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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 |____2011-2006_|____2011-2006_|____2011-2006_|____2011-2006_|____2011-2006_|____2011-2006_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
<-YTD chg (Dec 1, 2011)
Last obs: 2011-12-1 2011-12-1 2011-12-1 2011-12-1 2011-12-1 2011-12-1
2011.4 11982.9 ___ 12212.1 ___ 11192.8 ___ 12020.0 ___ 3867640 18 1.848 17 0.992 17 -0.107 16 0.901 17 -0.026 16 -0.051 17 0.393 17 0.019 17
2011.3 na na na na na na na na
2011.2 na na na na na na na na
2011.1 na na na na na na na na
2010.4 na na na na na na na na
2010.3 na na na na na na na na
2010.2 na na na na na na na na
2010.1 na na na na na na na na
2009.4 1688.24 ___ 1801.12 ___ 1680.70 ___ 1756.07 ___ 1.339 ___ 1.289 27 1.000 27 -0.129 25 0.697 27 -0.178 27 -0.180 27 0.039 27 -0.139 27
2009.3 1505.64 ___ 1755.99 ___ 1434.50 ___ 1732.86 ___ 15.606 ___ 1.124 62 0.996 62 0.018 58 0.778 61 0.095 62 0.077 62 0.042 60 0.046 62
2009.2 1314.63 ___ 1541.70 ___ 1314.63 ___ 1498.94 ___ 15.929 ___ 1.689 61 0.960 61 0.052 58 0.696 60 -0.109 61 -0.062 61 0.110 59 -0.066 60
2009.1 1503.87 ___ 1503.87 ___ 1095.04 ___ 1292.98 ___ -11.012 ___ 2.700 59 0.991 59 0.133 56 0.626 59 -0.177 58 -0.161 59 0.104 59 0.004 59
2008.4 1853.26 ___ 1853.26 ___ 1206.04 ___ 1452.98 ___ -21.943 ___ 4.249 64 1.000 64 0.179 59 0.542 63 -0.110 64 -0.110 64 -0.183 64 -0.132 63
2008.3 2039.65 ___ 2076.59 ___ 1765.72 ___ 1861.44 ___ -8.370 ___ 2.242 64 1.000 64 -0.071 61 0.556 63 -0.355 64 -0.355 64 -0.155 64 -0.248 64
2008.2 2163.38 ___ 2258.74 ___ 2028.89 ___ 2031.47 ___ -2.726 ___ 1.131 63 1.000 63 0.092 60 0.625 62 -0.088 63 -0.088 63 -0.002 62 0.023 63
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
