{"id":4163,"date":"2012-10-15T16:26:53","date_gmt":"2012-10-15T07:26:53","guid":{"rendered":"http:\/\/www.retar.jp\/?p=4163"},"modified":"2012-10-15T16:51:48","modified_gmt":"2012-10-15T07:51:48","slug":"sp500%e3%81%a8topix%e3%81%af%e6%9c%aa%e3%81%a0%e3%81%ab%e9%ab%98%e3%81%84%e7%9b%b8%e9%96%a2%e9%96%a2%e4%bf%82%e3%80%8219891229%e3%81%ae%e3%82%88%e3%81%86%e3%81%ab%e3%81%aa%e3%82%89%e3%81%aa","status":"publish","type":"post","link":"https:\/\/www.retar.jp\/?p=4163","title":{"rendered":"S&P500\u3068TOPIX\u306f\u672a\u3060\u306b\u9ad8\u3044\u76f8\u95a2\u95a2\u4fc2\u30021989\/12\/29\u306e\u3088\u3046\u306b\u306a\u3089\u306a\u3044\u3068\u3044\u3044\u3067\u3059\u304c\u30fb\u30fb\u30fb\/We compare S&P500 and TOPIX and find high covariance value. It is not good in becoming like 1989\/12\/29. \/\u4f9d\u7136S&P500\u548cTOPIX\u76f8\u5173\u7740\u3002\u5982\u679c\u4e0e1989\u5e7412\u670829\u65e5\u4e00\u6837\u4e8b\u4e0d\u53d1\u751f\u5c31\u53ef\u4ee5\u4e86,\u4e0d\u8fc7\u3002"},"content":{"rendered":"

S&P500\u3068TOPIX\u306f\u672a\u3060\u306b\u9ad8\u3044\u76f8\u95a2\u95a2\u4fc2\u30021989\/12\/29\u306e\u3088\u3046\u306b\u306a\u3089\u306a\u3044\u3068\u3044\u3044\u3067\u3059\u304c\u30fb\u30fb\u30fb<\/span><\/h4>\n

We compare S&P500 and TOPIX and find high covariance value. It is not good in becoming like 1989\/12\/29.<\/span><\/h4>\n

\u4f9d\u7136S&P500\u548cTOPIX\u76f8\u5173\u7740\u3002\u5982\u679c\u4e0e1989\u5e7412\u670829\u65e5\u4e00\u6837\u4e8b\u4e0d\u53d1\u751f\u5c31\u53ef\u4ee5\u4e86,\u4e0d\u8fc7\u3002<\/span><\/h4>\n

 <\/p>\n

\u672c\u65e5\u3082\u3001S&P500\u3068TOPIX\u306e\u7d42\u5024\u3092\u5143\u306b\u691c\u8a3c\u3057\u307e\u3059\u3002<\/p>\n

Today, we also analyze S&P500 and TOPIX based on close price.<\/span><\/p>\n

 <\/p>\n

TOPIX\u306e\u623b\u308a\u9ad8\u5024\uff081991\/04\/01\uff09\u3068S&P500\u306e\u9ad8\u5024\uff082007\/10\/8\uff09\u57fa\u70b9\u306e\u30d1\u30fc\u30bb\u30f3\u30c6\u30fc\u30b8\u30d9\u30fc\u30b9\u306e\u30c1\u30e3\u30fc\u30c8\u3067\u3059\u3002<\/p>\n

241\u9031(2012\/05\/22)\u6642\u70b9\u3067\u306f\u5171\u5206\u6563\u5024\u306f0.65\u3067\u3057\u305f\u3002<\/p>\n

\u4eca\u9031\u306f262\u9031\u306e\u5171\u5206\u6563\u5024\u306f0.63\u3067\u3059\u3002<\/p>\n

\u308f\u305a\u304b\u306a\u304c\u3089\u4f4e\u4e0b\u3057\u3066\u3044\u307e\u3059\u304c\u3001\u672a\u3060\u306a\u304a\u6b63\u306e\u76f8\u95a2\u95a2\u4fc2\u3092\u7dad\u6301\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n

This is the percentage based chart and the base point are TOPIX highest (04\/01\/1991) and S&P500 high (10\/08\/2007).<\/span><\/p>\n

In 241 weeks (05\/22\/2012), the covariance value was 0.65point.<\/span><\/p>\n

In last week (262weeks), the covariance value was 0.63point.<\/span><\/p>\n

The relation becomes little weaker; but the value still keeps correlation.<\/span><\/p>\n

\"CHART\"<\/a><\/p>\n

 <\/p>\n

\u5171\u5206\u6563\u5024\/The covariance value<\/p>\n\n\n\n\n\n\n\n\n\n\n
-1 \u2013 0.7<\/td>\n\u5f37\u3044\u8ca0\u306e\u76f8\u95a2\/Very strong negative correlation<\/td>\n<\/tr>\n
-0.7 \u2013 -0.4<\/td>\n\u304b\u306a\u308a\u306e\u8ca0\u306e\u76f8\u95a2\/Strong negative correlation<\/td>\n<\/tr>\n
-0.4 \u2013 -0.2<\/td>\n\u3084\u3084\u76f8\u95a2\u3042\u308a\/ some negative correlation<\/td>\n<\/tr>\n
-0.2 \u2013 0<\/td>\n\u307b\u3068\u3093\u3069\u76f8\u95a2\u306a\u3057\/No correlation<\/td>\n<\/tr>\n
0 \u2013 0.2<\/td>\n\u307b\u3068\u3093\u3069\u76f8\u95a2\u306a\u3057\/No correlation<\/td>\n<\/tr>\n
0.2 \u2013 0.4<\/td>\n\u3084\u3084\u76f8\u95a2\u3042\u308a\/ Some correlation<\/td>\n<\/tr>\n
0.4 \u2013 0.7<\/td>\n\u304b\u306a\u308a\u306e\u6b63\u306e\u76f8\u95a2\/Correlation<\/td>\n<\/tr>\n
0.7 \u2013 1<\/td>\n\u5f37\u3044\u6b63\u306e\u76f8\u95a2\/ Strong correlation<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/p>\n

\u4eca\u5f8c\u306e\u3053\u3068\u3092\u8003\u3048\u3066\u3044\u304f\u3068\u3001\u3053\u306e\u307e\u307e\u3001S&P500\u3068TOPIX\u304c\u6b63\u306e\u76f8\u95a2\u95a2\u4fc2\u3092\u7dad\u6301\u3059\u308b\u306e\u3067\u3042\u308c\u3070\u3001\u4eca\u5f8c\u9ad8\u5024\u570f\u306e\u6642\u9593\u5e2f\u3068\u306a\u308b\u306f\u305a\u3067\u3059\u3002<\/p>\n

TOPIX\u306f1996\/06\/24(274\u9031)\u306e\u9031\u306b\u9ad8\u5024\u3068\u306a\u308a\u30012000\/01\/03\u306e\u9031\u307e\u3067\uff08183\u9031\u9593\uff09\u9ad8\u5024\u3092\u629c\u3051\u307e\u305b\u3093\u3067\u3057\u305f\u3002<\/p>\n

S&P500\u306b\u5f53\u3066\u306f\u3081\u308b\u30682012\/12\/31(274\u9031)\u306e\u9031\u3068\u306a\u308a\u307e\u3059\u3002<\/p>\n

\u5e74\u672b\u9ad8\u5024\u3067\u601d\u3044\u51fa\u3055\u308c\u308b\u306e\u306f\u65e5\u7d4c\u5e73\u5747\u30021989\/12\/29\u306e\u3088\u3046\u306b\u306a\u3089\u306a\u3044\u3068\u3044\u3044\u3067\u3059\u304c\u30fb\u30fb\u30fb<\/p>\n

In future, if the S&P500 and TOPIX keep correlation, S&P500 will become the high price zone.<\/span><\/p>\n

TOPIX becomes the high price at 06\/24\/1996 week (274weeks) and it can not cut at 01\/03\/2000 (183weeks).<\/span><\/p>\n

Appling S&P500 to 274weeks, it is 12\/31\/2012 week.<\/span><\/p>\n

We can remember Nikkei Average for an end-of-the-year high price.<\/span><\/p>\n

It is not good in becoming like 1989\/12\/29.<\/span><\/p>\n

\"TOPIX\"<\/a><\/p>\n

 <\/p>\n

\u76f8\u5834\u5206\u6790\u306e\u30ea\u30af\u30a8\u30b9\u30c8\u304c\u3042\u308a\u307e\u3057\u305f\u3089\u201cContact Us<\/a>\u201d\u304b\u3089\u304a\u77e5\u3089\u305b\u304f\u3060\u3055\u3044\u3002\u3054\u8981\u671b\u306b\u304a\u5fdc\u3048\u3067\u304d\u308b\u3088\u3046\u306b\u52aa\u529b\u3044\u305f\u3057\u307e\u3059\u3002<\/p>\n

\u3053\u306e\u30d6\u30ed\u30b0\u306f\u3042\u304f\u307e\u3067\u3082\u500b\u4eba\u7684\u306a\u898b\u89e3\u3067\u3042\u308a\u3001\u6295\u8cc7\u5224\u65ad\u306f\u5404\u81ea\u3067\u304a\u9858\u3044\u81f4\u3057\u307e\u3059\u3002\u5f53\u30d6\u30ed\u30b0\u306f\u4e00\u5207\u306e\u6295\u8cc7\u640d\u76ca\u306b\u5bfe\u3059\u308b\u8cac\u4efb\u3092\u8ca0\u3044\u307e\u305b\u3093\u3002<\/p>\n

\u30db\u30fc\u30e0\u30da\u30fc\u30b8\u306b\u6765\u3066\u4e0b\u3055\u3063\u3066\u3042\u308a\u304c\u3068\u3046\u3054\u3056\u3044\u307e\u3059\u3002\u660e\u65e5\u3082\u3088\u308d\u3057\u304f\u304a\u9858\u3044\u3044\u305f\u3057\u307e\u3059\u3002<\/p>\n

If you have some request to analyze, please write to \u201c<\/span>Contact Us<\/span><\/a>\u201d.<\/span><\/p>\n

We do best effort for your request.<\/span><\/p>\n

These are only personal opinions on this blog, and you need the investment judgment in each one. This blog doesn\u2019t assume the responsibility to all the investment profit and loss.<\/span><\/p>\n

Thank for watching our contents. My best regards next day.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"

S&P500\u3068TOPIX\u306f\u672a\u3060\u306b\u9ad8\u3044\u76f8\u95a2\u95a2\u4fc2\u30021989\/12\/29\u306e\u3088\u3046\u306b\u306a\u3089\u306a\u3044\u3068\u3044\u3044\u3067\u3059\u304c\u30fb\u30fb\u30fb We compare S&P500 and TOPIX and find high covarianc […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[32,9,3],"tags":[],"class_list":["post-4163","post","type-post","status-publish","format-standard","hentry","category-sp500","category-topix","category-report"],"_links":{"self":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/4163","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=4163"}],"version-history":[{"count":3,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/4163\/revisions"}],"predecessor-version":[{"id":4166,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/4163\/revisions\/4166"}],"wp:attachment":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=4163"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=4163"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=4163"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}