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AIQuant Statistics (2):失業率到底滯後股市多久?

(2009-01-20 07:39:08) 下一個
AIQuant 把Dow 的過去60年的數據和失業率作了一個統計. 平均下來, Dow的Low領先失業率峰值大約8~9個月(這裏把2009年這次危機的Low設在了2008.11,失業率的High設在了2009.12, 這一數據僅供參考,對比). 另外,Last All Time High, and relative high-to-low 也列了出來. 願這組數據對大家有點幫助.

Charley

year
Lowest DJI Date
DJI
Highest UER
Highest UER Date
Month Diff to Low DJI
Last All Time High
Last High
Date
Low to High Loss
Month Diff Low to High

1949 6/13/1949 161.6 7.9 10/31/1949 5 193.16 6/15/1948 -16.34% 12
1954 9/14/1953 255.49 6.1 9/30/1954 12 293.79 1/5/1953 -13.04% 9
1958 10/22/1957 419.79 7.5 7/31/1958 9 521.05 4/6/1956 -19.43% 18
1961 10/25/1960 566.05 7.1 5/30/1961 7 685.47 1/5/1960 -17.42% 10
1970 5/26/1970 631.16 6.1 12/31/1971 7 968.85 5/14/1969 -34.85% 12
1975 12/6/1974 577.6 9.0 5/31/1975 6 1051.7 1/11/1973 -45.08% 26
1982 8/12/1982 776.92 10.8 10/31/1982 3 1024.05 4/27/1981 -24.13% 16
1992 10/11/1990 2365.1 7.8 6/30/1992 15 2999.75 7/18/1990 -21.16% 3
2003 10/9/2002 7286.27 6.3 6/30/2003 9 11722.98 1/14/2000 -37.85% 34
2009 11/20/2008 7552.29 10.0 12/31/2009 13 14164.53 10/9/2007 -46.68% 13
Average 8.6 15.3

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