0.139 62 0.195 63 -0.097 63 -0.066 62
2001.3 5215.75 ___ 5299.90 ___ 3463.07 ___ 4079.02 ___ -21.938 ___ 1.926 65 0.500 59 -0.085 63 0.838 63 0.025 65 0.196 62 0.023 65 0.051 65
2001.2 5218.48 ___ 5728.52 ___ 4872.92 ___ 5225.33 ___ 0.866 ___ 1.291 61 0.548 60 0.179 58 0.782 59 -0.025 60 0.203 61 -0.127 60 0.139 60
2001.1 5956.15 ___ 5999.18 ___ 4804.40 ___ 5180.45 ___ -12.587 ___ 1.456 64 0.362 62 0.188 59 0.851 64 0.004 64 0.412 64 -0.031 62 -0.021 64
2000.4 6150.49 ___ 6459.50 ___ 5673.87 ___ 5926.42 ___ -5.429 ___ 1.496 63 0.650 62 0.177 60 0.789 63 -0.081 62 0.234 63 0.064 63 -0.028 62
2000.3 6462.03 ___ 6944.77 ___ 6085.40 ___ 6266.63 ___ -2.791 ___ 1.088 64 0.323 62 0.102 62 0.692 63 -0.101 64 0.010 64 -0.169 64 0.171 64
2000.2 6382.28 ___ 6780.66 ___ 5752.44 ___ 6446.54 ___ 2.553 ___ 1.625 61 0.379 60 0.140 58 0.733 60 -0.091 60 0.285 61 0.032 59 0.029 60
2000.1 6024.38 ___ 6590.35 ___ 5388.85 ___ 6286.05 ___ 5.500 ___ 1.657 65 0.227 63 0.455 61 0.634 64 0.228 65 0.480 65 -0.102 64 0.238 64
1999.4 4588.80 ___ 5979.54 ___ 4452.93 ___ 5958.32 ___ 29.771 ___ 1.050 64 0.414 62 0.244 60 0.669 62 0.081 64 0.376 64 0.089 64 0.107 63
1999.3 4608.58 ___ 4773.82 ___ 4197.38 ___ 4591.42 ___ 1.208 ___ 1.122 66 0.526 64 0.281 63 0.826 65 -0.066 66 0.205 66 -0.138 66 -0.021 66
1999.2 4154.75 ___ 4587.97 ___ 4150.79 ___ 4536.61 ___ 8.069 ___ 1.015 62 0.218 61 0.016 58 0.734 60 0.005 61 0.391 62 -0.071 60 -0.117 61
1999.1 4030.44 ___ 4354.29 ___ 3845.77 ___ 4197.88 ___ 6.473 ___ 1.571 63 0.524 61 0.213 60 0.653 63 0.203 62 0.255 63 -0.174 62 -0.058 62
1998.4 3129.34 ___ 3983.29 ___ 2881.21 ___ 3942.66 ___ 23.287 ___ 1.997 62 0.381 61 0.342 59 0.851 61 0.112 61 0.246 62 -0.215 62 0.029 61
1998.3 4260.74 ___ 4404.94 ___ 3185.51 ___ 3197.95 ___ -23.921 ___ 1.985 64 0.397 62 0.452 61 0.828 63 -0.024 63 0.307 64 -0.043 64 0.129 64
1998.2 3885.30 ___ 4263.61 ___ 3667.00 ___ 4203.45 ___ 8.468 ___ 1.321 59 0.480 58 0.052 56 0.809 57 -0.018 58 0.422 59 -0.151 58 0.078 58
1998.1 3012.00 ___ 3886.10 ___ 2809.70 ___ 3875.30 ___ 29.224 ___ 1.062 63 0.435 61 0.208 60 0.686 63 0.258 63 0.175 63 -0.074 61 0.097 63
1997.4 2999.10 ___ 3114.00 ___ 2475.00 ___ 2998.90 ___ -0.312 ___ 1.709 63 0.349 62 0.534 58 0.813 62 -0.124 62 0.549 63 -0.267 63 0.060 62
1997.3 2866.10 ___ 3107.30 ___ 2764.10 ___ 3008.30 ___ 5.248 ___ 1.359 64 0.516 62 0.230 61 0.701 63 0.019 64 0.377 64 -0.151 64 0.086 64
1997.2 2585.10 ___ 2903.20 ___ 2487.80 ___ 2858.30 ___ 7.588 ___ 1.405 62 0.308 61 -0.068 60 0.402 60 0.161 61 0.205 62 0.032 62 0.091 61
1997.1 2305.90 ___ 2736.70 ___ 2251.50 ___ 2656.70 ___ 14.726 ___ 1.038 61 0.191 60 0.228 57 0.772 61 -0.058 61 0.243 61 -0.082 58 -0.174 61
1996.4 2131.50 ___ 2358.70 ___ 2116.80 ___ 2315.70 ___ 8.576 ___ 0.835 63 0.389 62 0.176 59 0.684 62 -0.001 63 0.382 63 -0.302 63 -0.152 62
1996.3 2110.90 ___ 2133.10 ___ 1939.60 ___ 2132.80 ___ 0.428 ___ 0.779 64 0.458 62 0.451 62 0.740 63 0.091 63 0.375 64 -0.097 64 -0.169 64
1996.2 2059.40 ___ 2164.20 ___ 2041.10 ___ 2123.70 ___ 3.859 ___ 0.685 59 0.090 59 0.119 56 0.593 58 -0.172 58 0.398 59 -0.018 58 -0.073 58
1996.1 1873.40 ___ 2048.20 ___ 1873.10 ___ 2044.80 ___ 9.231 ___ 0.844 64 0.271 63 0.082 59 0.586 64 0.135 64 0.240 64 -0.031 62 -0.020 64
1995.4 1788.30 ___ 1910.00 ___ 1713.30 ___ 1872.00 ___ 4.675 ___ 1.118 63 0.094 62 0.205 60 0.412 62 0.049 63 0.232 63 -0.192 63 -0.005 62
1995.3 1858.70 ___ 1989.40 ___ 1747.50 ___ 1788.40 ___ -3.787 ___ 1.053 62 0.097 60 0.353 61 0.690 61 -0.106 61 0.218 62 0.103 62 -0.079 62
1995.2 1847.80 ___ 2025.20 ___ 1838.60 ___ 1858.80 ___ -0.038 ___ 1.090 59 0.401 58 0.097 56 0.480 58 -0.167 58 0.052 59 0.096 58 -0.061 58
1995.1 1883.40 ___ 1909.80 ___ 1711.80 ___ 1859.50 ___ -1.154 ___ 1.169 64 0.361 63 -0.010 61 0.816 64 -0.237 64 0.177 64 0.205 63 -0.082 64
1994.4 1865.30 ___ 2003.20 ___ 1796.80 ___ 1881.20 ___ 0.101 ___ 1.093 62 0.325 60 0.077 58 0.685 60 0.051 61 0.348 62 0.103 62 0.034 61
1994.3 1899.30 ___ 2125.50 ___ 1854.80 ___ 1879.30 ___ -0.671 ___ 1.119 63 0.340 61 0.239 61 0.615 62 0.000 62 0.079 63 -0.132 63 -0.044 63
1994.2 2067.80 ___ 2217.70 ___ 1856.30 ___ 1892.00 ___ -9.121 ___ 1.105 61 0.188 59 0.117 57 0.782 59 -0.013 60 0.095 61 -0.088 59 -0.023 60
1994.1 2263.00 ___ 2361.00 ___ 2069.40 ___ 2081.90 ___ -8.214 ___ 1.127 64 0.325 63 0.088 61 0.744 63 0.039 64 0.321 64 0.045 63 0.164 64
1993.4 2114.40 ___ 2289.50 ___ 2056.90 ___ 2268.20 ___ 7.264 ___ 1.017 64 0.133 62 0.212 59 0.718 62 0.133 64 0.375 64 0.320 64 0.294 63
1993.3 1982.70 ___ 2222.90 ___ 1909.80 ___ 2114.60 ___ 7.237 ___ 1.010 64 0.216 62 0.170 62 0.603 63 0.223 64 0.078 64 0.140 64 0.145 64
1993.2 2023.20 ___ 2027.00 ___ 1821.30 ___ 1971.90 ___ -2.929 ___ 0.901 60 0.165 60 0.033 55 0.349 59 -0.028 58 0.192 60 0.088 58 -0.116 59
1993.1 1834.50 ___ 2050.10 ___ 1755.90 ___ 2031.40 ___ 9.344 ___ 0.989 63 0.237 62 0.126 61 0.400 63 0.142 63 0.103 63 0.058 62 -0.048 63
1992.4 1758.40 ___ 1874.20 ___ 1577.70 ___ 1857.80 ___ 6.973 ___ 1.385 63 0.219 62 0.160 59 0.663 62 0.121 63 0.230 63 -0.075 63 0.115 62
1992.3 1893.00 ___ 1900.60 ___ 1640.90 ___ 1736.70 ___ -8.624 ___ 1.468 64 0.304 62 0.249 62 0.684 63 0.048 63 0.193 64 -0.074 64 0.062 64
1992.2 1933.40 ___ 2080.80 ___ 1880.50 ___ 1900.60 ___ -2.152 ___ 0.976 59 0.368 58 0.363 56 0.608 57 -0.194 58 0.233 59 -0.180 58 -0.158 58
1992.1 1755.30 ___ 2004.20 ___ 1746.60 ___ 1942.40 ___ 10.007 ___ 0.878 64 0.178 63 0.193 59 0.663 64 -0.036 64 0.113 64 -0.265 61 -0.015 64
1991.4 1888.00 ___ 1892.40 ___ 1610.20 ___ 1765.70 ___ -6.110 ___ 1.086 63 0.241 62 0.419 59 0.686 62 0.290 63 0.488 63 0.080 63 0.242 62
1991.3 1767.70 ___ 1897.30 ___ 1663.30 ___ 1880.60 ___ 7.610 ___ 1.260 64 0.585 62 0.623 62 0.675 63 -0.003 63 0.166 64 -0.083 64 -0.078 64
1991.2 1815.00 ___ 1877.90 ___ 1734.50 ___ 1747.60 ___ -3.767 ___ 0.950 60 0.301 59 0.478 57 0.740 58 -0.135 58 0.325 60 0.097 59 0.034 59
1991.1 1504.00 ___ 1855.00 ___ 1425.00 ___ 1816.00 ___ 20.345 ___ 1.566 62 0.421 61 0.438 57 0.659 62 -0.084 61 0.111 62 -0.467 59 -0.187 62
1990.4 1515.00 ___ 1709.00 ___ 1498.00 ___ 1509.00 ___ 0.667 ___ 1.251 62 0.385 61 0.302 59 0.553 61 0.124 61 0.328 62 -0.244 62 -0.080 61
1990.3 2025.00 ___ 2046.00 ___ 1472.00 ___ 1499.00 ___ -26.339 ___ 1.836 64 0.402 62 0.320 63 0.673 63 0.026 64 0.120 64 0.088 64 -0.017 64
1990.2 1951.00 ___ 2141.00 ___ 1937.00 ___ 2035.00 ___ 3.195 ___ 0.909 59 0.151 58 0.268 56 0.411 57 0.055 58 0.062 59 -0.169 58 -0.007 58
1990.1 1866.00 ___ 1975.00 ___ 1862.00 ___ 1972.00 ___ 0.923 19 0.064 19 0.537 18 0.328 19 0.042 19 -0.292 19 -0.266 19 0.221 19
