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S&P 1500 composite 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[ SP1500 s|m|l w SP500 ] for Quarter
(9)
Corr_dly[ SP1500 s|m|l w Nikkei ] for Quarter
(10)
Corr_dly[ SP1500 s|m|l w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ SP1500 s|m|l w SP500(d-1) ] for Quarter
(13)
Corr_dly[ SP1500 s|m|l w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ SP1500 s|m|l 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_1500_composite_quarterly____________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | | | | | | | | Corr_dly[ | |
| | | | | | Volume | | | | | | Corr_dly[ | SP1500 s|m|l | Corr_dly[ |
| | | | | |(thous) - | | Corr_dly[ | Corr_dly[ | Corr_dly[ | | SP1500 s|m|l | w | SP1500 s|m|l |
| | | | | | Avg over | StDev of dly | SP1500 s|m|l | SP1500 s|m|l | SP1500 s|m|l | Daily | w SP500(d-1) | NIKKEI(d-1) | w FTSE(d-1) |
| Open for | High for | Low for | Close for | %Chg for | days in | rtns for | w SP500 ] | w Nikkei ] | w FTSE ] for | AutoCorr for | ] for | ] for | ] for |
| Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | for Quarter | for Quarter | Quarter | Quarter | Quarter | Quarter | Quarter |
Year.Qtr |____2009-2004_|____2009-2004_|____2009-2004_|____2009-2004_|____2009-2004_|____2009-2004_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
<-YTD chg (Dec 4, 2009)
Last obs: 2009-12-4 2009-12-4 2009-12-4 2009-12-4 2009-12-4 2009-12-4
2009.4 241.650 ___ 254.690 ___ 233.030 ___ 251.830 ___ 4.213 ___ 1.195 46 0.999 46 0.079 43 0.671 46 -0.148 46 -0.148 46 0.119 46 -0.010 46
2009.3 209.300 ___ 247.020 ___ 197.660 ___ 241.650 ___ 15.456 ___ 1.119 64 0.999 64 -0.004 60 0.795 63 0.089 64 0.084 64 0.051 62 0.039 64
2009.2 180.990 ___ 217.800 ___ 177.650 ___ 209.300 ___ 15.642 ___ 1.710 63 0.999 63 0.041 59 0.655 61 -0.140 63 -0.138 63 0.117 61 -0.058 62
2009.1 205.150 ___ 214.020 ___ 150.830 ___ 180.990 ___ -11.682 ___ 2.685 61 1.000 61 0.125 57 0.629 61 -0.153 61 -0.148 61 0.089 59 0.007 61
2008.4 265.640 ___ 265.740 ___ 166.470 ___ 204.930 ___ -22.854 ___ 4.293 63 0.998 63 0.175 58 0.541 62 -0.097 63 -0.106 63 -0.169 63 -0.125 62
2008.3 291.610 ___ 299.360 ___ 252.800 ___ 265.640 ___ -8.906 ___ 2.213 64 1.000 64 -0.070 61 0.553 63 -0.348 64 -0.354 64 -0.156 64 -0.250 64
2008.2 298.960 ___ 326.760 ___ 290.110 ___ 291.610 ___ -2.459 ___ 1.121 64 0.999 64 0.100 61 0.618 63 -0.087 64 -0.082 64 0.009 63 0.028 64
2008.1 331.370 ___ 332.110 ___ 286.350 ___ 298.960 ___ -9.781 ___ 1.534 59 0.985 59 0.097 54 0.377 59 -0.235 58 -0.179 59 -0.005 56 -0.067 58
2007.4 344.710 ___ 356.400 ___ 317.370 ___ 331.370 ___ -3.870 ___ 1.243 63 0.999 63 0.186 59 0.612 62 -0.173 63 -0.208 63 -0.041 63 0.024 62
2007.3 340.630 ___ 352.450 ___ 309.710 ___ 344.710 ___ 1.198 ___ 1.219 63 0.955 63 -0.081 60 0.527 62 -0.106 63 -0.121 63 -0.106 63 -0.236 63
2007.2 323.020 ___ 349.330 ___ 323.020 ___ 340.630 ___ 5.750 ___ 0.682 62 0.980 62 -0.021 59 0.440 60 -0.163 62 -0.133 62 -0.183 61 0.189 61
2007.1 319.870 ___ 331.230 ___ 308.920 ___ 322.110 ___ 0.700 ___ 0.770 61 0.999 61 0.313 57 0.514 61 -0.036 60 -0.039 60 -0.119 59 -0.110 61
2006.4 301.000 ___ 323.180 ___ 298.710 ___ 319.870 ___ 6.269 ___ 0.486 62 0.976 62 0.066 60 0.518 61 0.001 62 0.039 62 -0.080 62 0.043 61
2006.3 288.430 ___ 302.220 ___ 276.890 ___ 301.000 ___ 4.358 ___ 0.664 63 0.998 63 0.083 61 0.582 62 0.015 63 0.012 63 -0.030 63 -0.009 63
2006.2 294.780 ___ 302.290 ___ 275.910 ___ 288.430 ___ -2.154 ___ 0.865 59 0.894 59 0.262 56 0.410 58 0.045 59 0.257 59 -0.192 57 0.105 58
2006.1 282.370 ___ 297.950 ___ 281.560 ___ 294.780 ___ 4.395 ___ 0.669 51 0.910 51 -0.034 48 0.302 51 -0.179 47 -0.079 51 -0.068 50 0.001 51
2005.4 277.790 ___ 288.650 ___ 263.970 ___ 282.370 ___ 1.649 ___ 0.764 52 0.970 52 -0.051 49 0.412 52 -0.063 50 -0.034 52 0.103 52 -0.152 52
2005.3 268.780 ___ 281.650 ___ 267.380 ___ 277.790 ___ 3.352 ___ 0.615 60 0.971 60 0.038 57 0.377 59 -0.122 60 -0.023 60 0.123 60 0.129 60
2005.2 265.390 ___ 274.900 ___ 255.130 ___ 268.780 ___ 1.277 ___ 0.769 59 0.960 59 0.057 56 0.382 59 -0.100 57 -0.152 59 -0.107 57 -0.012 59
2005.1 271.950 ___ 276.310 ___ 260.700 ___ 265.390 ___ -2.412 ___ 0.644 64 0.997 61 0.157 60 0.244 61 -0.024 64 -0.006 64 0.014 63 0.041 63
2004.4 249.170 ___ 273.210 ___ 243.940 ___ 271.950 ___ 9.142 ___ 0.649 66 0.998 64 0.090 61 0.439 64 0.097 66 0.090 66 -0.047 66 0.039 65
2004.3 254.990 ___ 254.990 ___ 236.080 ___ 249.170 ___ -2.282 ___ 0.695 66 0.998 64 0.010 63 0.332 65 -0.079 66 -0.070 66 0.116 66 0.067 66
2004.2 251.640 ___ 257.120 ___ 239.570 ___ 254.990 ___ 1.331 ___ 0.704 65 0.979 62 0.308 61 0.428 61 0.114 65 0.094 65 -0.012 63 -0.008 64
2004.1 253.740 ___ 259.540 ___ 242.630 ___ 251.640 ___ 0.797 51 0.975 50 0.160 50 0.453 51 -0.039 51 -0.011 51 0.170 51 -0.193 51
