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Russell 1000 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[ Rus 1000 w SP500 ] for Quarter
(9)
Corr_dly[ Rus 1000 w Nikkei ] for Quarter
(10)
Corr_dly[ Rus 1000 w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ Rus 1000 w SP500(d-1) ] for Quarter
(13)
Corr_dly[ Rus 1000 w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ Rus 1000 w FTSE(d-1) ] for Quarter
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EconStats does not guarantee the accuracy of this data.
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|_Russell_1000_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[ | Rus 1000 w | Corr_dly[ |
| | | | | | Avg over | StDev of dly | Rus 1000 w | Rus 1000 w | Rus 1000 w | Daily | Rus 1000 w | NIKKEI(d-1) | Rus 1000 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 |____2013-1992_|____2013-1992_|____2013-1992_|____2013-1992_|____2013-1992_|____2013-1992_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
29.23% <-YTD chg (Dec 10, 2013)
Last obs: 2013-12-10 2013-12-10 2013-12-10 2013-12-10 2013-12-10 2013-12-10
2013.4 939.830 ___ 1009.11 ___ 918.850 ___ 1003.89 ___ 6.854 ___ 0.675 50 0.998 50 0.200 49 0.514 50 -0.086 50 -0.094 50 0.126 50 -0.043 50
2013.3 893.710 ___ 964.410 ___ 890.350 ___ 939.500 ___ 5.482 ___ 0.580 64 0.998 64 0.377 62 0.504 63 0.188 64 0.198 64 -0.046 64 0.048 64
2013.2 872.090 ___ 935.540 ___ 851.900 ___ 890.670 ___ 2.128 ___ 0.892 64 0.999 64 0.034 61 0.637 62 -0.112 64 -0.112 64 -0.050 63 -0.080 63
2013.1 808.720 ___ 872.680 ___ 804.900 ___ 872.110 ___ 12.270 ___ 0.825 58 0.999 58 -0.212 53 0.660 58 -0.318 57 -0.324 57 -0.085 55 -0.472 57
2012.4 795.000 ___ 810.510 ___ 742.420 ___ 776.800 ___ -2.134 ___ 0.764 61 0.999 61 0.181 58 0.634 60 0.137 60 0.134 60 0.136 61 -0.111 60
2012.3 751.070 ___ 813.550 ___ 730.160 ___ 793.740 ___ 5.746 ___ 0.727 63 0.999 63 0.333 61 0.625 62 0.131 63 0.123 63 -0.034 63 0.042 63
2012.2 778.270 ___ 786.680 ___ 698.880 ___ 750.610 ___ -3.635 ___ 1.046 63 0.998 63 0.150 60 0.694 59 -0.028 63 -0.026 63 0.103 62 -0.078 61
2012.1 697.020 ___ 785.050 ___ 696.970 ___ 778.920 ___ 12.340 ___ 0.617 62 0.998 62 0.065 59 0.702 62 -0.142 62 -0.148 62 0.037 61 -0.034 62
2011.4 621.910 ___ 716.860 ___ 590.930 ___ 693.360 ___ 11.213 ___ 1.716 63 1.000 63 0.035 59 0.724 62 -0.081 63 -0.075 63 0.010 62 -0.009 62
2011.3 734.710 ___ 755.090 ___ 608.360 ___ 623.450 ___ -15.117 ___ 2.144 64 1.000 64 0.200 61 0.753 63 -0.172 64 -0.181 64 0.046 64 -0.011 64
2011.2 738.560 ___ 762.360 ___ 698.940 ___ 734.480 ___ -0.351 ___ 0.799 63 0.999 63 0.207 59 0.687 60 0.029 63 0.030 63 -0.123 61 0.003 61
2011.1 698.830 ___ 746.060 ___ 693.760 ___ 737.070 ___ 5.764 ___ 0.863 62 0.955 62 0.126 57 0.646 60 -0.115 62 -0.064 62 0.193 61 0.062 62
2010.4 629.760 ___ 699.560 ___ 624.460 ___ 696.900 ___ 10.658 ___ 0.745 64 0.999 64 0.271 59 0.725 62 -0.144 64 -0.136 64 -0.229 64 -0.047 63
2010.3 567.330 ___ 638.290 ___ 556.000 ___ 629.780 ___ 11.000 ___ 1.158 64 0.999 64 0.188 61 0.675 63 -0.006 64 -0.009 64 -0.015 64 0.261 64
2010.2 643.770 ___ 673.640 ___ 566.130 ___ 567.370 ___ -11.870 ___ 1.592 63 1.000 63 0.272 59 0.685 61 -0.092 63 -0.094 63 -0.221 61 -0.011 62
2010.1 612.000 ___ 6208.08 ___ 292.490 ___ 643.790 ___ 5.193 ___ 0.918 61 0.999 61 0.141 58 0.640 61 0.003 61 0.000 61 -0.200 60 0.401 61
2009.4 579.960 ___ 620.870 ___ 559.070 ___ 612.010 ___ 5.524 ___ 2.350 64 0.539 64 0.169 59 0.383 63 -0.407 64 -0.025 64 0.070 64 0.038 63
2009.3 502.210 ___ 592.690 ___ 474.100 ___ 579.970 ___ 15.470 ___ 1.196 64 0.847 64 0.044 60 0.744 63 -0.103 64 0.068 64 0.057 62 0.021 64
2009.2 433.600 ___ 522.500 ___ 425.590 ___ 502.270 ___ 15.818 ___ 1.697 63 0.999 63 0.047 59 0.664 61 -0.138 63 -0.136 63 0.115 61 -0.059 62
2009.1 487.770 ___ 510.600 ___ 362.250 ___ 433.670 ___ -11.091 ___ 2.665 61 1.000 61 0.126 57 0.631 61 -0.152 61 -0.146 61 0.089 59 0.008 61
2008.4 634.010 ___ 634.030 ___ 396.210 ___ 487.770 ___ -22.982 ___ 4.269 64 0.999 64 0.181 59 0.549 63 -0.096 64 -0.100 64 -0.174 64 -0.128 63
2008.3 703.090 ___ 716.790 ___ 602.340 ___ 633.320 ___ -9.940 ___ 2.214 64 0.999 64 -0.067 61 0.560 63 -0.346 64 -0.351 64 -0.156 64 -0.249 64
2008.2 720.320 ___ 788.340 ___ 699.260 ___ 703.220 ___ -2.374 ___ 1.110 64 0.999 64 0.102 61 0.623 63 -0.083 64 -0.076 64 0.019 63 0.034 64
2008.1 799.730 ___ 803.250 ___ 684.140 ___ 720.320 ___ -9.940 ___ 1.542 61 0.999 61 0.106 56 0.373 60 -0.151 61 -0.140 61 0.008 58 -0.089 60
2007.4 830.710 ___ 858.640 ___ 765.900 ___ 799.820 ___ -3.705 ___ 1.220 64 0.999 64 0.205 60 0.616 63 -0.209 64 -0.203 64 -0.041 64 0.010 63
2007.3 819.100 ___ 847.440 ___ 742.840 ___ 830.590 ___ 1.517 ___ 1.217 63 0.999 63 -0.079 60 0.565 62 -0.163 63 -0.162 63 -0.079 63 -0.273 63
2007.2 775.990 ___ 840.590 ___ 773.680 ___ 818.180 ___ 5.440 ___ 0.660 63 0.998 63 -0.061 60 0.465 61 -0.141 63 -0.148 63 -0.159 62 0.180 62
2007.1 770.520 ___ 798.860 ___ 744.550 ___ 775.970 ___ 0.765 ___ 0.760 61 0.999 61 0.312 57 0.510 61 -0.026 60 -0.033 60 -0.123 59 -0.111 61
2006.4 723.360 ___ 777.810 ___ 718.530 ___ 770.080 ___ 6.441 ___ 0.474 63 0.998 63 0.084 61 0.534 62 0.040 63 0.054 63 -0.094 63 0.043 62
2006.3 692.430 ___ 726.110 ___ 664.770 ___ 723.480 ___ 4.578 ___ 0.644 63 0.998 63 0.087 61 0.588 62 0.019 63 0.016 63 -0.031 63 -0.010 63
2006.2 707.240 ___ 723.250 ___ 663.180 ___ 691.810 ___ -2.114 ___ 0.811 63 0.999 63 0.193 60 0.543 61 0.091 63 0.094 63 -0.137 61 -0.037 62
2006.1 679.960 ___ 714.220 ___ 677.510 ___ 706.750 ___ 4.023 ___ 0.589 62 0.998 62 0.053 59 0.420 62 -0.187 62 -0.180 62 -0.078 61 -0.075 62
2005.4 668.570 ___ 693.720 ___ 633.880 ___ 679.420 ___ 1.629 ___ 0.682 63 0.998 63 -0.003 59 0.422 62 -0.028 63 -0.030 63 0.039 63 -0.180 62
2005.3 646.130 ___ 676.670 ___ 642.490 ___ 668.530 ___ 3.500 ___ 172.340 15 0.559 64 0.998 64 0.006 61 0.337 63 -0.081 64 -0.084 64 0.111 64 0.104 64
2005.2 636.160 ___ 660.040 ___ 612.690 ___ 645.920 ___ 1.595 ___ 1616.75 60 0.706 64 0.997 64 0.053 60 0.304 63 -0.193 64 -0.187 64 -0.095 62 -0.034 64
2005.1 651.260 ___ 660.630 ___ 624.330 ___ 635.780 ___ -2.336 ___ 2430.07 41 0.652 61 0.998 61 0.138 57 0.241 59 -0.005 61 -0.006 61 0.017 60 0.044 60
2004.4 596.560 ___ 653.900 ___ 583.540 ___ 650.990 ___ 9.289 ___ 0.646 64 0.999 64 0.100 59 0.456 62 0.101 64 0.107 64 -0.041 64 0.036 63
2004.3 609.230 ___ 609.230 ___ 565.500 ___ 595.660 ___ -2.240 ___ 0.694 64 0.998 64 0.020 61 0.337 63 -0.066 64 -0.054 64 0.124 64 0.071 64
2004.2 603.460 ___ 616.290 ___ 574.880 ___ 609.310 ___ 0.976 ___ 0.707 62 0.998 62 0.303 58 0.417 60 0.070 62 0.057 62 -0.069 60 -0.037 61
2004.1 594.980 ___ 622.760 ___ 582.280 ___ 603.420 ___ 1.490 ___ 0.758 62 0.999 62 0.225 59 0.430 62 -0.064 62 -0.068 62 0.070 60 -0.178 62
2003.4 532.150 ___ 595.260 ___ 532.150 ___ 594.560 ___ 11.728 ___ 0.694 64 0.998 64 0.124 59 0.493 63 -0.174 64 -0.183 64 0.115 64 -0.024 63
2003.3 518.930 ___ 555.460 ___ 512.410 ___ 532.150 ___ 2.546 ___ 0.868 64 0.999 64 0.292 61 0.371 63 -0.209 64 -0.205 64 0.070 64 0.041 64
2003.2 450.350 ___ 539.980 ___ 450.180 ___ 518.940 ___ 15.230 ___ 1.043 63 0.999 63 -0.060 61 0.554 61 -0.101 63 -0.107 63 -0.136 63 -0.158 62
2003.1 466.180 ___ 494.950 ___ 419.020 ___ 450.350 ___ -3.396 ___ 1.490 61 1.000 61 -0.078 56 0.476 61 -0.119 61 -0.115 61 0.114 58 -0.002 61
2002.4 433.220 ___ 504.270 ___ 406.530 ___ 466.180 ___ 7.608 ___ 1.709 64 0.999 64 0.370 60 0.542 63 -0.183 64 -0.191 64 -0.165 64 -0.140 63
2002.3 523.710 ___ 525.590 ___ 412.480 ___ 433.220 ___ -17.280 ___ 2.206 64 0.999 64 -0.007 62 0.454 63 0.076 64 0.078 64 -0.078 64 0.041 64
2002.2 607.350 ___ 607.840 ___ 503.660 ___ 523.720 ___ -13.770 ___ 1.234 64 0.999 64 0.112 61 0.345 60 -0.092 64 -0.095 64 -0.322 63 -0.156 62
2002.1 604.940 ___ 620.630 ___ 567.110 ___ 607.350 ___ 0.398 ___ 1.098 59 0.996 59 0.360 54 0.508 59 -0.113 59 -0.024 59 0.110 56 -0.159 59
2001.4 546.460 ___ 617.910 ___ 538.970 ___ 604.940 ___ 10.702 ___ 1.071 64 0.999 64 0.338 59 0.472 63 0.118 64 0.122 64 -0.183 64 -0.013 63
2001.3 646.930 ___ 654.420 ___ 497.210 ___ 546.460 ___ -15.492 ___ 1.417 59 0.999 59 0.321 57 0.499 58 0.129 58 0.126 58 -0.214 59 0.218 59
2001.2 610.360 ___ 695.720 ___ 572.480 ___ 646.640 ___ 5.944 ___ 1.412 63 0.999 63 0.150 60 0.567 61 0.044 63 0.042 63 0.035 62 0.139 62
2001.1 700.090 ___ 732.130 ___ 568.770 ___ 610.360 ___ -12.817 ___ 1.598 62 0.997 62 0.034 57 0.287 62 -0.143 62 -0.146 62 0.118 60 -0.135 62
2000.4 772.600 ___ 778.550 ___ 662.220 ___ 700.090 ___ -9.385 ___ 1.634 63 0.993 63 0.169 61 0.618 62 0.044 63 0.049 63 -0.029 63 -0.096 62
2000.3 769.680 ___ 818.260 ___ 745.190 ___ 772.600 ___ 0.379 ___ 0.942 61 0.988 61 0.147 59 0.348 61 -0.070 60 -0.091 61 -0.060 61 0.264 61
2000.2 797.990 ___ 810.620 ___ 706.270 ___ 769.680 ___ -3.548 ___ 1.650 62 0.995 62 -0.132 59 0.415 60 -0.026 62 -0.042 62 0.042 60 -0.027 61
2000.1 767.970 ___ 826.760 ___ 708.330 ___ 797.990 ___ 3.909 ___ 1.546 63 0.994 63 -0.095 59 0.362 62 0.045 63 0.081 63 -0.004 62 -0.181 62
1999.4 663.830 ___ 769.750 ___ 639.160 ___ 767.970 ___ 15.688 ___ 1.049 64 0.996 64 0.217 59 0.481 61 0.065 64 0.064 64 -0.138 64 0.156 63
1999.3 713.600 ___ 737.530 ___ 650.530 ___ 663.830 ___ -6.976 ___ 1.045 64 0.998 64 0.041 61 0.494 63 -0.025 64 -0.027 64 -0.012 64 0.095 64
1999.2 667.490 ___ 717.570 ___ 665.370 ___ 713.610 ___ 6.909 ___ 1.119 63 0.999 63 -0.119 59 0.079 61 0.036 63 0.039 63 -0.097 61 -0.071 62
1999.1 642.870 ___ 685.320 ___ 630.320 ___ 667.490 ___ 3.830 ___ 1.255 61 0.999 61 0.176 58 0.441 61 -0.076 61 -0.065 61 -0.121 60 -0.029 60
1998.4 529.110 ___ 647.220 ___ 476.520 ___ 642.870 ___ 21.500 ___ 1.255 64 0.996 64 0.207 60 0.363 62 0.080 64 0.078 64 -0.143 64 0.067 63
1998.3 592.570 ___ 621.920 ___ 487.270 ___ 529.110 ___ -10.709 ___ 1.802 64 0.998 64 0.143 61 0.496 63 -0.110 64 -0.112 64 0.314 64 0.147 64
1998.2 580.310 ___ 598.190 ___ 562.950 ___ 592.570 ___ 2.113 ___ 0.838 63 0.997 63 0.098 60 0.532 61 0.201 63 0.183 63 -0.259 62 0.126 62
1998.1 513.790 ___ 585.880 ___ 482.290 ___ 580.310 ___ 12.947 ___ 0.837 61 0.997 61 0.184 58 0.513 61 -0.051 61 -0.038 61 -0.088 59 0.105 61
1997.4 502.890 ___ 520.670 ___ 453.010 ___ 513.790 ___ 2.598 ___ 1.434 64 0.999 64 0.165 59 0.482 63 -0.089 64 -0.088 64 -0.240 64 -0.061 63
1997.3 462.950 ___ 507.290 ___ 462.950 ___ 500.780 ___ 8.172 ___ 0.965 64 0.998 64 0.076 61 0.560 63 -0.004 64 -0.006 64 -0.288 64 0.145 64
1997.2 398.190 ___ 472.160 ___ 386.730 ___ 462.950 ___ 16.264 ___ 0.989 64 0.997 64 -0.089 62 0.273 63 -0.003 64 -0.016 64 0.006 64 0.104 63
1997.1 393.750 ___ 431.990 ___ 387.490 ___ 398.190 ___ 1.128 ___ 0.876 61 0.996 61 -0.037 57 0.187 60 0.232 61 0.233 61 0.046 58 -0.029 61
1996.4 366.770 ___ 404.070 ___ 365.250 ___ 393.750 ___ 7.356 ___ 0.653 64 0.995 64 0.087 60 0.374 63 0.259 64 0.261 64 -0.082 64 -0.017 63
1996.3 357.100 ___ 368.290 ___ 321.060 ___ 366.770 ___ 2.708 ___ 0.837 64 0.995 64 0.173 62 0.466 63 0.217 64 0.208 64 0.099 64 0.081 64
1996.2 345.010 ___ 363.420 ___ 333.590 ___ 357.100 ___ 3.504 ___ 0.626 63 0.995 63 0.095 60 0.186 61 0.169 63 0.169 63 -0.112 62 0.102 62
1996.1 328.890 ___ 353.510 ___ 317.600 ___ 345.010 ___ 4.901 ___ 0.806 63 0.996 63 -0.156 58 0.401 63 0.029 63 0.025 63 0.087 61 -0.176 63
1995.4 313.280 ___ 331.930 ___ 305.130 ___ 328.890 ___ 4.983 ___ 0.560 63 0.987 63 0.014 61 0.253 62 -0.062 63 -0.074 63 -0.043 63 0.123 62
1995.3 289.290 ___ 314.910 ___ 288.340 ___ 313.280 ___ 8.293 ___ 0.477 63 0.978 63 0.269 62 0.203 62 0.069 63 0.067 63 0.154 63 0.082 63
1995.2 266.140 ___ 292.910 ___ 265.790 ___ 289.290 ___ 8.711 ___ 0.528 63 0.995 63 -0.057 60 0.533 61 0.106 63 0.089 63 0.067 61 0.135 62
1995.1 244.640 ___ 269.850 ___ 243.540 ___ 266.110 ___ 8.776 ___ 0.436 63 0.993 63 -0.001 60 0.450 63 0.079 63 0.055 63 0.060 62 0.083 63
1994.4 247.490 ___ 252.780 ___ 235.440 ___ 244.640 ___ -1.152 ___ 0.642 63 0.995 63 0.161 59 0.371 62 0.211 63 0.187 63 0.107 63 0.091 62
1994.3 237.110 ___ 255.040 ___ 236.880 ___ 247.490 ___ 4.378 ___ 0.498 64 0.994 64 0.011 62 0.509 63 0.067 64 0.040 64 0.028 64 -0.012 64
1994.2 239.190 ___ 247.700 ___ 234.100 ___ 237.110 ___ -0.870 ___ 0.703 62 0.994 62 -0.004 58 0.346 60 -0.162 62 -0.183 62 -0.214 60 -0.194 61
1994.1 250.850 ___ 258.680 ___ 234.380 ___ 239.190 ___ -4.595 ___ 0.597 63 0.994 63 0.111 60 0.354 62 0.124 63 0.098 63 0.167 62 0.066 63
1993.4 247.950 ___ 253.520 ___ 242.810 ___ 250.710 ___ 1.113 ___ 0.447 64 0.976 64 0.166 59 0.146 62 0.196 64 0.146 64 -0.068 64 -0.101 63
1993.3 241.780 ___ 249.600 ___ 237.480 ___ 247.950 ___ 2.552 ___ 0.438 64 0.990 64 -0.004 62 0.232 63 0.076 64 0.077 64 -0.180 64 0.148 64
1993.2 241.800 ___ 243.430 ___ 230.840 ___ 241.780 ___ -0.008 ___ 0.628 63 0.994 63 0.183 58 0.170 61 0.062 63 0.049 63 -0.077 61 -0.087 62
1993.1 233.580 ___ 244.040 ___ 228.740 ___ 241.800 ___ 3.515 ___ 0.627 62 0.992 62 0.354 60 0.416 62 0.116 62 0.099 62 -0.163 61 -0.105 62
1992.4 231.520 ___ 236.320 ___ 229.850 ___ 233.590 ___ 0.488 12 0.990 12 0.494 10 0.413 11 0.206 12 0.220 12 0.211 12 0.079 11
