|
|
|
|
Wilshire 5000 Index
US
Quarterly Data |
|
|
(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[ Wlshr 5000 w SP500 ] for Quarter
(9)
Corr_dly[ Wlshr 5000 w Nikkei ] for Quarter
(10)
Corr_dly[ Wlshr 5000 w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ Wlshr 5000 w SP500(d-1) ] for Quarter
(13)
Corr_dly[ Wlshr 5000 w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ Wlshr 5000 w FTSE(d-1) ] for Quarter
|
EconStats does not guarantee the accuracy of this data.
|
|
|_Wilshire_5000_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[ | Wlshr 5000 w | Corr_dly[ |
| | | | | | Avg over | StDev of dly | Wlshr 5000 w | Wlshr 5000 w | Wlshr 5000 w | Daily | Wlshr 5000 w | NIKKEI(d-1) | Wlshr 5000 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 |____2008-2000_|____2008-2000_|____2008-2000_|____2008-2000_|____2008-2000_|____2008-2000_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-46.52% <-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 11875.4 ___ 11875.6 ___ 7340.70 ___ 7926.10 ___ -33.256 ___ 2380632 35 4.238 35 0.997 35 0.244 34 0.384 35 -0.112 34 -0.195 35 -0.039 35 0.074 35
2008.3 13073.5 ___ 13383.0 ___ 11322.8 ___ 11875.4 ___ -9.164 ___ 2179900 56 2.320 55 0.996 55 -0.022 51 0.550 53 -0.347 54 -0.345 55 -0.161 55 -0.235 54
2008.2 13332.0 ___ 14564.8 ___ 13010.8 ___ 13073.5 ___ -1.939 ___ 1943888 56 1.078 55 0.997 55 0.098 52 0.572 54 -0.124 54 -0.059 55 -0.023 54 0.069 55
2008.1 14819.6 ___ 14854.7 ___ 12653.1 ___ 13332.0 ___ -10.038 ___ 2446471 61 1.518 61 0.981 61 0.125 56 0.384 60 -0.146 61 -0.116 61 0.016 58 -0.077 60
2007.4 15362.0 ___ 15939.0 ___ 14195.2 ___ 14819.6 ___ -3.531 ___ 2095690 64 1.224 64 0.993 64 0.226 60 0.628 63 -0.186 64 -0.191 64 -0.054 64 0.009 63
2007.3 15210.7 ___ 15730.4 ___ 13769.2 ___ 15362.0 ___ 0.995 ___ 2267179 63 1.262 63 0.960 63 -0.111 60 0.634 62 -0.146 63 -0.085 63 -0.081 63 -0.287 63
2007.2 14409.2 ___ 15578.4 ___ 14369.4 ___ 15210.7 ___ 5.562 ___ 2199608 62 0.664 63 0.992 63 -0.033 60 0.478 61 -0.141 63 -0.134 63 -0.167 62 0.179 62
2007.1 14257.5 ___ 14828.8 ___ 13817.0 ___ 14409.3 ___ 1.065 ___ 2256840 61 0.749 61 0.982 61 0.368 57 0.568 61 0.005 60 0.013 60 -0.111 59 -0.104 61
2006.4 13344.8 ___ 14405.6 ___ 13231.5 ___ 14257.5 ___ 6.532 ___ 2126507 62 0.510 63 0.978 63 0.084 61 0.535 62 0.011 63 0.070 63 -0.099 63 0.040 62
2006.3 12849.5 ___ 13401.2 ___ 12288.7 ___ 13383.3 ___ 4.156 ___ 2276727 63 0.698 63 0.978 63 0.113 61 0.549 62 0.011 63 0.057 63 -0.086 63 0.007 63
2006.2 13155.4 ___ 13473.0 ___ 12249.9 ___ 12849.3 ___ -2.327 ___ 2197371 63 0.872 63 0.986 63 0.208 60 0.545 61 0.108 63 0.141 63 -0.142 61 -0.004 62
2006.1 12517.7 ___ 13272.3 ___ 12474.9 ___ 13155.4 ___ 5.094 ___ 2136900 62 0.600 62 0.987 62 0.081 59 0.409 62 -0.195 62 -0.168 62 -0.105 61 -0.082 62
2005.4 12289.3 ___ 12787.1 ___ 11630.2 ___ 12517.7 ___ 1.859 ___ 2059855 63 0.715 63 0.986 63 0.037 59 0.442 62 -0.028 63 -0.028 63 0.004 63 -0.178 62
2005.3 11876.7 ___ 12478.3 ___ 11832.1 ___ 12289.3 ___ 3.474 ___ 2030163 64 0.572 64 0.988 64 -0.009 61 0.350 63 -0.067 64 -0.063 64 0.113 64 0.095 64
2005.2 11638.3 ___ 12110.0 ___ 11195.2 ___ 11876.7 ___ 2.048 ___ 2074104 64 0.717 64 0.995 64 0.059 60 0.309 63 -0.191 64 -0.188 64 -0.094 62 -0.027 64
2005.1 11971.1 ___ 12108.9 ___ 11449.3 ___ 11638.3 ___ -2.756 ___ 2117181 61 0.655 61 0.974 61 0.169 57 0.273 59 0.007 61 0.026 61 0.039 60 0.041 60
2004.4 10895.6 ___ 12027.5 ___ 10696.3 ___ 11968.1 ___ 9.844 ___ 1991655 64 0.646 64 0.943 64 0.102 59 0.480 62 0.109 64 0.086 64 -0.107 64 0.016 63
2004.3 11138.8 ___ 11140.8 ___ 10268.5 ___ 10895.5 ___ -2.185 ___ 1807865 64 0.713 64 0.994 64 0.008 61 0.339 63 -0.067 64 -0.061 64 0.127 64 0.068 64
2004.2 11039.4 ___ 11279.9 ___ 10455.6 ___ 11138.9 ___ 0.901 ___ 1740093 26 0.737 62 0.993 62 0.316 58 0.427 60 0.087 62 0.057 62 -0.063 60 -0.044 61
2004.1 10799.6 ___ 11370.9 ___ 10629.2 ___ 11039.4 ___ 2.220 ___ 1.72500 4 0.779 62 0.992 62 0.236 59 0.431 62 -0.027 62 -0.049 62 0.077 60 -0.180 62
2003.4 9649.70 ___ 10827.5 ___ 9649.70 ___ 10799.6 ___ 11.916 ___ 1.90000 3 0.720 64 0.991 64 0.155 59 0.509 63 -0.133 64 -0.144 64 0.107 64 -0.011 63
2003.3 9343.00 ___ 10076.2 ___ 9227.50 ___ 9649.70 ___ 3.283 ___ 2.0167 6 0.874 64 0.992 64 0.315 61 0.379 63 -0.173 64 -0.162 64 0.085 64 0.052 64
2003.2 8051.90 ___ 9692.90 ___ 8044.90 ___ 9343.00 ___ 16.035 ___ 2.1500 2 1.019 63 0.997 63 -0.054 61 0.553 61 -0.089 63 -0.101 63 -0.133 63 -0.158 62
2003.1 8343.20 ___ 8826.10 ___ 7503.20 ___ 8051.90 ___ -3.491 ___ 1.434 61 0.999 61 -0.085 56 0.482 61 -0.119 61 -0.114 61 0.118 58 -0.004 61
2002.4 7773.60 ___ 9010.70 ___ 7273.40 ___ 8343.20 ___ 7.327 ___ 1.98400 25 1.664 64 0.998 64 0.381 60 0.538 63 -0.186 64 -0.190 64 -0.164 64 -0.131 63
2002.3 9384.00 ___ 9410.90 ___ 7396.60 ___ 7773.60 ___ -17.161 ___ 1.94219 64 2.133 64 0.998 64 -0.008 62 0.456 63 0.076 64 0.077 64 -0.079 64 0.045 64
2002.2 10775.7 ___ 10778.3 ___ 9031.70 ___ 9384.00 ___ -12.915 ___ 1.94219 64 1.187 64 0.997 64 0.104 61 0.354 60 -0.093 64 -0.100 64 -0.326 63 -0.168 62
2002.1 10707.7 ___ 10983.4 ___ 10040.5 ___ 10775.7 ___ 0.635 ___ 1.99500 60 1.034 60 0.996 60 0.365 55 0.507 60 -0.039 60 -0.044 60 0.103 57 -0.160 60
2001.4 9563.00 ___ 10874.0 ___ 9417.00 ___ 10707.7 ___ 11.970 ___ 2.0121 58 1.063 64 0.996 64 0.325 59 0.478 63 0.108 64 0.109 64 -0.189 64 -0.020 63
2001.3 11407.2 ___ 11512.7 ___ 8722.10 ___ 9563.00 ___ -16.167 ___ 1.393 60 0.997 59 0.331 58 0.491 58 0.131 59 0.128 59 -0.225 60 0.221 60
2001.2 10645.8 ___ 12179.0 ___ 9985.10 ___ 11407.2 ___ 7.152 ___ 1.403 63 0.996 63 0.160 60 0.576 61 0.058 63 0.052 63 0.026 62 0.137 62
2001.1 12175.9 ___ 12798.9 ___ 9933.10 ___ 10645.8 ___ -12.567 ___ 1.594 62 0.994 62 0.034 57 0.286 62 -0.123 62 -0.136 62 0.110 60 -0.143 62
2000.4 12914.3 ___ 13475.1 ___ 11463.4 ___ 12175.9 ___ 1.757 55 0.987 55 0.150 54 0.652 54 0.013 55 0.045 55 -0.042 55 -0.121 54
