上证综指与深证成指——excel数据分析

以上证综指(1991-2009)与深证成指(1994-2009)年末行情数据为对象,计算百分比收益率和对数收益率,相关系数,做出了简单的统计分析图。 (数据资料来自《万灵数据库》,其他计算为本人自己编制,仅供参考!)

上证综合指数 日期 2009-12-31 2008-12-31 2007-12-31 2006-12-31 2005-12-31 2004-12-31 2003-12-31 2002-12-31 2001-12-31 2000-12-31 1999-12-31 1998-12-31 1997-12-31 1996-12-31 1995-12-31 1994-12-31 1993-12-31 1992-12-31 1991-12-31 收盘点位 3,277.1390 1,820.8050 5,261.5630 2,675.4741 1,161.0570 1,266.4960 1,497.0439 1,357.6541 1,645.9700 2,073.4700 1,366.5800 1,146.7000 1,194.1000 917.0100 555.2900 647.8700 833.8000 780.3900 292.7500 百分比收益率 79.98% -65.39% 96.66% 130.43% -8.33% -15.40% 10.27% -17.52% -20.62% 51.73% 19.18% -3.97% 30.22% 65.14% -14.29% -22.30% 6.84% 166.57% 对数收益率 25.52% -46.09% 29.37% 36.25% -3.78% -7.26% 4.24% -8.36% -10.03% 18.11% 7.62% -1.76% 11.47% 21.79% -6.70% -10.96% 2.88% 42.58%

指数值 250.00%

20,000.0000 15,000.0000 10,000.0000 5,000.0000 0.0000 2009 2006 2003 2000 1997 1994 上证综指 深证成指

200.00% 150.00% 100.00% 50.00% 0.00% -50.00% -100.00%

上证综合指数 百分比收益率法 平均 0.271781459 平均 对数收益率法 0.058277664

2009-12-31

2008-12-31

2007-12-31

2006-12-31

2005-12-31

2004-12-31

2003-12-312002-12-31

2001-12-31

2000-12-31

1999-12-31

1998-12-31

1997-12-31

1996-12-31

1995-12-31

1994-12-31

1993-12-31

1992-12-31

1991-12-313,277.13901,820.80505,261.56302,675.47411,161.05701,266.49601,497.04391,357.65411,645.97002,073.47001,366.58001,146.70001,194.1000917.0100555.2900647.8700833.8000780.3900292.750079.98%-65.39%96.66%130.43%-8.33%-15.40%10.27%-17.52%-20.62%51.73%19.18%-3.97%30.22%65.14%-14.29%-22.30%6.84%166.57%

25.52%-46.09%29.37%36.25%-3.78%-7.26%4.24%-8.36%

-10.03%18.11%7.62%-1.76%11.47%21.79%-6.70%-10.96%2.88%42.58%

上证综合指数

百分比收益率法

平均0.271781459平均对数收益率法0.058277664

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