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Major Indices
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USA | Canada
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Europe
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Asia Pacific
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MerVal Index
Argentina
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[ MerVal w SP500 ] for Quarter
(9)
Corr_dly[ MerVal w Nikkei ] for Quarter
(10)
Corr_dly[ MerVal w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ MerVal w SP500(d-1) ] for Quarter
(13)
Corr_dly[ MerVal w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ MerVal w FTSE(d-1) ] for Quarter
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EconStats does not guarantee the accuracy of this data.
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|_MerVal_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[ | MerVal w | Corr_dly[ |
| | | | | | Avg over | StDev of dly | MerVal w | MerVal w | MerVal w | Daily | MerVal w | NIKKEI(d-1) | MerVal 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 |____2008-1996_|____2008-1996_|____2008-1996_|____2008-1996_|____2008-1996_|____2008-1996_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-61.47% <-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 1595.47 ___ 1609.90 ___ 819.360 ___ 828.990 ___ -48.129 ___ 5.186 36 0.549 36 0.538 35 0.605 36 0.066 36 0.339 36 -0.252 36 0.227 36
2008.3 2108.00 ___ 2108.00 ___ 1433.32 ___ 1598.17 ___ -24.181 ___ 2.657 60 0.660 58 0.145 54 0.617 57 -0.028 59 0.010 60 -0.093 57 0.085 59
2008.2 2100.65 ___ 2257.25 ___ 2046.25 ___ 2107.87 ___ 0.197 ___ 1.128 58 0.467 57 -0.094 53 0.323 54 0.027 57 -0.008 58 0.155 54 0.181 55
2008.1 2162.18 ___ 2199.12 ___ 1861.12 ___ 2103.72 ___ -2.231 ___ 1.800 60 0.369 59 0.183 56 0.732 60 -0.238 58 0.192 60 0.157 57 -0.085 59
2007.4 2187.96 ___ 2354.73 ___ 2097.05 ___ 2151.73 ___ -1.656 ___ 1.112 62 0.565 61 0.318 60 0.462 61 -0.110 61 0.190 62 -0.119 62 0.106 61
2007.3 2195.64 ___ 2303.43 ___ 1751.75 ___ 2187.97 ___ -0.132 ___ 1.853 63 0.691 61 0.048 60 0.692 62 0.042 63 0.109 63 0.005 63 -0.179 63
2007.2 2104.27 ___ 2256.29 ___ 2097.72 ___ 2190.87 ___ 4.189 ___ 0.957 59 0.710 58 -0.038 56 0.296 56 -0.033 58 -0.012 59 -0.154 58 0.109 58
2007.1 2087.85 ___ 2225.56 ___ 1905.92 ___ 2102.78 ___ 0.589 ___ 1.580 64 0.857 61 0.274 59 0.465 64 -0.175 63 -0.121 63 -0.032 62 -0.060 64
2006.4 1638.05 ___ 2097.33 ___ 1620.38 ___ 2090.46 ___ 27.680 ___ 1.001 60 0.400 59 0.055 57 0.459 59 -0.057 60 0.105 60 -0.068 60 -0.073 59
2006.3 1722.24 ___ 1730.77 ___ 1580.86 ___ 1637.27 ___ -4.314 ___ 1.242 64 0.696 62 0.088 62 0.493 63 -0.044 64 0.110 64 0.003 64 0.087 64
2006.2 1803.14 ___ 1952.93 ___ 1486.56 ___ 1711.09 ___ -4.970 ___ 2.067 60 0.678 59 0.148 57 0.672 58 0.059 59 0.207 60 -0.046 58 0.047 59
2006.1 1545.14 ___ 1850.62 ___ 1542.62 ___ 1800.58 ___ 16.670 ___ 1.214 64 0.448 61 0.133 60 0.335 63 0.076 64 0.023 64 -0.203 63 -0.069 64
2005.4 1698.23 ___ 1738.44 ___ 1487.17 ___ 1543.31 ___ -8.940 ___ 1.529 62 0.522 60 -0.106 59 0.357 60 -0.075 62 0.101 62 0.017 62 0.005 61
2005.3 1366.56 ___ 1725.81 ___ 1340.09 ___ 1694.83 ___ 23.945 ___ 1.111 65 0.228 63 -0.026 62 -0.197 64 -0.275 65 -0.235 65 -0.077 65 0.134 65
2005.2 1400.44 ___ 1541.31 ___ 1265.97 ___ 1367.41 ___ -2.357 ___ 1.677 63 0.533 62 0.086 59 0.239 61 -0.003 63 -0.177 63 -0.173 61 -0.058 63
2005.1 1376.01 ___ 1619.26 ___ 1298.37 ___ 1400.42 ___ 1.821 ___ 1.919 62 0.307 60 0.166 58 0.204 60 0.137 61 0.226 62 -0.137 61 -0.065 61
2004.4 1144.37 ___ 1408.10 ___ 1113.31 ___ 1375.37 ___ 20.383 ___ 1.721 64 0.137 62 -0.073 60 0.100 62 0.018 64 0.024 64 0.088 64 -0.140 63
2004.3 945.890 ___ 1157.75 ___ 924.110 ___ 1142.50 ___ 20.842 ___ 1.268 64 0.223 62 -0.013 61 0.304 63 -0.058 64 0.094 64 -0.160 64 0.061 64
2004.2 1202.14 ___ 1221.38 ___ 828.340 ___ 945.450 ___ -21.321 ___ 2.560 60 0.437 58 0.525 56 0.494 57 0.151 59 0.278 60 0.057 58 -0.045 59
2004.1 1072.87 ___ 1294.06 ___ 997.280 ___ 1201.66 ___ 12.100 ___ 2.404 64 -0.085 62 0.096 61 0.179 64 -0.024 64 0.153 64 0.221 62 0.010 64
2003.4 829.200 ___ 1086.77 ___ 818.890 ___ 1071.95 ___ 29.511 ___ 1.454 62 0.331 61 0.198 58 0.271 61 -0.034 62 0.090 62 0.028 62 -0.075 61
2003.3 765.280 ___ 828.560 ___ 661.240 ___ 827.690 ___ 8.109 ___ 1.776 64 0.087 62 -0.231 61 0.124 63 -0.040 64 -0.357 64 -0.161 64 -0.417 64
2003.2 566.660 ___ 815.770 ___ 557.350 ___ 765.610 ___ 35.157 ___ 2.472 61 -0.044 60 0.158 59 0.095 58 -0.113 60 0.304 61 0.015 61 -0.004 60
2003.1 524.960 ___ 609.980 ___ 518.320 ___ 566.460 ___ 7.907 ___ 1.583 62 0.439 60 -0.024 57 0.181 62 -0.059 62 -0.059 62 0.238 59 0.052 62
2002.4 395.300 ___ 531.650 ___ 391.050 ___ 524.950 ___ 32.835 ___ 2.060 63 0.280 62 0.273 60 0.296 62 -0.058 63 -0.119 63 0.005 63 0.049 62
2002.3 359.250 ___ 414.580 ___ 340.080 ___ 395.190 ___ 12.702 ___ 2.051 64 0.235 62 0.216 62 0.384 63 0.031 64 0.369 64 0.245 64 0.157 64
2002.2 436.220 ___ 447.400 ___ 265.970 ___ 350.650 ___ -19.600 ___ 3.618 56 -0.115 55 0.150 53 0.081 53 0.126 54 0.186 56 -0.039 55 -0.031 54
2002.1 307.260 ___ 500.590 ___ 296.190 ___ 436.130 ___ 47.645 ___ 4.668 50 -0.083 48 -0.275 46 -0.223 50 0.211 47 -0.347 50 -0.022 47 -0.244 50
2001.4 241.870 ___ 320.490 ___ 193.400 ___ 295.390 ___ 21.285 ___ 4.500 58 0.105 57 0.149 56 0.069 58 0.297 57 0.078 58 0.060 58 0.021 58
2001.3 402.230 ___ 408.210 ___ 234.500 ___ 243.550 ___ -39.453 ___ 3.184 61 0.202 57 -0.187 59 0.067 60 -0.155 60 -0.099 58 0.315 61 0.258 61
2001.2 442.000 ___ 470.240 ___ 400.490 ___ 402.250 ___ -9.364 ___ 2.122 59 0.475 58 0.063 56 0.364 56 0.070 58 -0.153 59 -0.132 58 -0.080 58
2001.1 418.510 ___ 540.160 ___ 396.200 ___ 443.810 ___ 6.488 ___ 2.458 64 0.523 62 0.219 59 0.420 64 0.156 63 0.084 64 -0.169 62 -0.003 64
2000.4 475.400 ___ 480.180 ___ 396.390 ___ 416.770 ___ -12.336 ___ 1.921 60 0.576 59 -0.088 57 0.345 59 -0.091 60 -0.204 60 -0.143 60 -0.287 59
2000.3 496.900 ___ 546.900 ___ 456.870 ___ 475.420 ___ -4.323 ___ 1.323 64 0.461 62 -0.002 62 0.414 63 0.111 64 -0.017 64 0.030 64 0.137 64
2000.2 569.040 ___ 578.370 ___ 413.220 ___ 496.900 ___ -12.708 ___ 2.281 60 0.706 59 0.031 57 0.539 58 0.039 59 0.085 60 0.196 58 0.058 59
2000.1 550.280 ___ 648.610 ___ 514.760 ___ 569.240 ___ 3.410 ___ 1.740 65 0.371 63 -0.020 61 0.223 64 0.056 65 0.015 65 -0.036 64 -0.096 64
1999.4 532.180 ___ 578.010 ___ 498.400 ___ 550.470 ___ 3.007 ___ 1.500 63 0.336 61 0.260 60 0.309 61 0.047 63 -0.001 63 -0.096 63 -0.081 62
1999.3 500.140 ___ 541.340 ___ 449.430 ___ 534.400 ___ 7.154 ___ 1.992 65 0.388 63 -0.047 62 0.239 64 -0.132 65 0.034 65 0.067 65 0.132 65
1999.2 420.010 ___ 607.570 ___ 420.010 ___ 498.720 ___ 18.805 ___ 2.591 60 0.022 59 -0.019 56 0.083 57 0.193 59 -0.162 60 -0.160 58 -0.162 59
1999.1 430.060 ___ 451.970 ___ 333.000 ___ 419.780 ___ -2.390 ___ 2.719 63 0.489 61 0.024 60 0.447 63 0.084 62 0.049 63 0.045 62 0.043 62
1998.4 379.660 ___ 524.670 ___ 347.110 ___ 430.060 ___ 13.090 ___ 2.888 62 0.722 61 0.215 59 0.269 61 0.005 62 0.074 62 0.060 62 0.050 61
1998.3 550.620 ___ 634.890 ___ 299.510 ___ 380.280 ___ -30.913 ___ 4.129 62 0.607 60 0.309 59 0.521 61 0.100 61 -0.126 62 0.026 62 -0.024 62
1998.2 710.280 ___ 714.910 ___ 537.920 ___ 550.440 ___ -22.470 ___ 1.979 59 0.510 59 0.057 56 0.220 57 -0.137 58 0.083 59 -0.079 58 -0.072 58
1998.1 687.500 ___ 720.730 ___ 574.820 ___ 709.970 ___ 3.268 ___ 1.827 62 0.650 60 0.238 59 0.327 62 0.138 61 0.115 62 0.067 61 0.025 62
1997.4 822.500 ___ 862.910 ___ 556.720 ___ 687.500 ___ -16.410 ___ 3.332 63 0.839 62 0.133 59 0.453 62 0.051 63 -0.038 63 -0.194 63 0.015 62
1997.3 810.320 ___ 869.450 ___ 784.280 ___ 822.470 ___ 1.614 ___ 1.407 64 0.544 62 0.218 61 0.338 63 0.020 64 0.170 64 -0.200 64 0.122 64
1997.2 706.340 ___ 830.160 ___ 670.860 ___ 809.410 ___ 14.634 ___ 1.098 62 0.532 61 -0.129 60 0.096 60 -0.032 62 -0.049 62 -0.156 62 -0.340 61
1997.1 639.600 ___ 759.730 ___ 639.600 ___ 706.080 ___ 8.733 ___ 1.282 60 0.604 59 0.031 57 -0.005 59 0.334 58 0.224 60 0.184 58 -0.031 60
1996.4 583.240 ___ 657.490 ___ 547.510 ___ 649.370 ___ 1.214 56 0.309 55 0.008 54 0.217 55 0.086 56 0.062 56 -0.139 56 0.060 55
