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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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Bovespa Index
Brazil
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[ Bovespa w SP500 ] for Quarter
(9)
Corr_dly[ Bovespa w Nikkei ] for Quarter
(10)
Corr_dly[ Bovespa w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ Bovespa w SP500(d-1) ] for Quarter
(13)
Corr_dly[ Bovespa w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ Bovespa w FTSE(d-1) ] for Quarter
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EconStats does not guarantee the accuracy of this data.
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|_Bovespa_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[ | Bovespa w | Corr_dly[ |
| | | | | | Avg over | StDev of dly | Bovespa w | Bovespa w | Bovespa w | Daily | Bovespa w | NIKKEI(d-1) | Bovespa 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 |____2008-1993_|____2008-1993_|____2008-1993_|____2008-1993_|____2008-1993_|____2008-1993_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-51.08% <-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 49538.0 ___ 49834.0 ___ 29435.0 ___ 31251.0 ___ -36.919 ___ 1937.35 37 5.870 37 0.769 37 0.500 35 0.661 37 0.106 37 0.176 37 -0.187 37 0.089 37
2008.3 65018.0 ___ 65018.0 ___ 43766.0 ___ 49541.0 ___ -23.804 ___ 1388.51 54 3.341 53 0.832 51 -0.086 50 0.595 53 -0.123 51 -0.242 53 -0.089 53 -0.195 53
2008.2 60965.0 ___ 73920.0 ___ 60965.0 ___ 65018.0 ___ 6.643 ___ 1159.59 54 1.688 54 0.511 53 0.008 51 0.425 52 -0.040 53 0.134 54 0.240 53 0.123 54
2008.1 63885.0 ___ 66005.0 ___ 53011.0 ___ 60968.0 ___ -4.568 ___ 3186.51 58 2.357 59 0.594 58 0.131 54 0.680 58 -0.249 57 0.091 59 0.130 56 -0.192 58
2007.4 60465.0 ___ 66529.0 ___ 58096.0 ___ 63886.0 ___ 5.658 ___ 5517.77 54 1.967 59 0.727 58 0.380 57 0.607 58 -0.065 58 0.030 59 -0.118 59 0.010 58
2007.3 54396.0 ___ 61054.0 ___ 44938.0 ___ 60465.0 ___ 11.165 ___ 36406.8 60 1.890 63 0.815 61 0.211 60 0.656 62 0.001 63 0.068 63 0.007 63 -0.046 63
2007.2 45805.0 ___ 55003.0 ___ 45225.0 ___ 54392.0 ___ 18.747 ___ 114646 62 1.119 62 0.814 61 -0.003 59 0.548 59 -0.262 62 -0.157 62 -0.160 61 0.012 61
2007.1 44476.0 ___ 46752.0 ___ 41117.0 ___ 45805.0 ___ 2.993 ___ 118668 60 1.840 61 0.869 59 0.307 56 0.444 61 -0.157 59 -0.123 60 -0.093 59 -0.097 61
2006.4 36450.0 ___ 44675.0 ___ 36438.0 ___ 44474.0 ___ 22.017 ___ 118770 54 1.121 59 0.659 58 0.176 56 0.557 58 -0.133 59 0.066 59 -0.089 59 -0.038 58
2006.3 36629.0 ___ 38172.0 ___ 34127.0 ___ 36449.0 ___ -0.497 ___ 120743 21 1.418 64 0.764 62 0.051 62 0.585 63 0.062 64 -0.021 64 -0.043 64 -0.010 64
2006.2 37952.0 ___ 42062.0 ___ 32057.0 ___ 36631.0 ___ -3.481 ___ 1.993 61 0.760 60 0.272 58 0.500 59 0.164 61 0.262 61 0.002 59 0.060 60
2006.1 33462.0 ___ 39395.0 ___ 32860.0 ___ 37952.0 ___ 13.439 ___ 1.436 62 0.696 59 0.134 58 0.392 61 -0.037 61 0.010 62 -0.062 61 -0.050 62
2005.4 31582.0 ___ 33837.0 ___ 28161.0 ___ 33456.0 ___ 5.927 ___ 1.532 61 0.606 59 0.195 57 0.532 59 0.001 61 0.052 61 0.103 61 0.038 60
2005.3 25051.0 ___ 31584.0 ___ 24192.0 ___ 31584.0 ___ 26.079 ___ 1.374 65 0.250 63 0.013 62 0.126 64 -0.033 65 -0.106 65 -0.005 65 -0.033 65
2005.2 26612.0 ___ 27178.0 ___ 23680.0 ___ 25051.0 ___ -5.862 ___ 1.707 63 0.602 62 0.097 59 0.182 61 0.038 63 0.001 63 -0.146 61 0.069 63
2005.1 26193.0 ___ 29584.0 ___ 23534.0 ___ 26611.0 ___ 1.584 ___ 1.658 60 0.374 58 0.052 56 -0.005 58 0.081 59 0.078 60 -0.296 59 -0.088 59
2004.4 23246.0 ___ 26270.0 ___ 22390.0 ___ 26196.0 ___ 12.695 ___ 1.166 61 0.598 60 0.116 57 0.296 59 -0.013 61 0.010 61 0.041 61 0.136 60
2004.3 21152.0 ___ 23485.0 ___ 20821.0 ___ 23245.0 ___ 9.911 ___ 1.409 63 0.424 61 0.135 60 -0.009 62 -0.050 63 -0.015 63 0.163 63 0.061 63
2004.2 22142.0 ___ 23260.0 ___ 17601.0 ___ 21149.0 ___ -4.485 ___ 2.037 62 0.725 60 0.459 58 0.608 59 0.032 62 0.149 62 -0.182 60 -0.132 61
2004.1 22233.0 ___ 24518.0 ___ 20092.0 ___ 22142.0 ___ -0.423 ___ 2.353 62 0.555 60 0.300 59 0.217 62 0.106 60 0.217 62 0.266 60 -0.035 62
2003.4 16010.0 ___ 22310.0 ___ 16010.0 ___ 22236.0 ___ 38.880 ___ 1.354 63 0.412 62 0.280 59 0.554 62 -0.190 62 0.120 63 -0.107 63 -0.092 62
2003.3 12967.0 ___ 17104.0 ___ 12757.0 ___ 16011.0 ___ 23.418 ___ 1.343 65 0.439 63 0.222 62 0.243 64 0.044 65 0.052 65 0.079 65 -0.124 65
2003.2 11283.0 ___ 14072.0 ___ 11283.0 ___ 12973.0 ___ 15.070 ___ 1.550 59 0.549 58 -0.052 57 0.438 57 0.059 57 0.041 59 -0.222 59 -0.088 58
2003.1 11291.0 ___ 12350.0 ___ 9968.00 ___ 11274.0 ___ 0.053 ___ 1.810 61 0.677 59 -0.025 56 0.372 61 -0.043 59 0.073 61 -0.072 58 0.079 61
2002.4 8642.00 ___ 11648.0 ___ 8225.00 ___ 11268.0 ___ 30.674 ___ 2.116 62 0.358 61 0.062 59 0.109 61 -0.073 61 -0.323 62 -0.206 62 -0.215 61
2002.3 11138.0 ___ 11173.0 ___ 8352.00 ___ 8623.00 ___ -22.587 ___ 98006.4 3 2.357 65 0.410 63 0.033 63 0.257 64 0.100 65 0.020 65 0.268 65 -0.031 65
2002.2 13256.0 ___ 13872.0 ___ 10247.0 ___ 11139.0 ___ -15.964 ___ 1.921 63 0.535 62 0.108 60 0.257 59 -0.059 63 -0.132 63 -0.134 62 -0.014 61
2002.1 13586.0 ___ 14495.0 ___ 12301.0 ___ 13255.0 ___ -2.379 ___ 1.782 58 0.427 56 0.266 54 0.402 58 0.104 56 -0.008 58 -0.051 55 -0.180 58
2001.4 10633.0 ___ 13969.0 ___ 9985.00 ___ 13578.0 ___ 27.661 ___ 2.282 60 0.464 59 0.211 57 0.256 59 0.037 59 0.089 60 0.028 60 -0.032 59
2001.3 14579.0 ___ 14771.0 ___ 9533.00 ___ 10636.0 ___ -26.951 ___ 2.093 61 0.206 56 0.131 59 0.369 60 0.182 61 -0.169 58 0.291 61 0.039 61
2001.2 14441.0 ___ 15644.0 ___ 13325.0 ___ 14560.0 ___ 0.845 ___ 1.948 62 0.524 61 0.146 59 0.427 59 0.120 62 -0.116 62 -0.187 61 0.038 61
2001.1 15242.0 ___ 18023.0 ___ 13761.0 ___ 14438.0 ___ -5.380 ___ 2.024 61 0.463 59 0.158 56 0.233 61 0.010 59 0.052 61 -0.172 59 0.106 61
2000.4 15950.0 ___ 16404.0 ___ 12969.0 ___ 15259.0 ___ -4.200 ___ 2.091 60 0.517 59 0.059 57 0.368 59 0.084 60 -0.049 60 0.072 60 -0.154 59
2000.3 16747.0 ___ 17926.0 ___ 15657.0 ___ 15928.0 ___ -4.782 ___ 1.673 64 0.461 62 0.122 62 0.100 63 -0.041 64 0.064 64 0.123 64 0.226 64
2000.2 17826.0 ___ 17826.0 ___ 13556.0 ___ 16728.0 ___ -6.128 ___ 2.387 62 0.740 61 0.014 59 0.465 60 0.040 62 0.067 62 0.123 60 0.036 61
2000.1 17098.0 ___ 19047.0 ___ 15350.0 ___ 17820.0 ___ 4.259 ___ 2.140 62 0.605 60 0.098 58 0.540 61 0.096 61 0.178 62 0.055 61 0.005 61
1999.4 11105.0 ___ 17105.0 ___ 10796.0 ___ 17092.0 ___ 53.899 ___ 1.489 61 0.405 60 0.201 57 0.337 59 0.120 61 -0.002 61 0.011 61 0.056 60
1999.3 11634.0 ___ 11996.0 ___ 9579.00 ___ 11106.0 ___ -4.481 ___ 1.508 64 0.486 62 0.014 61 0.226 63 0.109 64 -0.032 64 -0.028 64 -0.039 64
1999.2 10697.0 ___ 12589.0 ___ 10563.0 ___ 11627.0 ___ 8.704 ___ 2.075 61 0.501 60 0.097 57 0.192 58 0.044 60 0.110 61 -0.009 59 -0.087 60
1999.1 6787.00 ___ 11101.0 ___ 4797.00 ___ 10696.0 ___ 57.665 ___ 5.551 60 0.504 59 0.005 57 0.365 60 -0.032 58 -0.013 60 0.120 59 -0.035 59
1998.4 6593.00 ___ 9128.00 ___ 5878.00 ___ 6784.00 ___ 2.897 ___ 4.067 61 0.622 60 0.204 58 0.140 60 -0.006 60 0.112 61 0.194 61 0.166 60
1998.3 9678.00 ___ 11156.0 ___ 4576.00 ___ 6593.00 ___ -31.876 ___ 5.036 64 0.578 63 0.147 61 0.422 63 0.046 64 -0.023 64 0.071 64 0.086 64
1998.2 11950.0 ___ 12339.0 ___ 8971.00 ___ 9678.00 ___ -18.992 ___ 2.723 60 0.549 59 0.126 57 0.357 57 -0.170 59 -0.066 60 -0.220 59 -0.062 59
1998.1 10197.0 ___ 12112.0 ___ 8441.00 ___ 11947.0 ___ 17.162 ___ 1.774 62 0.513 60 0.226 59 0.401 62 0.036 61 -0.018 62 0.147 60 -0.040 62
1997.4 11799.0 ___ 13037.0 ___ 7522.00 ___ 10197.0 ___ -13.563 ___ 4.222 63 0.782 62 0.157 59 0.539 62 0.139 62 -0.017 63 -0.217 63 0.018 62
1997.3 13013.0 ___ 14005.0 ___ 9921.00 ___ 11797.0 ___ -6.135 ___ 3.342 65 0.498 63 0.168 62 0.334 64 -0.035 65 0.029 65 -0.222 65 0.047 65
1997.2 9140.00 ___ 13223.0 ___ 8982.00 ___ 12568.0 ___ 38.965 ___ 1.381 62 0.237 61 0.043 60 0.354 60 0.140 62 0.176 62 -0.151 62 -0.064 61
1997.1 70400.0 ___ 94230.0 ___ 9020.00 ___ 9044.00 ___ -87.153 ___ 1.726 59 0.489 58 -0.125 55 0.147 58 -0.061 57 0.245 59 -0.042 56 0.068 59
1996.4 64469.0 ___ 70525.0 ___ 63169.0 ___ 70399.0 ___ 9.198 ___ 0.978 61 0.221 60 0.120 58 0.200 60 -0.001 60 0.072 61 0.105 61 0.053 60
1996.3 60439.0 ___ 67132.0 ___ 58794.0 ___ 64469.0 ___ 6.668 ___ 1.510 66 0.362 64 0.132 64 0.290 65 -0.034 66 0.113 66 -0.085 66 0.110 66
1996.2 50224.0 ___ 62789.0 ___ 48312.0 ___ 60439.0 ___ 21.978 ___ 1.426 61 0.251 60 0.135 58 -0.018 58 -0.082 60 -0.066 61 0.049 60 -0.060 60
1996.1 42990.0 ___ 54109.0 ___ 42990.0 ___ 49549.0 ___ 15.257 ___ 1.841 60 0.287 60 -0.032 55 0.235 60 0.162 58 0.111 60 -0.009 58 -0.123 60
1995.4 46701.0 ___ 46849.0 ___ 37137.0 ___ 42990.0 ___ -7.946 ___ 2.178 61 0.291 60 0.230 58 0.194 60 0.098 61 0.231 61 -0.022 61 0.170 60
1995.3 36034.0 ___ 48851.0 ___ 35744.0 ___ 46701.0 ___ 29.603 ___ 1.880 64 0.310 62 0.134 63 0.239 63 0.201 64 0.079 64 0.156 64 0.140 64
1995.2 29790.0 ___ 41851.0 ___ 28671.0 ___ 36034.0 ___ 20.960 ___ 2.651 60 0.155 59 0.190 57 0.338 57 0.180 59 0.109 60 -0.009 58 -0.004 59
1995.1 43539.0 ___ 43976.0 ___ 21100.0 ___ 29790.0 ___ -31.579 ___ 6.252 61 0.472 59 -0.217 57 0.323 60 0.045 60 0.075 61 0.219 60 -0.129 61
1994.4 54840.0 ___ 55283.0 ___ 39908.0 ___ 43539.0 ___ -20.607 ___ 2.930 60 0.101 58 -0.074 56 0.097 58 0.035 60 0.155 60 -0.045 60 0.040 59
1994.3 36232.0 ___ 56377.0 ___ 34860.0 ___ 54840.0 ___ 51.358 ___ 2.730 64 -0.102 62 0.060 62 -0.083 63 0.072 64 0.033 64 -0.023 64 0.076 64
1994.2 15156.0 ___ 38857.0 ___ 12802.0 ___ 36232.0 ___ 139.061 ___ 4.911 62 0.525 60 -0.018 58 0.279 59 0.138 61 0.075 62 -0.037 60 0.049 61
1994.1 3755.00 ___ 15422.0 ___ 3734.00 ___ 15156.0 ___ 303.622 ___ 4.390 59 0.203 58 0.194 56 0.281 58 0.074 58 0.041 59 0.271 58 0.132 59
1993.4 1466.00 ___ 3786.00 ___ 1466.00 ___ 3755.00 ___ 156.139 ___ 3.905 61 0.178 60 -0.072 57 -0.229 59 -0.111 61 0.105 61 -0.063 61 -0.198 60
1993.3 537.000 ___ 1503.00 ___ 517.000 ___ 1466.00 ___ 172.998 ___ 2.936 65 -0.033 63 -0.057 63 -0.196 64 0.000 65 0.065 65 -0.190 65 0.068 65
1993.2 243.000 ___ 548.000 ___ 237.000 ___ 537.000 ___ 2.854 43 0.184 42 0.124 39 0.016 41 -0.174 43 0.180 43 -0.156 41 -0.248 43
