历史统计:回调幅度及周期

来源: tmp001 2017-03-25 17:42:38 [] [博客] [旧帖] [给我悄悄话] 本文已被阅读: 次 (33146 bytes)

看sp500 5%幅度的回调(时间-幅度),自2005年以来,每年都有

2005-01-03   1202 -   14 -3.3                                                   
2005-03-07   1225 -   31 -7.4                                                   
2005-08-03   1245 -   50 -5.6                                                   
2006-05-09   1325 -   24 -7.9                                                   
2007-02-20   1459 -    9 -5.9                                                   
2007-07-19   1553 -   19 -9.7                                                   
2007-10-09   1565 -   33-10.3                                                   
2007-12-10   1515 -   28-14.3                                                   
2008-02-01   1395 -   25 -9.0                                                   
2008-05-19   1426 -   39-15.8                                                   
2008-08-11   1305 -   26-11.7                                                   
2008-09-19   1255 -    6-12.1                                                   
2008-09-30   1166 -    8-25.3                                                   
2008-10-13   1003 -    2 -9.6                                                   
2008-10-20  985.0 -    5-14.6                                                   
2008-11-04   1005 -    6-16.0                                                   
2008-11-13  911.0 -    5-18.6                                                   
2008-11-28  896.0 -    1 -8.9                                                   
2008-12-16  913.0 -    5 -5.6                                                   
2009-01-06  934.0 -    9-14.6                                                   
2009-01-28  874.0 -    2 -5.7                                                   
2009-02-09  869.0 -   19-24.4                                                   
2009-03-26  832.0 -    2 -5.5                                                   
2009-05-08  929.0 -    5 -5.1                                                   
2009-06-12  946.0 -   17 -7.2                                                   
2009-10-19   1097 -    9 -5.6                                                   
2010-01-19   1150 -   14 -8.4                                                   
2010-04-23   1217 -   10 -9.0                                                   
2010-05-12   1171 -   17-10.6                                                   
2010-06-18   1117 -   10 -8.8                                                   
2010-08-09   1127 -   13 -7.3                                                   
2011-02-18   1343 -   17 -6.6                                                   
2011-04-29   1363 -   32 -7.3                                                   
2011-07-07   1353 -   22-18.5                                                   
2011-08-15   1204 -    4 -6.8                                                   
2011-08-31   1218 -    6 -5.3                                                   
2011-09-16   1216 -   11 -9.9                                                   
2011-10-28   1285 -   19-10.1                                                   
2012-04-02   1419 -   42-10.3                                                   
2012-09-14   1465 -   42 -7.8                                                   
2013-05-21   1669 -   23 -5.8                                                   
2014-01-15   1848 -   12 -5.9                                                   
2014-09-18   2011 -   19 -7.6                                                   
2014-12-05   2075 -    7 -5.1                                                   
2015-07-20   2128 -   26-12.9                                                   
2015-09-16   1995 -    8 -5.8                                                   
2015-11-03   2109 -   68-13.8                                                   
2016-06-08   2119 -   13 -5.7  

看sp500 10%幅度的回调(时间-幅度),自2005年以来,2006,2013,2014,2016没有

2005-01-03   1202 -   74 -5.4                                                   
2007-10-09   1565 -  104-19.7                                                   
2008-05-19   1426 -  101-43.7                                                   
2008-10-13   1003 -   10-15.8                                                   
2008-11-04   1005 -   12-27.7                                                   
2009-01-06  934.0 -   42-31.0                                                   
2010-04-23   1217 -   49-16.7                                                   
2011-04-29   1363 -  108-19.9                                                   
2011-10-28   1285 -   19-10.1                                                   
2012-04-02   1419 -   42-10.3                                                   
2015-07-20   2128 -   26-12.9                                                   
2015-11-03   2109 -   68-13.8 

所有跟帖: 

最近两次大跌第一次是油价崩溃,再一次是应该退欧,这回顶多3% -leon_北美- 给 leon_北美 发送悄悄话 leon_北美 的博客首页 (0 bytes) () 03/25/2017 postreply 17:47:15

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