Without taking into account S&P's "adjusted closing" prices -- instead
looking at literal day over day closings -- the following are the ten
largest single-day declines:
Date Open Close $ Chg % Chg
19-Oct-87 282.69 225.06 -57.88 -20.47%
26-Oct-87 248.2 227.67 -20.55 -8.28%
27-Oct-97 940.86 876.98 -64.66 -6.87%
31-Aug-98 1027.55 957.28 -69.86 -6.80%
8-Jan-88 261.05 243.42 -17.67 -6.77%
14-Apr-00 1436.47 1356.56 -83.95 -5.84%
17-Sep-01 1042.44 1038.77 -53.77 -5.16%
16-Oct-87 298.08 282.94 -15.14 -5.08%
11-Sep-86 247.06 235.18 -11.88 -4.81%
14-Apr-88 271.57 259.75 -11.83 -4.36%
Note in this chart that the $ and % changes are based on the previous
day's closing prices (giving a 24-hour decline), NOT on the "Open"
amount listed. What I have provided here uses the method that news
outlets routinely utilize to show percentage change.
To generate this, I went to Yahoo Finance's S&P 500 historical index,
chose dates from 13 August 1984 to today, then downloaded that
information to Excel, added columns to calculate the day-over-day
changes, and then sorted by percentage declines.
Please let me know if you have any questions.
--Joey
Searching strategy: S&P 500 index historical prices |
Request for Answer Clarification by
jpkbalboa-ga
on
14 Aug 2004 08:36 PDT
Joey , This was exacty what I asked for and wanted. How far back does
the Yahoo data go? Would it be possible to go back 50 or 60 years?
What I'm interested in is knowing the top to bottom of a sustained
decline (e.g. if there was a drop that went for three days before a
rebound) what is the magnitude of the sustained drop in percentage and
real terms).Could you give me this information for as far back as
possible. I realize that this is a new request and that I need to pay
for it. I'm new to Google Anwers - do I have to repost this question
again or can I just ask you directly?
|
Clarification of Answer by
joey-ga
on
14 Aug 2004 14:59 PDT
The Yahoo data only goes back to 20 October 1982, and I've had trouble
finding data any older than that elsewhere, at least for free (there's
a dearth of sites with free historical quotes to begin with).
I can crunch the data you're looking for back to October of 1982 if
you'd like, letting you know the dates of the, say, 10 largest
consecutive-day declines, and the amount/percentage each day within
each range. How would you like me to handle it when there's, say, a
week of a significant decline, but in which one day of that week
showed an improvement bounce? Would you like me to look for ranges in
which there are NO positive bounces only? Or should I look for
declines in which there are no more than, say, ONE day with a positive
bounce in the middle?
This is a more involved request, but I would be happy to work toward
it for you. I would price this at $15-$20 depending on the
complication (if you're looking for only consecutive-day declines, go
for the lower range, but if you want a more complicated crunching, go
to the upper range). You can handle it with a tip at the end if you
don't want to post another question.
Let me know if you'd like to proceed with the data back to 1982, and
let me know what your preference is for the handling of ranges, and
I'll hop right on it.
--Joey
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Request for Answer Clarification by
jpkbalboa-ga
on
14 Aug 2004 16:15 PDT
Hi Joey,
I'd like the more complicated answer going back to '82: that is,
maximum percentage decline for one or more days (please show number of
days) before there is a bounce back (i.e. range of days with no
positive bounce back). If possible, it would be great if you could
email me the Excel worksheet as well as putting the table on the web
but I don't know if this is ok with Google rules. My email address
is: jpkbalboa at Hotmail.etc.
I hope the above is clear - I'm leaving on a trip tomorrow (Sunday)
morning but will have my laptop with me and will be checking mail
periodically. As for price, how would $25.00 be? How do I pay you?
Thanks for your help.
|
Clarification of Answer by
joey-ga
on
14 Aug 2004 17:41 PDT
Hi there.
I've crunched the data back to October of 1982. I'm listing below the
10 greatest cumulative multi-day percentage declines in the S&P 500
since then. A "cumulative multi-day percentage decline" is defined as
a decline over multiple consecutive days without any days of a
positive bounce. The dates listed below are the last dates of decline
before a day of an increase.
Below the first table are some others that may interest you.
To add to the value I would receive from this question, when you click
to accept the answer, close the question, and rate me, choose the
option to provide me a tip. You can add extra value there.
Before you do so, however, please let me know if you have any
questions. I hope this all works out for you!
--Joey
Greatest Multi-Day Decreases by Percentage
==========================================
Date Close Chg $ Chg % Days CumDec% CumDec$
19-Oct-87 225.06 -57.88 -20.47% 4 -30.85% -89.46
31-Aug-98 957.28 -69.86 -6.80% 4 -12.92% -135.57
23-Jul-02 797.7 -22.15 -2.70% 4 -12.55% -108.34
21-Sep-01 965.8 -18.74 -1.92% 5 -12.43% -126.74
26-Oct-87 227.67 -20.55 -8.28% 3 -12.22% -30.72
14-Apr-00 1356.56 -83.95 -5.84% 5 -10.93% -159.79
20-Sep-01 984.54 -31.56 -3.16% 4 -10.51% -108
16-Oct-87 282.94 -15.14 -5.08% 3 -10.38% -31.58
27-Oct-97 876.98 -64.66 -6.87% 4 -10.08% -95.3
22-Jul-02 819.85 -27.91 -3.30% 3 -9.85% -86.19
Greatest Multi-Day Decreases by Dollar
======================================
Date Close Chg $ Chg % Days CumDec% CumDec$
14-Apr-00 1356.56 -83.95 -5.84% 5 -10.93% -159.79
31-Aug-98 957.28 -69.86 -6.80% 4 -12.92% -135.57
21-Sep-01 965.8 -18.74 -1.92% 5 -12.43% -126.74
23-Jul-02 797.7 -22.15 -2.70% 4 -12.55% -108.34
20-Sep-01 984.54 -31.56 -3.16% 4 -10.51% -108
12-Oct-00 1329.78 -34.81 -2.54% 5 -7.63% -106.5
27-Oct-97 876.98 -64.66 -6.87% 4 -10.08% -95.3
23-May-00 1373.86 -26.86 -1.92% 5 -6.46% -92.18
19-Oct-87 225.06 -57.88 -20.47% 4 -30.85% -89.46
15-Oct-99 1247.41 -36.01 -2.81% 5 -6.81% -88.61
Greatest Number of Consecutive Decreasing Days (sorted secondarily by date)
===========================================================================
Date Close Chg $ Chg % Days CumDec% CumDec$
19-Jun-96 661.96 -0.1 -0.02% 8 -1.70% -11.35
10-Sep-91 384.56 -4.01 -1.03% 8 -3.08% -12.08
18-Jun-96 662.06 -3.1 -0.47% 7 -1.68% -11.25
9-Sep-91 388.57 -0.53 -0.14% 7 -2.05% -8.07
25-Feb-85 179.23 -0.14 -0.08% 7 -2.28% -4.12
24-May-84 151.24 -1.91 -1.26% 7 -4.39% -6.76
29-Apr-02 1065.18 -10.88 -1.01% 6 -5.45% -59.99
27-Sep-00 1426.57 -0.64 -0.04% 6 -2.30% -33.33
2-Mar-99 1225.5 -10.66 -0.86% 6 -3.72% -46.64
17-Jun-96 665.16 -0.69 -0.10% 6 -1.22% -8.15
23-Sep-94 459.67 -1.6 -0.35% 6 -3.22% -15.14
30-Mar-94 445.55 -6.93 -1.53% 6 -5.05% -23.25
26-Apr-93 433.54 -3.49 -0.80% 6 -3.48% -15.4
16-Dec-92 431.52 -1.05 -0.24% 6 -1.26% -5.47
6-Sep-91 389.1 -0.04 -0.01% 6 -1.91% -7.54
10-Jun-91 378.57 -0.86 -0.23% 6 -2.92% -11.26
9-Jan-91 311.49 -3.41 -1.08% 6 -5.80% -18.73
24-Apr-90 330.36 -0.69 -0.21% 6 -4.24% -14.38
15-Jun-89 320.08 -3.75 -1.16% 6 -2.11% -6.87
12-Sep-86 230.68 -4.5 -1.91% 6 -9.41% -23.15
17-Sep-85 181.36 -1.52 -0.83% 6 -3.72% -6.89
22-Feb-85 179.37 -0.81 -0.45% 6 -2.20% -3.98
23-May-84 153.15 -0.74 -0.48% 6 -3.13% -4.85
5-Apr-84 155.04 -2.5 -1.61% 6 -3.10% -4.85
23-Feb-84 154.29 -0.03 -0.02% 6 -1.50% -2.32
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