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S&P 400 mid-cap 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 400 mid cap w SP500 ] for Quarter
(9)
Corr_dly[ SP 400 mid cap w Nikkei ] for Quarter
(10)
Corr_dly[ SP 400 mid cap w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ SP 400 mid cap w SP500(d-1) ] for Quarter
(13)
Corr_dly[ SP 400 mid cap w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ SP 400 mid 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_400_mid-cap_quarterly_______________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | | | | | | | | Corr_dly[ SP | |
| | | | | | Volume | | | | | | Corr_dly[ SP | 400 mid cap | Corr_dly[ SP |
| | | | | |(thous) - | | Corr_dly[ SP | Corr_dly[ SP | Corr_dly[ SP | | 400 mid cap | w | 400 mid cap |
| | | | | | Avg over | StDev of dly | 400 mid cap | 400 mid cap | 400 mid 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 |____2013-1991_|____2013-1991_|____2013-1991_|____2013-1991_|____2013-1991_|____2013-1991_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
30.13% <-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 1244.61 ___ 1316.39 ___ 1216.78 ___ 1306.97 ___ 5.075 ___ 0.765 50 0.945 50 0.198 49 0.454 50 -0.017 50 -0.085 50 0.052 50 -0.079 50
2013.3 1163.34 ___ 1261.18 ___ 1163.34 ___ 1243.85 ___ 7.153 ___ 0.759 64 0.897 64 0.303 62 0.536 63 0.060 64 0.102 64 -0.071 64 0.010 64
2013.2 1153.67 ___ 1223.37 ___ 1101.03 ___ 1160.82 ___ 0.619 ___ 1.060 64 0.942 64 0.063 61 0.560 62 -0.082 64 -0.069 64 -0.054 63 -0.028 63
2013.1 1048.21 ___ 1154.66 ___ 1046.72 ___ 1153.68 ___ 14.871 ___ 0.918 58 0.953 58 -0.120 53 0.635 58 -0.219 57 -0.262 57 -0.136 55 -0.442 57
2012.4 989.110 ___ 1030.17 ___ 940.920 ___ 1004.33 ___ 1.548 ___ 0.823 61 0.921 61 0.196 58 0.586 60 0.116 60 0.176 60 0.162 61 -0.121 60
2012.3 941.640 ___ 1030.00 ___ 909.430 ___ 989.020 ___ 5.032 ___ 0.841 63 0.906 63 0.401 61 0.578 62 0.231 63 0.229 63 -0.037 63 0.107 63
2012.2 994.250 ___ 1006.14 ___ 882.010 ___ 941.640 ___ -5.296 ___ 1.279 63 0.962 63 0.144 60 0.642 59 0.024 63 0.003 63 0.097 62 -0.060 61
2012.1 879.710 ___ 1008.68 ___ 872.770 ___ 994.300 ___ 13.097 ___ 0.790 62 0.920 62 0.031 59 0.637 62 -0.179 62 -0.219 62 0.068 61 -0.041 62
2011.4 781.260 ___ 920.240 ___ 731.620 ___ 879.160 ___ 12.531 ___ 2.129 63 0.977 63 0.062 59 0.672 62 -0.114 63 -0.070 63 -0.046 62 -0.003 62
2011.3 978.640 ___ 1013.34 ___ 770.580 ___ 781.260 ___ -20.169 ___ 2.544 64 0.981 64 0.240 61 0.745 63 -0.086 64 -0.163 64 -0.009 64 -0.024 64
2011.2 989.050 ___ 1018.65 ___ 922.540 ___ 978.640 ___ -1.053 ___ 0.956 63 0.945 63 0.246 59 0.666 60 0.078 63 0.075 63 -0.156 61 -0.019 61
2011.1 907.250 ___ 989.620 ___ 900.840 ___ 989.050 ___ 9.016 ___ 0.963 62 0.910 62 0.154 57 0.656 60 -0.009 62 0.017 62 0.020 61 0.075 62
2010.4 802.100 ___ 916.180 ___ 791.000 ___ 907.250 ___ 13.109 ___ 0.833 64 0.938 64 0.227 59 0.637 62 -0.257 64 -0.198 64 -0.173 64 -0.113 63
2010.3 711.730 ___ 811.700 ___ 692.750 ___ 802.100 ___ 12.697 ___ 1.394 64 0.973 64 0.155 61 0.624 63 0.004 64 -0.013 64 0.007 64 0.243 64
2010.2 789.870 ___ 852.900 ___ 710.710 ___ 711.730 ___ -9.896 ___ 1.838 63 0.973 63 0.308 59 0.721 61 0.005 63 -0.008 63 -0.197 61 0.008 62
2010.1 726.670 ___ 800.730 ___ 681.910 ___ 789.900 ___ 8.701 ___ 0.987 61 0.953 61 0.176 58 0.607 61 0.064 61 0.053 61 -0.193 60 0.404 61
2009.4 690.950 ___ 743.150 ___ 651.790 ___ 726.670 ___ 5.159 ___ 1.281 64 0.957 64 0.152 59 0.648 63 -0.085 64 -0.075 64 0.158 64 0.034 63
2009.3 578.140 ___ 710.200 ___ 539.040 ___ 691.020 ___ 19.525 ___ 1.323 64 0.969 64 0.000 60 0.779 63 0.162 64 0.126 64 0.048 62 0.065 64
2009.2 489.000 ___ 604.260 ___ 476.410 ___ 578.140 ___ 18.229 ___ 2.192 63 0.965 63 0.032 59 0.668 61 -0.127 63 -0.078 63 0.083 61 -0.076 62
2009.1 538.280 ___ 563.870 ___ 397.970 ___ 489.000 ___ -9.155 ___ 2.978 61 0.978 61 0.114 57 0.593 61 -0.186 61 -0.139 61 0.081 59 0.010 61
2008.4 727.290 ___ 727.290 ___ 406.450 ___ 538.280 ___ -25.988 ___ 4.561 64 0.964 64 0.139 59 0.509 63 -0.035 64 -0.076 64 -0.063 64 -0.075 63
2008.3 818.990 ___ 828.090 ___ 694.100 ___ 727.290 ___ -11.197 ___ 2.140 64 0.967 64 -0.070 61 0.533 63 -0.294 64 -0.350 64 -0.177 64 -0.279 64
2008.2 779.510 ___ 897.370 ___ 779.470 ___ 818.990 ___ 5.065 ___ 1.136 64 0.938 64 0.140 61 0.573 63 -0.061 64 -0.012 64 0.090 63 0.074 64
2008.1 858.200 ___ 859.430 ___ 731.290 ___ 779.510 ___ -9.169 ___ 1.649 61 0.961 61 0.111 56 0.420 60 -0.078 61 -0.047 61 0.048 58 -0.060 60
2007.4 885.060 ___ 924.070 ___ 820.060 ___ 858.200 ___ -3.035 ___ 1.206 64 0.963 64 0.251 60 0.594 63 -0.122 64 -0.122 64 -0.012 64 0.075 63
2007.3 895.510 ___ 926.670 ___ 797.270 ___ 885.060 ___ -1.167 ___ 1.232 63 0.967 63 -0.017 60 0.572 62 -0.115 63 -0.090 63 -0.084 63 -0.250 63
2007.2 848.470 ___ 925.900 ___ 847.630 ___ 895.510 ___ 5.544 ___ 0.739 63 0.931 63 0.001 60 0.472 61 0.012 63 -0.036 63 -0.163 62 0.214 62
2007.1 804.370 ___ 870.890 ___ 796.640 ___ 848.470 ___ 5.483 ___ 0.817 61 0.935 61 0.414 57 0.564 61 0.091 60 0.079 60 -0.101 59 -0.059 61
2006.4 754.250 ___ 822.020 ___ 744.120 ___ 804.370 ___ 6.645 ___ 0.683 63 0.889 63 0.094 61 0.506 62 0.053 63 0.098 63 -0.084 63 0.029 62
2006.3 764.870 ___ 770.440 ___ 710.530 ___ 754.250 ___ -1.388 ___ 0.957 63 0.953 63 0.077 61 0.526 62 0.047 63 0.062 63 -0.058 63 0.059 63
2006.2 792.110 ___ 818.870 ___ 713.090 ___ 764.870 ___ -3.439 ___ 1.088 63 0.933 63 0.264 60 0.562 61 0.206 63 0.227 63 -0.104 61 -0.004 62
2006.1 738.050 ___ 795.500 ___ 732.570 ___ 792.110 ___ 7.325 ___ 0.700 62 0.881 62 0.115 59 0.359 62 -0.155 62 -0.151 62 -0.105 61 -0.119 62
2005.4 716.330 ___ 752.000 ___ 665.230 ___ 738.050 ___ 3.032 ___ 0.898 63 0.922 63 0.060 59 0.486 62 0.057 63 0.009 63 0.013 63 -0.154 62
2005.3 684.940 ___ 725.020 ___ 684.940 ___ 716.330 ___ 4.583 ___ 192.547 15 0.658 64 0.907 64 0.011 61 0.310 63 0.000 64 -0.039 64 0.173 64 0.101 64
2005.2 658.870 ___ 695.940 ___ 623.570 ___ 684.940 ___ 3.957 ___ 2167.70 63 0.817 64 0.938 64 0.079 60 0.315 63 -0.099 64 -0.123 64 -0.132 62 -0.062 64
2005.1 663.310 ___ 683.360 ___ 629.290 ___ 658.870 ___ -0.669 ___ 3195.30 42 0.783 61 0.907 61 0.219 57 0.323 59 0.115 61 0.109 61 -0.039 60 -0.028 60
2004.4 593.200 ___ 666.990 ___ 580.670 ___ 663.310 ___ 11.819 ___ 0.695 64 0.915 64 0.087 59 0.344 62 0.040 64 0.037 64 -0.095 64 0.056 63
2004.3 607.690 ___ 607.690 ___ 548.290 ___ 593.200 ___ -2.384 ___ 0.898 64 0.922 64 -0.023 61 0.336 63 -0.139 64 -0.107 64 0.077 64 0.024 64
2004.2 603.560 ___ 616.940 ___ 557.370 ___ 607.690 ___ 0.684 ___ 0.912 62 0.921 62 0.317 58 0.403 60 0.148 62 0.055 62 -0.025 60 -0.059 61
2004.1 576.010 ___ 618.460 ___ 574.600 ___ 603.560 ___ 4.783 ___ 0.837 62 0.894 62 0.278 59 0.397 62 0.133 62 0.060 62 0.117 60 -0.153 62
2003.4 510.420 ___ 581.920 ___ 510.420 ___ 576.010 ___ 12.850 ___ 0.859 64 0.909 64 0.203 59 0.522 63 0.023 64 -0.044 64 0.025 64 0.001 63
2003.3 480.210 ___ 532.040 ___ 473.900 ___ 510.420 ___ 6.291 ___ 0.909 64 0.902 64 0.364 61 0.410 63 -0.024 64 0.012 64 0.089 64 0.078 64
2003.2 409.470 ___ 495.120 ___ 407.810 ___ 480.210 ___ 17.276 ___ 0.995 63 0.923 63 0.004 61 0.492 61 0.010 63 -0.050 63 -0.174 63 -0.204 62
2003.1 429.790 ___ 448.020 ___ 381.820 ___ 409.470 ___ -4.728 ___ 1.318 61 0.956 61 -0.143 56 0.513 61 -0.133 61 -0.096 61 0.142 58 -0.015 61
2002.4 407.380 ___ 457.220 ___ 370.830 ___ 429.790 ___ 5.501 ___ 1.760 64 0.964 64 0.403 60 0.485 63 -0.196 64 -0.222 64 -0.168 64 -0.111 63
2002.3 489.500 ___ 489.880 ___ 384.930 ___ 407.380 ___ -16.776 ___ 2.095 64 0.960 64 -0.037 62 0.455 63 0.039 64 0.057 64 -0.091 64 0.027 64
2002.2 541.100 ___ 554.010 ___ 469.310 ___ 489.500 ___ -9.536 ___ 1.140 64 0.911 64 0.036 61 0.358 60 -0.018 64 -0.067 64 -0.297 63 -0.161 62
2002.1 508.310 ___ 543.870 ___ 484.750 ___ 541.100 ___ 6.451 ___ 1.099 59 0.927 59 0.358 54 0.475 59 -0.045 59 -0.009 59 0.115 56 -0.035 59
2001.4 432.030 ___ 514.510 ___ 420.030 ___ 508.310 ___ 17.656 ___ 1.233 64 0.921 64 0.222 59 0.473 63 0.075 64 0.058 64 -0.223 64 -0.088 63
2001.3 519.120 ___ 519.180 ___ 397.540 ___ 432.030 ___ -16.776 ___ 1.373 59 0.920 59 0.286 57 0.499 58 0.256 58 0.239 58 -0.203 59 0.239 59
2001.2 459.920 ___ 547.510 ___ 432.380 ___ 519.120 ___ 12.872 ___ 1.533 63 0.935 63 0.165 60 0.615 61 0.060 63 0.042 63 -0.063 62 0.081 62
2001.1 516.740 ___ 533.820 ___ 433.440 ___ 459.920 ___ -10.996 ___ 1.565 62 0.889 62 0.011 57 0.261 62 -0.012 62 -0.089 62 -0.005 60 -0.172 62
2000.4 538.810 ___ 540.650 ___ 471.170 ___ 516.740 ___ -4.096 ___ 1.894 63 0.877 63 0.187 61 0.524 62 0.098 63 0.046 63 -0.128 63 -0.092 62
2000.3 481.770 ___ 549.630 ___ 480.180 ___ 538.810 ___ 11.840 ___ 1.053 61 0.806 61 0.199 59 0.467 61 -0.044 60 0.028 61 -0.063 61 0.348 61
2000.2 499.690 ___ 506.900 ___ 425.650 ___ 481.770 ___ -3.586 ___ 2.007 62 0.814 62 -0.183 59 0.428 60 -0.104 62 -0.060 62 0.014 60 -0.166 61
2000.1 444.670 ___ 505.630 ___ 415.980 ___ 499.690 ___ 12.373 ___ 1.791 63 0.782 63 -0.030 59 0.444 62 0.035 63 0.202 63 -0.123 62 -0.167 62
1999.4 380.590 ___ 445.100 ___ 366.050 ___ 444.670 ___ 16.837 ___ 1.062 64 0.745 64 0.338 59 0.370 61 0.132 64 0.225 64 -0.166 64 0.165 63
1999.3 416.700 ___ 428.650 ___ 375.630 ___ 380.590 ___ -8.666 ___ 0.990 64 0.824 64 -0.008 61 0.496 63 -0.154 64 -0.084 64 0.059 64 -0.158 64
1999.2 366.100 ___ 419.240 ___ 361.180 ___ 416.700 ___ 13.821 ___ 0.932 63 0.738 63 -0.115 59 0.090 61 -0.026 63 0.031 63 -0.079 61 -0.015 62
1999.1 392.310 ___ 398.540 ___ 352.350 ___ 366.100 ___ -6.681 ___ 1.048 61 0.851 61 0.040 58 0.350 61 -0.226 61 -0.137 61 -0.061 60 -0.125 60
1998.4 307.030 ___ 392.310 ___ 268.660 ___ 392.310 ___ 27.776 ___ 1.494 64 0.794 64 0.317 60 0.483 62 0.129 64 0.150 64 -0.189 64 0.023 63
1998.3 360.080 ___ 375.840 ___ 277.560 ___ 307.030 ___ -14.733 ___ 1.788 64 0.925 64 0.204 61 0.588 63 0.025 64 -0.037 64 0.290 64 0.086 64
1998.2 369.000 ___ 381.310 ___ 344.920 ___ 360.080 ___ -2.417 ___ 0.868 63 0.853 63 0.094 60 0.554 61 0.234 63 0.104 63 -0.267 62 0.010 62
1998.1 333.370 ___ 371.440 ___ 307.170 ___ 369.000 ___ 10.688 ___ 0.853 61 0.881 61 0.203 58 0.516 61 0.135 61 0.193 61 -0.120 59 0.150 61
1997.4 331.660 ___ 340.400 ___ 299.280 ___ 333.370 ___ 0.516 ___ 1.288 64 0.932 64 0.252 59 0.583 63 0.037 64 0.085 64 -0.306 64 0.008 63
1997.3 286.650 ___ 334.340 ___ 286.650 ___ 331.660 ___ 15.702 ___ 0.653 64 0.843 64 0.098 61 0.566 63 0.174 64 0.179 64 -0.324 64 0.131 64
1997.2 250.840 ___ 291.510 ___ 247.270 ___ 286.650 ___ 14.276 ___ 0.759 64 0.830 64 -0.081 62 0.208 63 0.184 64 0.085 64 -0.029 64 0.023 63
1997.1 255.580 ___ 269.790 ___ 250.840 ___ 250.840 ___ -1.855 ___ 0.735 61 0.811 61 -0.033 57 0.393 60 0.230 61 0.406 61 -0.002 58 -0.047 61
1996.4 241.930 ___ 259.290 ___ 240.490 ___ 255.580 ___ 5.642 ___ 0.566 64 0.751 64 0.103 60 0.440 63 0.185 64 0.263 64 -0.162 64 -0.169 63
1996.3 236.000 ___ 243.510 ___ 210.180 ___ 241.930 ___ 2.513 ___ 0.888 64 0.883 64 0.205 62 0.502 63 0.227 64 0.215 64 0.080 64 0.007 64
1996.2 230.300 ___ 243.410 ___ 224.220 ___ 236.000 ___ 2.475 ___ 0.654 63 0.755 63 0.144 60 0.358 61 0.085 63 0.164 63 -0.152 62 0.073 62
1996.1 217.840 ___ 233.100 ___ 206.340 ___ 230.300 ___ 5.720 ___ 0.787 63 0.804 63 -0.270 58 0.328 63 -0.001 63 0.005 63 0.080 61 -0.152 63
1995.4 215.700 ___ 220.730 ___ 203.910 ___ 217.840 ___ 0.992 ___ 0.810 63 0.727 63 0.051 61 0.266 62 0.109 63 0.019 63 -0.143 63 -0.059 62
1995.3 197.370 ___ 218.770 ___ 197.000 ___ 215.700 ___ 9.287 ___ 0.636 63 0.784 63 0.282 62 0.262 62 0.172 63 0.141 63 0.273 63 0.088 63
1995.2 182.370 ___ 200.170 ___ 180.860 ___ 197.370 ___ 8.225 ___ 0.491 63 0.796 63 0.018 60 0.561 61 0.235 63 0.216 63 0.054 61 0.219 62
1995.1 169.440 ___ 183.640 ___ 167.930 ___ 182.370 ___ 7.631 ___ 0.505 63 0.764 63 0.128 60 0.458 63 0.105 63 0.146 63 -0.162 62 0.122 63
1994.4 174.850 ___ 176.990 ___ 161.550 ___ 169.440 ___ -3.094 ___ 0.672 63 0.881 63 0.284 59 0.417 62 0.344 63 0.295 63 0.085 63 0.120 62
1994.3 164.610 ___ 178.910 ___ 164.540 ___ 174.850 ___ 6.221 ___ 0.513 64 0.810 64 0.114 62 0.548 63 0.194 64 0.181 64 -0.070 64 0.004 64
1994.2 167.860 ___ 175.200 ___ 161.860 ___ 164.610 ___ -4.140 ___ 0.903 62 0.847 62 0.013 58 0.366 60 0.065 62 -0.002 62 -0.208 60 -0.166 61
1994.1 178.130 ___ 184.950 ___ 168.610 ___ 171.720 ___ -4.270 ___ 0.674 63 0.829 63 0.083 60 0.356 62 0.304 63 0.286 63 0.192 62 0.118 63
1993.4 175.370 ___ 179.440 ___ 168.710 ___ 179.380 ___ 2.153 ___ 0.623 64 0.713 64 0.212 59 0.243 62 0.256 64 0.195 64 0.033 64 -0.141 63
1993.3 168.160 ___ 176.050 ___ 164.030 ___ 175.600 ___ 4.518 ___ 0.476 64 0.603 64 -0.028 62 0.215 63 0.252 64 0.208 64 -0.182 64 0.111 64
1993.2 164.650 ___ 168.490 ___ 156.390 ___ 168.010 ___ 1.818 ___ 0.648 63 0.813 63 0.267 58 0.230 61 0.257 63 0.276 63 -0.016 61 0.088 62
1993.1 159.960 ___ 166.780 ___ 155.020 ___ 165.010 ___ 2.772 ___ 0.723 62 0.777 62 0.118 60 0.353 62 0.278 62 0.281 62 -0.083 61 -0.106 62
1992.4 144.190 ___ 160.580 ___ 137.410 ___ 160.560 ___ 11.130 ___ 0.527 64 0.702 64 0.146 60 0.336 63 0.080 64 -0.009 64 -0.118 64 -0.103 63
1992.3 140.020 ___ 148.060 ___ 139.550 ___ 144.480 ___ 3.303 ___ 0.606 64 0.865 64 0.146 62 0.438 63 0.247 64 0.224 64 -0.167 64 -0.025 64
1992.2 144.000 ___ 146.420 ___ 135.120 ___ 139.860 ___ -3.618 ___ 0.870 63 0.783 63 0.235 60 0.307 61 0.193 63 0.180 63 0.015 62 -0.025 62
1992.1 145.040 ___ 155.290 ___ 144.300 ___ 145.110 ___ -1.010 ___ 0.760 63 0.786 63 0.348 58 0.210 63 0.119 63 0.161 63 -0.133 60 -0.102 63
1991.4 131.520 ___ 146.590 ___ 127.490 ___ 146.590 ___ 11.645 ___ 0.914 64 0.878 64 0.190 60 0.395 63 0.373 64 0.347 64 0.113 64 0.203 63
1991.3 130.180 ___ 132.270 ___ 127.080 ___ 131.300 ___ 0.544 26 0.833 26 -0.121 24 0.585 25 0.134 26 0.165 26 0.089 26 -0.131 26
