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This projects searches to find the significance each day of the week has regarding the S&P 500 Stock Market index. Market prices, returns, and relationships will be analyzed and visualized to better understand the general dynamics of the overall Market. Identical Analysis can be conducted for similar purposes on any Market or sector index, Individual stocks, and all kinds of time series data.
S&P500 Historical data
Time Series Data
nasdaq.com
|
Date |
Price |
row |
Returns |
|---|---|---|---|
|
11/27/2012 |
1,398.94 |
2,546 |
|
|
11/28/2012 |
1,409.93 |
2,545 |
0.0078559481 |
|
11/29/2012 |
1,415.95 |
2,544 |
0.0042697155 |
|
11/30/2012 |
1,416.18 |
2,543 |
0.0001624351 |
|
12/03/2012 |
1,409.46 |
2,542 |
-0.0047451595 |
|
12/04/2012 |
1,407.05 |
2,541 |
-0.0017098747 |
|
Date |
Day_of_Week |
pReturns |
|---|---|---|
|
11/27/2012 |
Tuesday |
|
|
11/28/2012 |
Wednesday |
0.786% |
|
11/29/2012 |
Thursday |
0.427% |
|
11/30/2012 |
Friday |
0.016% |
|
12/03/2012 |
Monday |
-0.475% |
|
12/04/2012 |
Tuesday |
-0.171% |
|
Day_of_Week |
Returns |
|---|---|
|
Monday |
-0.0002% |
|
Tuesday |
0.0916% |
|
Wednesday |
0.0736% |
|
Thursday |
0.0220% |
|
Friday |
0.0477% |
Df | Sum Sq | Mean Sq | F value | Pr(>F) |
|---|---|---|---|---|
4 | 0.0002794671 | 0.00006986678 | 0.5796609 | 0.6774032 |
2,540 | 0.3061473181 | 0.00012053044 |
|
|
## `geom_smooth()` using formula = 'y ~ x'
Regression Stats
## P - Value: 2.905025e-12## R Squared: 0.1014994## `geom_smooth()` using formula = 'y ~ x'
Regression Stats
## P - Value: 0.0002524101## R Squared: 0.02897716## `geom_smooth()` using formula = 'y ~ x'
Regression Stats
## P - Value: 0.9745717## R Squared: 2.230548e-06## `geom_smooth()` using formula = 'y ~ x'
Regression Stats
## P - Value: 8.266532e-05## R Squared: 0.03344818## `geom_smooth()` using formula = 'y ~ x'
Regression Stats
## P - Value: 0.05460372## R Squared: 0.008094981