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S&P 500 total rtn (incldg dividends) Index
US
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[ SP500_div w SP500 ] for Quarter
(9)
Corr_dly[ SP500_div w Nikkei ] for Quarter
(10)
Corr_dly[ SP500_div w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ SP500_div w SP500(d-1) ] for Quarter
(13)
Corr_dly[ SP500_div w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ SP500_div w FTSE(d-1) ] for Quarter
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EconStats does not guarantee the accuracy of this data.
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|_S&P_500_total_rtn_(incldg_dividends)_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[ | SP500_div w | Corr_dly[ |
| | | | | | Avg over | StDev of dly | SP500_div w | SP500_div w | SP500_div w | Daily | SP500_div w | NIKKEI(d-1) | SP500_div 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 |____2008-2006_|____2008-2006_|____2008-2006_|____2008-2006_|____2008-2006_|____2008-2006_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-44.39% <-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 1853.26 ___ 1853.26 ___ 1206.04 ___ 1282.59 ___ -31.097 ___ 4.815 38 1.000 38 0.205 36 0.516 38 -0.164 38 -0.164 38 -0.275 38 -0.129 38
2008.3 2039.65 ___ 2076.59 ___ 1765.72 ___ 1861.44 ___ -8.370 ___ 2.242 64 1.000 64 -0.057 53 0.539 61 -0.355 64 -0.355 64 -0.169 58 -0.225 63
2008.2 2163.38 ___ 2258.74 ___ 2028.89 ___ 2031.47 ___ -2.726 ___ 1.131 63 1.000 63 0.079 53 0.588 55 -0.088 63 -0.088 63 -0.011 56 0.150 57
2008.1 2217.59 ___ 2232.24 ___ 2008.71 ___ 2088.41 ___ -9.445 ___ 1.602 59 0.994 59 0.121 56 0.361 58 -0.164 58 -0.161 59 -0.006 58 -0.101 58
2007.4 2417.44 ___ 2447.02 ___ 2205.48 ___ 2306.23 ___ -3.332 ___ 1.239 64 1.000 64 0.198 60 0.619 63 -0.218 64 -0.218 64 -0.051 64 -0.004 63
2007.3 2363.27 ___ 2417.50 ___ 2193.39 ___ 2385.72 ___ 2.031 ___ 1.232 63 1.000 63 -0.104 60 0.547 62 -0.184 63 -0.182 63 -0.081 63 -0.281 63
2007.2 2205.85 ___ 2391.13 ___ 2205.85 ___ 2338.24 ___ 6.278 ___ 0.662 63 1.000 63 -0.081 60 0.456 61 -0.175 63 -0.173 63 -0.161 62 0.165 62
2007.1 2173.29 ___ 2255.47 ___ 2125.34 ___ 2200.11 ___ 0.640 ___ 0.777 59 1.000 59 0.292 56 0.506 59 -0.052 58 -0.054 59 -0.118 59 -0.117 59
2006.4 2041.99 ___ 2199.15 ___ 2041.99 ___ 2186.12 ___ 6.698 ___ 0.470 62 0.999 62 0.070 60 0.558 61 0.040 62 0.041 62 -0.090 62 0.034 61
2006.3 1954.48 ___ 2053.93 ___ 1885.82 ___ 2048.88 ___ 5.665 ___ 0.621 63 0.999 63 0.087 61 0.594 62 0.009 63 0.006 63 -0.021 63 -0.019 63
2006.2 1971.92 ___ 2017.33 ___ 1866.91 ___ 1939.03 ___ -1.441 ___ 0.807 63 1.000 63 0.184 60 0.527 61 0.073 63 0.069 63 -0.141 61 -0.040 62
2006.1 1953.74 ___ 1985.68 ___ 1931.73 ___ 1967.37 ___ 0.500 20 1.000 20 -0.282 19 0.228 20 -0.094 20 -0.072 20 0.258 20 0.165 20
