The Major Indices: A back-to-back comparison

June 9, 2011 Tags: FTSE 100, Indices, spx
Category: IQMS No Comments

Today I’m posting an up date on the popular major indices as a sum, minus Japan’s nikkei 225 (Quake factor), to gauge a comparison, position and speeds of transition along with the limits of monthly movements. True to my word less words more numbers. As normal press pics to examine.

Even weighted Index of components Based in October 2001 at 100 points: Global SAI

Total of all evenly weighted components, FTSE 100, CAC 40, DAX 30, ASX 200, DJI and SPX, currently trading at 126.54 Monthly – 3.94%.

Standard Deviation (SD) support 108.27 / Quartile 1 (Q1) 118.35 // Linear Regression Average (LRA) 128.43 / Q3 138.52 / SD Resistance 148.60

Component comparison chart

June 2011 +/- Percentage movement / Beta (speed compared to Index, 1.10 = 110% or 10% more movement) / SD of percentage gains + or -

FTSE 100 -3.38% / 1.14 / 4.28% CAC 40 -4.75% / 1.14 / 5.37% DAX 30 -3.88% / 1.35 / 6.49% (note oddity) / ASX 200 -3.52% / 0.71 / 3.73% DJI -4.06% / 0.92 / 4.34% and SPX -4.83% / 0.97 / 4.53% (Refer to previous analysis blog posts)

And finally a graphical view of speeds (Beta) Note DAX 30