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Historical Market Contractions and Daily Index Data
Stock & Market Data
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About
Analysing the market turbulence of the COVID-19 pandemic requires a deep dive into the historical precedents set by previous financial catastrophes. By examining daily index data from the S&P 500 and the Dow Jones Industrial Average (DOW), researchers can compare the 2020 crash with the volatility experienced in 1929, 1987, and 2008. This collection facilitates an in-depth exploration of market recovery, contraction depth, and the statistical similarities between different eras of economic instability.
Columns
- date: The calendar date for the specific market observation, ranging from the onset of the 1929 crash through the mid-1932 period.
- value: The numerical index value or price of the market indicator (such as the DOW) recorded on the given date.
Distribution
The information is provided in a structured CSV format, specifically exemplified by the
DOW_1929.csv file, which has a size of 17.58 kB. This specific file contains 846 valid records across two columns. The data exhibits high integrity with a 100% validity rate and no mismatched or missing entries recorded for the historical period. Updates for modern market data are expected on a weekly basis.Usage
This resource is ideal for financial analysts seeking to benchmark current market performance against historical downturns. It is well-suited for building time-series forecasting models that account for extreme volatility and "black swan" events. Additionally, academic researchers can use the daily indices to perform longitudinal studies on the duration and velocity of various global market crashes.
Coverage
The geographic scope is focused on the United States financial markets. Temporally, the data spans four distinct periods of significant volatility: the Great Depression era (specifically 1929–1932), the 1987 crash, the 2008 financial crisis, and the 2020 pandemic-induced downturn. The records provide a high-resolution view of daily index movements during these specific windows of economic history.
License
CC0: Public Domain
Who Can Use It
Investment strategists can leverage these records to develop risk mitigation plans based on past market behaviour during crises. Data scientists may utilise the daily values to train anomaly detection algorithms for financial systems. Furthermore, economic historians and students can explore the data to visualise the impact of global events on equity markets across different centuries.
Dataset Name Suggestions
- Comparative History of Global Market Crashes
- Financial Crisis Index: 1929, 1987, 2008, and 2020
- S&P 500 and DOW Volatility Archive
- Historical Market Contractions and Daily Index Data
- The Crash Repository: Great Depression to COVID-19
Attributes
Original Data Source: Historical Market Contractions and Daily Index Data
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