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S&P 600 small 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[ SP 600 sml cap w SP500 ] for Quarter
(9)
Corr_dly[ SP 600 sml cap w Nikkei ] for Quarter
(10)
Corr_dly[ SP 600 sml cap w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ SP 600 sml cap w SP500(d-1) ] for Quarter
(13)
Corr_dly[ SP 600 sml cap w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ SP 600 sml cap 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_600_small_quarterly_________________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | | | | | | | | Corr_dly[ SP | |
| | | | | | Volume | | | | | | Corr_dly[ SP | 600 sml cap | Corr_dly[ SP |
| | | | | |(thous) - | | Corr_dly[ SP | Corr_dly[ SP | Corr_dly[ SP | | 600 sml cap | w | 600 sml cap |
| | | | | | Avg over | StDev of dly | 600 sml cap | 600 sml cap | 600 sml cap | 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 |____2013-1995_|____2013-1995_|____2013-1995_|____2013-1995_|____2013-1995_|____2013-1995_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
37.41% <-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
2013.4 607.650 ___ 659.360 ___ 590.160 ___ 642.270 ___ 5.678 ___ 67.674 50 0.877 50 0.880 50 0.208 49 0.490 50 0.058 50 -0.054 50 0.072 50 -0.011 50
2013.3 552.480 ___ 611.050 ___ 552.480 ___ 607.760 ___ 10.397 ___ 58.865 60 0.758 64 0.856 64 0.317 62 0.487 63 -0.069 64 0.054 64 0.012 64 0.028 64
2013.2 531.380 ___ 566.980 ___ 503.330 ___ 550.520 ___ 3.602 ___ 67.156 45 1.148 64 0.922 64 0.087 61 0.535 62 -0.195 64 -0.143 64 -0.044 63 -0.067 63
2013.1 489.170 ___ 533.060 ___ 487.240 ___ 531.380 ___ 13.686 ___ 58.373 37 0.981 58 0.944 58 -0.075 53 0.657 58 -0.262 57 -0.292 57 -0.139 55 -0.441 57
2012.4 468.270 ___ 477.900 ___ 430.730 ___ 467.410 ___ -0.126 ___ 60.914 14 0.816 61 0.894 61 0.225 58 0.583 60 0.239 60 0.229 60 0.112 61 -0.096 60
2012.3 445.440 ___ 488.000 ___ 429.530 ___ 468.000 ___ 5.065 ___ 0.904 63 0.863 63 0.355 61 0.500 62 0.243 63 0.213 63 -0.004 63 0.154 63
2012.2 463.280 ___ 469.860 ___ 411.030 ___ 445.440 ___ -3.886 ___ 1.335 63 0.959 63 0.076 60 0.634 59 -0.115 63 -0.113 63 0.134 62 -0.138 61
2012.1 416.300 ___ 472.340 ___ 412.140 ___ 463.450 ___ 11.656 ___ 0.987 62 0.874 62 -0.049 59 0.634 62 -0.217 62 -0.269 62 0.082 61 -0.063 62
2011.4 354.510 ___ 423.590 ___ 334.100 ___ 415.070 ___ 16.793 ___ 2.491 63 0.956 63 0.021 59 0.592 62 -0.225 63 -0.147 63 -0.056 62 -0.055 62
2011.3 444.750 ___ 462.420 ___ 348.160 ___ 355.390 ___ -20.081 ___ 2.681 64 0.976 64 0.213 61 0.722 63 -0.149 64 -0.206 64 -0.042 64 -0.080 64
2011.2 448.840 ___ 459.570 ___ 415.740 ___ 444.690 ___ -0.434 ___ 1.098 63 0.932 63 0.205 59 0.604 60 0.052 63 0.054 63 -0.135 61 0.040 61
2011.1 415.730 ___ 446.630 ___ 410.260 ___ 446.630 ___ 7.433 ___ 1.174 62 0.888 62 0.159 57 0.619 60 -0.004 62 0.055 62 0.041 61 0.112 62
2010.4 361.230 ___ 421.990 ___ 353.140 ___ 415.730 ___ 15.948 ___ 1.000 64 0.902 64 0.250 59 0.634 62 -0.245 64 -0.179 64 -0.190 64 -0.082 63
2010.3 328.170 ___ 363.150 ___ 315.220 ___ 358.550 ___ 9.324 ___ 1.710 64 0.930 64 0.123 61 0.586 63 -0.057 64 -0.040 64 -0.010 64 0.208 64
2010.2 361.830 ___ 396.630 ___ 325.990 ___ 327.970 ___ -8.973 ___ 2.010 63 0.950 63 0.298 59 0.690 61 -0.008 63 0.017 63 -0.142 61 0.031 62
2010.1 333.940 ___ 368.690 ___ 309.160 ___ 360.300 ___ 8.319 ___ 1.036 61 0.923 61 0.138 58 0.581 61 -0.028 61 -0.044 61 -0.130 60 0.383 61
2009.4 316.980 ___ 338.420 ___ 294.260 ___ 332.630 ___ 4.788 ___ 1.434 64 0.915 64 0.170 59 0.578 63 -0.101 64 -0.100 64 0.206 64 0.069 63
2009.3 269.350 ___ 327.110 ___ 252.110 ___ 317.430 ___ 18.303 ___ 1.431 64 0.951 64 -0.017 60 0.799 63 0.093 64 0.084 64 0.087 62 0.028 64
2009.2 220.960 ___ 283.190 ___ 217.040 ___ 268.320 ___ 20.631 ___ 2.417 63 0.940 63 0.059 59 0.625 61 -0.081 63 -0.063 63 0.073 61 -0.079 62
2009.1 268.760 ___ 276.800 ___ 181.320 ___ 222.430 ___ -17.229 ___ 3.172 61 0.964 61 0.079 57 0.561 61 -0.237 61 -0.198 61 0.110 59 -0.026 61
2008.4 358.840 ___ 359.040 ___ 201.310 ___ 268.730 ___ -25.494 ___ 4.537 64 0.932 64 0.060 59 0.422 63 -0.050 64 -0.122 64 0.006 64 -0.068 63
2008.3 363.850 ___ 401.270 ___ 340.140 ___ 360.680 ___ -1.167 ___ 2.157 64 0.926 64 -0.076 61 0.434 63 -0.291 64 -0.341 64 -0.129 64 -0.239 64
2008.2 364.560 ___ 402.070 ___ 361.990 ___ 364.940 ___ 0.096 ___ 1.249 64 0.909 64 0.123 61 0.482 63 -0.046 64 -0.027 64 0.009 63 0.017 64
2008.1 395.130 ___ 396.800 ___ 339.990 ___ 364.590 ___ -7.731 ___ 1.807 61 0.948 61 0.072 56 0.325 60 -0.145 61 -0.123 61 -0.022 58 -0.049 60
2007.4 423.430 ___ 444.800 ___ 380.350 ___ 395.140 ___ -6.681 ___ 1.547 64 0.952 64 0.145 60 0.569 63 -0.174 64 -0.221 64 -0.061 64 0.035 63
2007.3 432.300 ___ 445.820 ___ 387.480 ___ 423.430 ___ -2.054 ___ 1.327 63 0.913 63 -0.078 60 0.459 62 -0.119 63 -0.126 63 -0.104 63 -0.264 63
2007.2 411.910 ___ 444.690 ___ 411.380 ___ 432.310 ___ 4.950 ___ 0.834 63 0.899 63 0.008 60 0.470 61 -0.035 63 -0.076 63 -0.163 62 0.167 62
2007.1 400.000 ___ 423.350 ___ 389.750 ___ 411.920 ___ 2.975 ___ 0.943 61 0.926 61 0.382 57 0.545 61 0.024 60 0.015 60 -0.141 59 -0.097 61
2006.4 371.780 ___ 407.540 ___ 364.800 ___ 400.020 ___ 7.596 ___ 0.812 63 0.877 63 0.059 61 0.492 62 0.094 63 0.096 63 -0.090 63 0.005 62
2006.3 375.960 ___ 378.840 ___ 346.810 ___ 371.780 ___ -1.114 ___ 1.136 63 0.945 63 0.055 61 0.497 62 0.024 63 0.027 63 -0.081 63 0.010 63
2006.2 395.670 ___ 405.940 ___ 350.700 ___ 375.970 ___ -4.777 ___ 1.213 63 0.934 63 0.212 60 0.521 61 0.181 63 0.178 63 -0.122 61 -0.042 62
2006.1 350.670 ___ 395.740 ___ 347.370 ___ 394.830 ___ 12.593 ___ 0.772 62 0.839 62 0.123 59 0.291 62 -0.094 62 -0.122 62 -0.057 61 -0.064 62
2005.4 350.200 ___ 362.800 ___ 322.920 ___ 350.670 ___ 0.134 ___ 1.085 63 0.920 63 0.024 59 0.420 62 -0.001 63 -0.051 63 0.037 63 -0.198 62
2005.3 333.100 ___ 357.860 ___ 332.780 ___ 350.200 ___ 5.134 ___ 174.200 3 0.893 64 0.888 64 0.027 61 0.351 63 -0.064 64 -0.048 64 0.117 64 0.122 64
2005.2 321.260 ___ 338.710 ___ 298.730 ___ 333.100 ___ 3.685 ___ 1862.95 13 1.043 64 0.923 64 0.061 60 0.309 63 -0.131 64 -0.141 64 -0.140 62 -0.067 64
2005.1 328.800 ___ 338.020 ___ 307.550 ___ 321.260 ___ -2.293 ___ 1844.50 34 0.961 61 0.843 61 0.305 57 0.326 59 0.057 61 0.112 61 -0.109 60 -0.011 60
2004.4 291.600 ___ 331.020 ___ 285.920 ___ 328.800 ___ 12.757 ___ 0.891 64 0.865 64 0.092 59 0.340 62 -0.036 64 -0.020 64 -0.133 64 -0.011 63
2004.3 296.350 ___ 296.410 ___ 262.950 ___ 291.600 ___ -1.603 ___ 1.099 64 0.913 64 -0.007 61 0.366 63 -0.107 64 -0.065 64 0.052 64 0.003 64
2004.2 286.660 ___ 296.380 ___ 263.250 ___ 296.350 ___ 3.380 ___ 1.083 62 0.897 62 0.331 58 0.401 60 0.113 62 0.024 62 -0.061 60 -0.059 61
2004.1 270.420 ___ 291.620 ___ 270.380 ___ 286.660 ___ 6.005 ___ 1.089 62 0.844 62 0.206 59 0.359 62 -0.016 62 -0.044 62 0.084 60 -0.187 62
2003.4 236.100 ___ 275.360 ___ 236.100 ___ 270.420 ___ 14.536 ___ 1.083 64 0.844 64 0.292 59 0.532 63 0.033 64 0.048 64 0.001 64 0.008 63
2003.3 220.980 ___ 251.070 ___ 218.000 ___ 236.100 ___ 6.837 ___ 1.082 64 0.841 64 0.419 61 0.417 63 0.083 64 0.101 64 0.175 64 0.120 64
2003.2 184.780 ___ 225.660 ___ 183.970 ___ 220.990 ___ 19.596 ___ 1.005 63 0.865 63 0.075 61 0.511 61 0.041 63 -0.064 63 -0.144 63 -0.207 62
2003.1 196.620 ___ 203.700 ___ 172.670 ___ 184.780 ___ -6.022 ___ 1.202 61 0.939 61 -0.144 56 0.480 61 -0.183 61 -0.133 61 0.221 58 0.032 61
2002.4 187.860 ___ 207.710 ___ 169.640 ___ 196.620 ___ 4.663 ___ 1.685 64 0.932 64 0.419 60 0.460 63 -0.220 64 -0.220 64 -0.139 64 -0.116 63
2002.3 231.320 ___ 231.320 ___ 177.270 ___ 187.860 ___ -18.802 ___ 2.078 64 0.911 64 -0.058 62 0.431 63 0.014 64 0.035 64 -0.147 64 0.044 64
2002.2 247.920 ___ 258.230 ___ 220.400 ___ 231.360 ___ -6.680 ___ 1.186 63 0.838 63 0.027 60 0.438 59 -0.111 63 -0.103 63 -0.330 62 -0.245 61
2002.1 232.180 ___ 250.020 ___ 221.800 ___ 247.920 ___ 6.779 ___ 1.078 59 0.890 59 0.326 54 0.434 59 -0.129 59 -0.015 59 0.090 56 -0.025 59
2001.4 192.770 ___ 235.510 ___ 187.380 ___ 232.180 ___ 20.444 ___ 1.274 64 0.880 64 0.141 59 0.476 63 0.043 64 0.028 64 -0.226 64 -0.096 63
2001.3 232.410 ___ 232.450 ___ 178.360 ___ 192.770 ___ -16.788 ___ 1.415 59 0.879 59 0.335 57 0.469 58 0.219 58 0.234 58 -0.249 59 0.243 59
2001.2 204.780 ___ 238.000 ___ 191.950 ___ 231.660 ___ 13.126 ___ 1.390 63 0.867 63 0.166 60 0.538 61 0.110 63 0.040 63 -0.037 62 0.098 62
2001.1 219.590 ___ 233.820 ___ 191.970 ___ 204.780 ___ -6.744 ___ 1.601 62 0.882 62 0.009 57 0.269 62 -0.048 62 -0.091 62 -0.030 60 -0.169 62
2000.4 217.290 ___ 225.070 ___ 194.300 ___ 219.590 ___ 1.058 ___ 1.921 63 0.846 63 0.112 61 0.526 62 0.014 63 0.017 63 -0.049 63 -0.064 62
2000.3 210.690 ___ 225.120 ___ 199.540 ___ 217.290 ___ 3.128 ___ 1.127 63 0.759 63 0.240 61 0.438 62 -0.108 63 -0.005 63 -0.067 63 0.273 63
2000.2 208.950 ___ 213.580 ___ 181.440 ___ 210.700 ___ 0.838 ___ 1.953 63 0.810 63 -0.099 60 0.498 61 0.022 63 0.023 63 0.026 61 -0.097 62
2000.1 197.790 ___ 225.390 ___ 184.370 ___ 208.950 ___ 5.642 ___ 1.577 63 0.674 63 0.031 59 0.471 62 0.143 63 0.272 63 -0.157 62 -0.165 62
1999.4 176.200 ___ 197.800 ___ 167.900 ___ 197.790 ___ 12.253 ___ 0.761 64 0.646 64 0.228 59 0.379 61 0.036 64 0.214 64 -0.056 64 0.185 63
1999.3 185.520 ___ 190.240 ___ 170.080 ___ 176.200 ___ -5.024 ___ 0.782 64 0.731 64 0.199 61 0.545 63 0.028 64 0.039 64 0.073 64 -0.092 64
1999.2 161.070 ___ 185.740 ___ 157.580 ___ 185.520 ___ 15.180 ___ 0.734 63 0.522 63 -0.060 59 0.255 61 0.164 63 0.233 63 -0.087 61 -0.150 62
1999.1 177.370 ___ 179.590 ___ 154.140 ___ 161.070 ___ -9.185 ___ 1.016 61 0.836 61 0.185 58 0.406 61 -0.038 61 0.078 61 -0.182 60 -0.066 60
1998.4 151.170 ___ 177.360 ___ 126.150 ___ 177.360 ___ 17.325 ___ 1.516 64 0.732 64 0.314 60 0.482 62 0.344 64 0.249 64 -0.111 64 0.084 63
1998.3 191.540 ___ 194.680 ___ 141.540 ___ 151.170 ___ -21.077 ___ 1.718 64 0.845 64 0.185 61 0.547 63 0.074 64 -0.064 64 0.193 64 -0.002 64
1998.2 200.840 ___ 206.310 ___ 180.850 ___ 191.540 ___ -4.631 ___ 0.951 63 0.778 63 0.128 60 0.575 61 0.218 63 0.125 63 -0.167 62 -0.057 62
1998.1 181.160 ___ 200.840 ___ 166.570 ___ 200.840 ___ 10.863 ___ 0.846 61 0.802 61 0.266 58 0.457 61 0.219 61 0.271 61 -0.120 59 0.133 61
1997.4 187.310 ___ 192.980 ___ 168.210 ___ 181.160 ___ -3.283 ___ 1.279 64 0.897 64 0.273 59 0.559 63 0.011 64 0.103 64 -0.350 64 -0.027 63
1997.3 161.550 ___ 187.470 ___ 160.610 ___ 187.310 ___ 15.946 ___ 0.593 64 0.766 64 0.163 61 0.475 63 0.064 64 0.163 64 -0.338 64 0.130 64
1997.2 137.090 ___ 161.620 ___ 134.150 ___ 161.550 ___ 17.842 ___ 0.766 64 0.676 64 -0.075 62 0.169 63 0.380 64 0.148 64 0.032 64 -0.027 63
1997.1 145.480 ___ 149.060 ___ 137.090 ___ 137.090 ___ -5.767 ___ 0.610 61 0.695 61 0.061 57 0.476 60 0.263 61 0.406 61 -0.091 58 -0.009 61
1996.4 137.980 ___ 146.140 ___ 135.760 ___ 145.480 ___ 5.436 ___ 0.544 64 0.553 64 0.156 60 0.520 63 0.202 64 0.282 64 -0.196 64 -0.119 63
1996.3 134.030 ___ 138.280 ___ 118.560 ___ 137.980 ___ 2.947 ___ 0.888 64 0.828 64 0.191 62 0.553 63 0.338 64 0.327 64 0.082 64 0.015 64
1996.2 127.700 ___ 140.960 ___ 126.790 ___ 134.030 ___ 4.957 ___ 0.582 63 0.655 63 0.027 60 0.354 61 0.292 63 0.254 63 -0.126 62 0.056 62
1996.1 121.100 ___ 127.960 ___ 114.440 ___ 127.700 ___ 5.450 ___ 0.708 63 0.715 63 -0.265 58 0.308 63 0.021 63 -0.006 63 0.166 61 -0.128 63
1995.4 120.860 ___ 121.220 ___ 112.120 ___ 121.100 ___ 0.199 ___ 0.741 63 0.683 63 0.155 61 0.407 62 0.280 63 0.215 63 -0.075 63 0.020 62
1995.3 117.960 ___ 122.690 ___ 115.240 ___ 120.860 ___ 0.599 29 0.504 29 -0.064 28 0.372 28 0.407 29 0.290 29 0.020 29 -0.155 29
