S&P 500 from 11/26/2010 to 11/24/2020

아래 차트는 미국증시 (S&P 500) 입니다. 

From 11/26/2010 to 11/24/2020

아래차트는 전년대비 증시 (S&P 500) 변화율 (percentage change from previous year) 입니다. 평균 16 입니다. 현재 평균선을 넘었습니다. 이것은 높으면 상방보다 하방 압력이 점점 심해집니다.

아래차트는 미증시의 퍼포먼스를 보여줍니다. 

아래차트는 평균퍼포먼스인데 4월 달과 11월달이 제일좋고 9월달이 제일 안좋았습니다. 아마 올초 3월달에 폭락했다가 4월에 급상승하고 10월에 폭락하고 11월에 회복해서 그런것 같습니다.

일수로 보면 대체로 월초에 좋은성적을 보이고 월말에는 안좋은 모습을 보이고 있습니다.

SAS Codes

DATA SP500;
 set Import (drop=my_ts);
 

 
 Year=input(substr(Var1,1,4),4.);
 Month=input(substr(Var1,6,2),2.);
 Day=input(substr(Var1,9,2),2.);
 
 Date=input(Var1,yymmdd10.);
  format Date  yymmdd10.;
  
  pctchng = dif( SP500) / lag( SP500 ) * 100;
      label pctchng = "Percent Change";
      
  pctchng_month = ( ( SP500 / lag( SP500 ) ) ** 30 - 1 ) * 100;
      label pctchng_annual = "Monthly Percent Change, At Annual Rates";
      
  pctchng_yr = dif365( SP500 ) / lag365( SP500 ) * 100;
      label pctchng_yr = "Percent Change from One Year Ago";
run;

proc contents data=stocks.sp500;run;

proc timeseries data=WORK.SP500 plots=(series histogram cycles corr);
	var SP500 / transform=none dif=0;
	
run;

proc timeseries data=WORK.SP500 plots=(series histogram cycles corr);
	var pctchng_yr / transform=none dif=0;
run;


proc sgplot data=WORK.SP500;
title height=12pt "S&P 500 As of 11-24-2020";
	vbar Year / response=pctchng fillattrs=(color=CXcad5e5) datalabel;
	yaxis grid;
run;

proc sgplot data=WORK.SP500;
	vbar Month / response=pctchng fillattrs=(color=CXcad5e5) datalabel stat=mean;
	yaxis grid;
run;

proc sgplot data=WORK.SP500;
	vbar Day / response=pctchng fillattrs=(color=CXcad5e5) datalabel stat=mean;
	yaxis grid;
run;

DATA SP500;
 set Import (drop=my_ts);
 

 
 Year=input(substr(Var1,1,4),4.);
 Month=input(substr(Var1,6,2),2.);
 Day=input(substr(Var1,9,2),2.);
 
 Date=input(Var1,yymmdd10.);
  format Date  yymmdd10.;
  
  pctchng = dif( SP500) / lag( SP500 ) * 100;
      label pctchng = "Percent Change";
      
  pctchng_month = ( ( SP500 / lag( SP500 ) ) ** 30 - 1 ) * 100;
      label pctchng_annual = "Monthly Percent Change, At Annual Rates";
      
  pctchng_yr = dif365( SP500 ) / lag365( SP500 ) * 100;
      label pctchng_yr = "Percent Change from One Year Ago";
run;

proc contents data=stocks.sp500;run;

proc timeseries data=WORK.SP500 plots=(series histogram cycles corr);
	var SP500 / transform=none dif=0;
	
run;

proc timeseries data=WORK.SP500 plots=(series histogram cycles corr);
	var pctchng_yr / transform=none dif=0;
run;


proc sgplot data=WORK.SP500;
title height=12pt "S&P 500 As of 11-24-2020";
	vbar Year / response=pctchng fillattrs=(color=CXcad5e5) datalabel;
	yaxis grid;
run;

proc sgplot data=WORK.SP500;
	vbar Month / response=pctchng fillattrs=(color=CXcad5e5) datalabel stat=mean;
	yaxis grid;
run;

proc sgplot data=WORK.SP500;
	vbar Day / response=pctchng fillattrs=(color=CXcad5e5) datalabel stat=mean;
	yaxis grid;
run;

DATA SP500;
 set Import (drop=my_ts);
 

 
 Year=input(substr(Var1,1,4),4.);
 Month=input(substr(Var1,6,2),2.);
 Day=input(substr(Var1,9,2),2.);
 
 Date=input(Var1,yymmdd10.);
  format Date  yymmdd10.;
  
  pctchng = dif( SP500) / lag( SP500 ) * 100;
      label pctchng = "Percent Change";
      
  pctchng_month = ( ( SP500 / lag( SP500 ) ) ** 30 - 1 ) * 100;
      label pctchng_annual = "Monthly Percent Change, At Annual Rates";
      
  pctchng_yr = dif365( SP500 ) / lag365( SP500 ) * 100;
      label pctchng_yr = "Percent Change from One Year Ago";
run;

proc contents data=stocks.sp500;run;

proc timeseries data=WORK.SP500 plots=(series histogram cycles corr);
	var SP500 / transform=none dif=0;
	
run;

proc timeseries data=WORK.SP500 plots=(series histogram cycles corr);
	var pctchng_yr / transform=none dif=0;
run;


proc sgplot data=WORK.SP500;
title height=12pt "S&P 500 As of 11-24-2020";
	vbar Year / response=pctchng fillattrs=(color=CXcad5e5) datalabel;
	yaxis grid;
run;

proc sgplot data=WORK.SP500;
	vbar Month / response=pctchng fillattrs=(color=CXcad5e5) datalabel stat=mean;
	yaxis grid;
run;

proc sgplot data=WORK.SP500;
	vbar Day / response=pctchng fillattrs=(color=CXcad5e5) datalabel stat=mean;
	yaxis grid;
run;

DATA SP500;

set Import (drop=my_ts);

Year=input(substr(Var1,1,4),4.);

Month=input(substr(Var1,6,2),2.);

Day=input(substr(Var1,9,2),2.);

Date=input(Var1,yymmdd10.);

format Date yymmdd10.;

pctchng = dif( SP500) / lag( SP500 ) * 100;

label pctchng = "Percent Change";

pctchng_month = ( ( SP500 / lag( SP500 ) ) ** 30 - 1 ) * 100;

label pctchng_annual = "Monthly Percent Change, At Annual Rates";

pctchng_yr = dif365( SP500 ) / lag365( SP500 ) * 100;

label pctchng_yr = "Percent Change from One Year Ago";

run;

proc contents data=stocks.sp500;run;

proc timeseries data=WORK.SP500 plots=(series histogram cycles corr);

var SP500 / transform=none dif=0;

run;

proc timeseries data=WORK.SP500 plots=(series histogram cycles corr);

var pctchng_yr / transform=none dif=0;

run;

proc sgplot data=WORK.SP500;

title height=12pt "S&P 500 As of 11-24-2020";

vbar Year / response=pctchng fillattrs=(color=CXcad5e5) datalabel;

yaxis grid;

run;

proc sgplot data=WORK.SP500;

vbar Month / response=pctchng fillattrs=(color=CXcad5e5) datalabel stat=mean;

yaxis grid;

run;

proc sgplot data=WORK.SP500;

vbar Day / response=pctchng fillattrs=(color=CXcad5e5) datalabel stat=mean;

yaxis grid;

run;