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AIQuant Statistics (2):失业率到底滞后股市多久?

(2009-01-20 07:39:08) 下一个
AIQuant 把Dow 的过去60年的数据和失业率作了一个统计. 平均下来, Dow的Low领先失业率峰值大约8~9个月(这里把2009年这次危机的Low设在了2008.11,失业率的High设在了2009.12, 这一数据仅供参考,对比). 另外,Last All Time High, and relative high-to-low 也列了出来. 愿这组数据对大家有点帮助.

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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