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S&P TSX Index Composite Index
Canada
Quarterly Data |
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Replaced TSE 300 index in 2002.
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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[ TSX Comp w SP500 ] for Quarter
(9)
Corr_dly[ TSX Comp w Nikkei ] for Quarter
(10)
Corr_dly[ TSX Comp w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ TSX Comp w SP500(d-1) ] for Quarter
(13)
Corr_dly[ TSX Comp w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ TSX Comp 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_TSX_Index_Composite_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[ | TSX Comp w | Corr_dly[ |
| | | | | | Avg over | StDev of dly | TSX Comp w | TSX Comp w | TSX Comp w | Daily | TSX Comp w | NIKKEI(d-1) | TSX Comp 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_|
-41.04% <-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 11730.7 ___ 11775.8 ___ 7647.11 ___ 8155.39 ___ -30.610 ___ 307888 36 4.242 36 0.733 36 0.482 35 0.490 36 -0.073 35 0.094 36 0.021 36 0.244 36
2008.3 14573.5 ___ 14584.9 ___ 11171.3 ___ 11752.9 ___ -18.761 ___ 249152 63 2.099 63 0.718 62 0.062 52 0.536 60 -0.112 63 -0.191 63 -0.156 57 -0.124 62
2008.2 13337.7 ___ 15154.8 ___ 13254.0 ___ 14467.0 ___ 8.366 ___ 221806 56 0.931 55 0.502 54 0.041 52 0.405 53 -0.090 54 0.115 55 0.267 54 0.234 55
2008.1 13907.7 ___ 14037.7 ___ 11982.9 ___ 13350.1 ___ -3.491 ___ 238245 60 1.546 60 0.558 59 0.059 55 0.611 60 -0.068 59 0.029 60 0.070 57 -0.117 59
2007.4 14113.1 ___ 14625.0 ___ 13190.1 ___ 13833.1 ___ -1.885 ___ 219945 62 0.988 62 0.837 61 0.327 59 0.659 62 -0.083 61 -0.031 62 -0.043 62 0.054 61
2007.3 14001.4 ___ 14646.8 ___ 12463.8 ___ 14098.9 ___ 1.383 ___ 216487 62 1.017 62 0.788 61 0.071 59 0.598 61 -0.033 62 0.009 62 -0.034 62 -0.220 62
2007.2 13185.3 ___ 14216.2 ___ 13165.5 ___ 13906.6 ___ 5.629 ___ 214540 63 0.742 63 0.750 62 0.094 60 0.451 60 0.010 63 0.013 63 -0.047 62 0.322 62
2007.1 12924.5 ___ 13433.0 ___ 12412.6 ___ 13165.5 ___ 1.992 ___ 191924 64 0.788 64 0.782 61 0.337 59 0.499 64 0.019 64 0.018 63 -0.042 62 -0.080 64
2006.4 11767.4 ___ 13053.2 ___ 11407.3 ___ 12908.4 ___ 9.753 ___ 198482 61 0.765 61 0.463 60 0.132 59 0.403 61 -0.052 59 0.196 61 -0.162 61 0.065 60
2006.3 11670.2 ___ 12226.6 ___ 11410.4 ___ 11761.3 ___ 1.278 ___ 177509 62 0.764 62 0.571 61 0.107 60 0.455 61 0.012 62 0.136 62 0.103 62 0.088 62
2006.2 12200.7 ___ 12494.7 ___ 10860.7 ___ 11612.9 ___ -4.110 ___ 182403 60 1.048 60 0.669 59 0.421 57 0.520 58 0.055 60 0.409 60 -0.070 58 0.173 59
2006.1 11304.6 ___ 12287.5 ___ 11272.3 ___ 12110.6 ___ 7.437 ___ 176673 53 0.817 53 0.445 51 0.033 50 0.289 53 -0.020 50 -0.050 53 -0.016 52 0.010 53
2005.4 11035.0 ___ 11296.8 ___ 10145.1 ___ 11272.3 ___ 2.365 ___ 142206 51 0.826 51 0.662 51 0.040 49 0.420 51 0.034 49 -0.129 51 0.207 51 0.092 51
2005.3 10033.1 ___ 11135.5 ___ 9902.77 ___ 11011.8 ___ 11.200 ___ 129424 59 0.685 59 0.438 58 -0.124 56 0.371 58 -0.167 59 0.081 59 0.099 59 0.044 59
2005.2 9675.32 ___ 10075.0 ___ 9243.68 ___ 9902.77 ___ 3.021 ___ 115329 59 0.644 59 0.596 58 0.182 56 0.337 58 0.141 57 0.051 59 0.007 57 0.098 59
2005.1 9246.65 ___ 9968.41 ___ 8952.79 ___ 9612.38 ___ 3.955 ___ 126107 62 0.583 64 0.590 61 0.318 60 0.325 61 0.186 64 0.205 64 -0.077 63 -0.044 63
2004.4 8665.13 ___ 9287.40 ___ 8663.35 ___ 9246.65 ___ 6.672 ___ 122910 63 0.439 66 0.542 64 0.124 61 0.181 64 -0.115 66 -0.161 66 0.115 66 0.055 65
2004.3 8545.58 ___ 8672.04 ___ 8116.15 ___ 8668.29 ___ 1.436 ___ 108788 63 0.613 66 0.485 64 0.204 63 0.432 65 -0.019 66 0.061 66 -0.054 66 -0.017 66
2004.2 8632.13 ___ 8920.76 ___ 8098.06 ___ 8545.58 ___ -0.470 ___ 129278 63 0.910 65 0.751 62 0.276 61 0.535 61 0.137 65 0.133 65 -0.099 63 -0.122 64
2004.1 8220.89 ___ 8885.61 ___ 8220.89 ___ 8585.93 ___ 4.440 ___ 148185 63 0.730 65 0.653 62 0.219 61 0.485 64 0.061 65 0.092 65 0.123 63 -0.194 65
2003.4 7433.06 ___ 8276.84 ___ 7421.13 ___ 8220.89 ___ 10.777 ___ 118344 62 0.542 66 0.654 64 0.228 61 0.350 64 -0.057 66 0.027 66 0.073 66 0.076 65
2003.3 6983.14 ___ 72250.0 ___ 6981.43 ___ 7421.13 ___ 6.272 ___ 152917 62 0.495 66 0.567 64 0.328 63 0.507 65 0.208 66 0.166 66 0.049 66 0.100 66
2003.2 6351.17 ___ 7129.17 ___ 6316.17 ___ 6983.14 ___ 10.273 ___ 120984 63 0.546 65 0.703 63 0.137 63 0.491 61 -0.094 65 0.097 65 -0.096 65 -0.078 64
2003.1 6614.54 ___ 6852.54 ___ 6204.94 ___ 6332.60 ___ -4.262 ___ 112798 62 0.781 64 0.791 61 -0.105 58 0.562 63 -0.003 64 -0.001 64 0.138 61 -0.044 64
2002.4 6177.88 ___ 6725.49 ___ 5678.28 ___ 6614.54 ___ 7.024 ___ 134751 63 1.200 66 0.831 64 0.418 62 0.557 64 -0.087 66 -0.111 66 -0.035 66 -0.148 65
2002.3 7145.61 ___ 7145.61 ___ 5992.14 ___ 6180.42 ___ -13.507 ___ 113469 58 1.275 66 0.631 64 0.118 64 0.386 65 -0.098 66 0.135 66 0.069 66 0.141 66
2002.2 7854.04 ___ 7932.05 ___ 7003.68 ___ 7145.61 ___ -8.990 ___ 117731 64 0.758 65 0.738 64 0.302 62 0.641 61 -0.133 65 0.095 65 -0.281 64 -0.220 63
2002.1 7688.41 ___ 7992.70 ___ 7402.70 ___ 7851.47 ___ 2.121 ___ 106088 62 0.731 64 0.689 60 0.426 58 0.708 62 0.132 64 0.386 64 0.164 61 0.119 64
2001.4 6801.93 ___ 7729.28 ___ 6766.38 ___ 7688.41 ___ 12.427 ___ 106112 62 0.845 66 0.776 64 0.304 61 0.510 64 -0.008 66 0.168 66 -0.133 66 0.040 65
2001.3 7736.35 ___ 7777.11 ___ 6301.52 ___ 6838.56 ___ -11.605 ___ 92112.4 60 1.085 65 0.715 59 -0.028 63 0.655 63 0.016 65 0.092 62 -0.049 65 0.023 65
2001.2 7633.28 ___ 8409.11 ___ 7382.00 ___ 7736.35 ___ 1.687 ___ 111026 61 1.097 65 0.750 63 0.153 62 0.547 61 0.123 65 0.180 65 -0.044 64 0.144 64
2001.1 8933.68 ___ 9425.52 ___ 7438.47 ___ 7608.00 ___ -14.839 ___ 104505 63 1.647 65 0.708 62 0.151 59 0.291 64 -0.247 65 0.005 65 0.035 63 -0.018 65
2000.4 10491.7 ___ 10701.5 ___ 8561.86 ___ 8933.68 ___ -13.916 ___ 97466.8 58 1.973 65 0.702 63 0.269 61 0.510 63 0.053 65 0.079 65 -0.071 65 -0.177 64
2000.3 10195.5 ___ 11402.0 ___ 10153.1 ___ 10377.9 ___ 1.790 ___ 81559.4 60 1.327 65 0.471 63 0.197 63 0.245 64 0.110 65 0.283 65 0.042 65 0.275 65
2000.2 9520.73 ___ 10310.1 ___ 8421.58 ___ 10195.5 ___ 7.747 ___ 93797.0 62 1.765 65 0.792 63 -0.098 62 0.422 61 0.018 65 0.078 65 0.013 63 -0.071 64
2000.1 8100.21 ___ 10176.7 ___ 8018.57 ___ 9462.39 ___ 89228.6 5 1.459 62 0.467 60 -0.020 59 0.165 62 0.083 62 0.200 62 -0.129 62 0.010 62
