約5ヶ月間のNYダウと日経平均株価の時系列データをもとに、NYダウの結果によって、日経平均はどういった動きになりやすいかの検証。
| パターン | 総回数 | 日経平均が 陽線だった回数 |
陽線率 |
|---|---|---|---|
| NYダウがプラスでかえってきた場合 | 45回 | 17回 | 38％ |
| NYダウがマイナスでかえってきた場合 | 58 | 25回 | 43％ |
サンプルが少ないので参考までにお願いします。
| ＮＹダウ | 翌営業日の日経平均株価 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 日付 | 初値 | 終値 | 前日比 | 初値① | 高値② | 安値③ | 終値④ | 前日比 | ②-① | ④-① |
| 6/2 | 11,261 | 11,248 | -12 | 15,719 | 15,785 | 15,623 | 15,668 | -121 | 66 | -51 |
| 6/1 | 11,169 | 11,260 | 92 | 15,600 | 15,789 | 15,267 | 15,789 | 286 | 189 | 189 |
| 5/31 | 11,091 | 11,168 | 74 | 15,603 | 15,655 | 15,418 | 15,504 | 36 | 52 | -100 |
| 5/30 | 11,277 | 11,094 | -184 | 15,661 | 15,661 | 15,443 | 15,467 | -392 | 0 | -194 |
| 15,921 | 15,938 | 15,815 | 15,859 | -56 | 17 | -61 | ||||
| 5/26 | 11,212 | 11,279 | 68 | 16,112 | 16,112 | 15,885 | 15,916 | -55 | 0 | -196 |
| 5/25 | 11,115 | 11,211 | 94 | 15,828 | 15,971 | 15,819 | 15,971 | 277 | 143 | 143 |
| 5/24 | 11,100 | 11,117 | 19 | 15,809 | 15,849 | 15,645 | 15,694 | -213 | 40 | -116 |
| 5/23 | 11,126 | 11,098 | -27 | 15,677 | 15,907 | 15,509 | 15,907 | 308 | 231 | 231 |
| 5/22 | 11,093 | 11,125 | -19 | 15,722 | 15,776 | 15,583 | 15,599 | -259 | 54 | -123 |
| 5/19 | 11,124 | 11,144 | 16 | 16,255 | 16,269 | 15,837 | 15,858 | -298 | 14 | -397 |
| 5/18 | 11,206 | 11,128 | -77 | 16,041 | 16,166 | 15,926 | 16,155 | 68 | 125 | 114 |
| 5/17 | 11,410 | 11,206 | -214 | 16,089 | 16,139 | 15,914 | 16,087 | -220 | 50 | -2 |
| 5/16 | 11,428 | 11,420 | -9 | 16,259 | 16,319 | 16,034 | 16,308 | 149 | 60 | 49 |
| 5/15 | 11,380 | 11,429 | 48 | 16,509 | 16,596 | 16,117 | 16,158 | -328 | 88 | -350 |
| 5/12 | 11,500 | 11,381 | -120 | 16,396 | 16,487 | 16,317 | 16,487 | -115 | 91 | 91 |
| 5/11 | 11,639 | 11,501 | -142 | 16,656 | 16,656 | 16,422 | 16,602 | -260 | 0 | -54 |
| 5/10 | 11,630 | 11,643 | 3 | 16,887 | 17,087 | 16,841 | 16,862 | -90 | 200 | -25 |
| 5/9 | 11,585 | 11,640 | 55 | 17,161 | 17,253 | 16,883 | 16,952 | -239 | 92 | -210 |
| 5/8 | 11,576 | 11,585 | 7 | 17,254 | 17,295 | 17,179 | 17,191 | -101 | 41 | -63 |
| 5/5 | 11,441 | 11,578 | 139 | 17,334 | 17,375 | 17,249 | 17,292 | 138 | 41 | -43 |
| 5/4 | 11,402 | 11,439 | 39 | |||||||
| 5/3 | 11,415 | 11,400 | -16 | |||||||
| 5/2 | 11,373 | 11,416 | 73 | |||||||
| 5/1 | 11,368 | 11,343 | -24 | 16,920 | 17,189 | 16,900 | 17,154 | 228 | 268 | 234 |
| 4/28 | 11,358 | 11,367 | -15 | 16,930 | 16,965 | 16,869 | 16,926 | 19 | 36 | -4 |
| 4/27 | 11,350 | 11,383 | 28 | 17,039 | 17,044 | 16,751 | 16,906 | -208 | 4 | -133 |
| 4/26 | 11,283 | 11,354 | 71 | 17,119 | 17,176 | 17,095 | 17,115 | 59 | 57 | -4 |
| 4/25 | 11,337 | 11,283 | -53 | 16,993 | 17,108 | 16,945 | 17,056 | 86 | 115 | 63 |
| 4/24 | 11,347 | 11,336 | -11 | 16,929 | 17,000 | 16,787 | 16,970 | 56 | 71 | 41 |
| 4/21 | 11,343 | 11,347 | 5 | 17,246 | 17,246 | 16,892 | 16,914 | -490 | 0 | -331 |
| 4/20 | 11,279 | 11,343 | 64 | 17,332 | 17,480 | 17,258 | 17,404 | 86 | 147 | 72 |
| 4/19 | 11,265 | 11,279 | 10 | 17,392 | 17,413 | 17,284 | 17,318 | -33 | 21 | -74 |
| 4/18 | 11,075 | 11,269 | 195 | 17,406 | 17,459 | 17,350 | 17,350 | 117 | 53 | -56 |
| 4/17 | 11,137 | 11,074 | -64 | 16,972 | 17,268 | 16,945 | 17,233 | 233 | 296 | 261 |
| 17,234 | 17,234 | 17,000 | 17,000 | -233 | 0 | -233 | ||||
| 4/13 | 11,130 | 11,138 | 8 | 17,319 | 17,319 | 17,149 | 17,234 | 35 | 0 | -86 |
| 4/12 | 11,089 | 11,130 | 40 | 17,232 | 17,303 | 17,069 | 17,199 | 37 | 71 | -33 |
| 4/11 | 11,141 | 11,090 | -52 | 17,297 | 17,325 | 17,162 | 17,163 | -256 | 28 | -135 |
| 4/10 | 11,120 | 11,141 | 21 | 17,461 | 17,489 | 17,295 | 17,418 | -38 | 28 | -43 |
| 4/7 | 11,228 | 11,120 | -96 | 17,455 | 17,490 | 17,385 | 17,457 | -107 | 35 | 2 |
| 4/6 | 11,233 | 11,217 | -23 | 17,499 | 17,563 | 17,419 | 17,563 | 74 | 64 | 64 |
| 4/5 | 11,203 | 11,240 | 36 | 17,366 | 17,489 | 17,347 | 17,489 | 245 | 124 | 124 |
| 4/4 | 11,143 | 11,204 | 59 | 17,340 | 17,465 | 17,187 | 17,244 | -49 | 124 | -96 |
| 4/3 | 11,113 | 11,145 | 36 | 17,296 | 17,410 | 17,266 | 17,293 | -40 | 115 | -3 |
| 3/31 | 11,151 | 11,109 | -41 | 17,128 | 17,387 | 17,106 | 17,333 | 274 | 259 | 206 |
| 3/30 | 11,195 | 11,151 | -65 | 17,089 | 17,095 | 16,996 | 17,060 | 14 | 6 | -29 |
| 3/29 | 11,155 | 11,216 | 61 | 17,011 | 17,126 | 16,974 | 17,045 | 107 | 115 | 34 |
| 3/28 | 11,250 | 11,155 | -96 | 16,670 | 16,976 | 16,614 | 16,938 | 248 | 306 | 268 |
| 3/27 | 11,280 | 11,250 | -30 | 16,550 | 16,690 | 16,464 | 16,690 | 40 | 140 | 140 |
| 3/24 | 11,271 | 11,280 | 10 | 16,600 | 16,711 | 16,600 | 16,650 | 89 | 111 | 50 |
| 3/23 | 11,317 | 11,270 | -47 | 16,502 | 16,613 | 16,462 | 16,561 | 72 | 111 | 59 |
| 3/22 | 11,235 | 11,317 | 82 | 16,605 | 16,661 | 16,464 | 16,489 | -6 | 56 | -116 |
| 3/21 | 11,276 | 11,235 | -39 | 16,579 | 16,583 | 16,477 | 16,495 | -129 | 5 | -83 |
| 3/20 | 11,279 | 11,275 | -5 | |||||||
| 3/17 | 11,295 | 11,280 | 26 | 16,299 | 16,667 | 16,299 | 16,625 | 285 | 368 | 325 |
| 3/16 | 11,211 | 11,253 | 43 | 16,173 | 16,340 | 16,106 | 16,340 | 244 | 167 | 167 |
| 3/15 | 11,150 | 11,210 | 58 | 16,355 | 16,356 | 16,033 | 16,096 | -223 | 2 | -259 |
| 3/14 | 11,076 | 11,151 | 75 | 16,343 | 16,368 | 16,292 | 16,319 | 81 | 25 | -23 |
| 3/13 | 11,068 | 11,076 | 0 | 16,401 | 16,410 | 16,238 | 16,238 | -123 | 9 | -163 |
| 3/10 | 10,973 | 11,076 | 104 | 16,265 | 16,379 | 16,242 | 16,362 | 246 | 115 | 97 |
| 3/9 | 11,006 | 10,972 | -33 | 16,007 | 16,265 | 15,982 | 16,116 | 79 | 257 | 108 |
| 3/8 | 10,977 | 11,006 | 25 | 15,645 | 16,050 | 15,645 | 16,037 | 409 | 404 | 392 |
| 3/7 | 10,957 | 10,981 | 22 | 15,658 | 15,721 | 15,553 | 15,627 | -99 | 63 | -30 |
| 3/6 | 11,022 | 10,959 | -63 | 15,865 | 15,865 | 15,678 | 15,726 | -175 | 0 | -139 |
| 3/3 | 11,024 | 11,022 | -4 | 15,669 | 15,901 | 15,610 | 15,901 | 238 | 233 | 233 |
| 3/2 | 11,053 | 11,026 | -28 | 15,835 | 15,897 | 15,659 | 15,663 | -246 | 62 | -172 |
| 3/1 | 10,993 | 11,054 | 60 | 16,069 | 16,106 | 15,880 | 15,910 | -55 | 38 | -159 |
| 2/28 | 11,097 | 10,993 | -104 | 16,027 | 16,053 | 15,911 | 15,964 | -241 | 26 | -62 |
| 2/27 | 11,063 | 11,098 | 36 | 16,219 | 16,230 | 15,953 | 16,205 | 12 | 11 | -13 |
| 2/24 | 11,068 | 11,062 | -7 | 16,156 | 16,290 | 16,123 | 16,193 | 91 | 134 | 37 |
| 2/23 | 11,134 | 11,069 | -68 | 16,035 | 16,118 | 15,947 | 16,102 | 6 | 83 | 67 |
| 2/22 | 11,087 | 11,137 | 68 | 15,909 | 16,096 | 15,893 | 16,096 | 314 | 187 | 187 |
| 2/21 | 11,115 | 11,069 | -46 | 15,883 | 15,923 | 15,680 | 15,782 | -113 | 40 | -101 |
| 15,603 | 15,895 | 15,574 | 15,895 | 457 | 292 | 292 | ||||
| 2/17 | 11,120 | 11,115 | -5 | 15,621 | 15,662 | 15,390 | 15,438 | -276 | 41 | -183 |
| 2/16 | 11,059 | 11,121 | 62 | 16,079 | 16,130 | 15,703 | 15,713 | -330 | 51 | -365 |
| 2/15 | 11,026 | 11,059 | 31 | 15,901 | 16,109 | 15,842 | 16,044 | 111 | 208 | 142 |
| 2/14 | 10,891 | 11,028 | 136 | 16,303 | 16,313 | 15,933 | 15,933 | -252 | 10 | -370 |
| 2/13 | 10,915 | 10,892 | -27 | 15,845 | 16,185 | 15,692 | 16,185 | 307 | 340 | 340 |
| 2/10 | 10,884 | 10,919 | 36 | 16,192 | 16,192 | 15,878 | 15,878 | -380 | 0 | -314 |
| 2/9 | 10,859 | 10,883 | 25 | 16,526 | 16,526 | 16,091 | 16,258 | -182 | 0 | -268 |
| 2/8 | 10,742 | 10,859 | 109 | 16,445 | 16,540 | 16,351 | 16,440 | 167 | 96 | -5 |
| 2/7 | 10,796 | 10,750 | -49 | 16,610 | 16,683 | 16,273 | 16,273 | -448 | 73 | -337 |
| 2/6 | 10,793 | 10,798 | 5 | 16,768 | 16,769 | 16,681 | 16,721 | -27 | 1 | -47 |
| 2/3 | 10,850 | 10,794 | -58 | 16,736 | 16,777 | 16,578 | 16,748 | 88 | 41 | 12 |
| 2/2 | 10,950 | 10,852 | -102 | 16,596 | 16,665 | 16,568 | 16,660 | -51 | 69 | 63 |
| 2/1 | 10,862 | 10,954 | 89 | 16,633 | 16,736 | 16,612 | 16,711 | 230 | 104 | 78 |
| 1/31 | 10,900 | 10,865 | -35 | 16,595 | 16,672 | 16,480 | 16,480 | -170 | 77 | -115 |
| 1/30 | 10,913 | 10,900 | -7 | 16,604 | 16,719 | 16,561 | 16,650 | 99 | 115 | 46 |
| 1/27 | 10,815 | 10,907 | 98 | 16,616 | 16,755 | 16,539 | 16,551 | 91 | 139 | -65 |
| 1/26 | 10,768 | 10,809 | 100 | 16,080 | 16,461 | 16,080 | 16,461 | 570 | 381 | 381 |
| 1/25 | 10,713 | 10,710 | -2 | 15,784 | 15,891 | 15,765 | 15,891 | 240 | 107 | 107 |
| 1/24 | 10,690 | 10,712 | 23 | 15,726 | 15,850 | 15,651 | 15,651 | 2 | 124 | -75 |
| 1/23 | 10,669 | 10,689 | 21 | 15,471 | 15,685 | 15,470 | 15,649 | 288 | 214 | 178 |
| 1/20 | 10,881 | 10,667 | -213 | 15,498 | 15,565 | 15,313 | 15,361 | -336 | 67 | -137 |
| 1/19 | 10,855 | 10,881 | 26 | 15,847 | 15,875 | 15,598 | 15,697 | 0 | 28 | -150 |
| 1/18 | 10,890 | 10,855 | -41 | 15,397 | 15,741 | 15,397 | 15,696 | 355 | 344 | 300 |
| 1/17 | 10,958 | 10,896 | -64 | 15,726 | 15,726 | 15,060 | 15,341 | -465 | 0 | -384 |
| 16,152 | 16,324 | 15,806 | 15,806 | -462 | 172 | -346 | ||||
| 1/13 | 10,961 | 10,960 | -2 | 16,360 | 16,388 | 16,222 | 16,268 | -187 | 28 | -92 |
| 1/12 | 11,043 | 10,962 | -81 | 16,454 | 16,490 | 16,383 | 16,455 | 10 | 36 | 1 |
| 1/11 | 11,012 | 11,043 | 32 | 16,427 | 16,473 | 16,310 | 16,445 | 82 | 46 | 19 |
| 1/10 | 11,010 | 11,012 | 0 | 16,165 | 16,364 | 16,005 | 16,364 | 239 | 199 | 199 |
| 1/9 | 10,959 | 11,012 | 53 | 16,487 | 16,487 | 16,124 | 16,124 | -304 | 0 | -363 |
| 1/6 | 10,875 | 10,959 | 77 | |||||||
| 1/5 | 10,880 | 10,882 | 2 | 16,408 | 16,480 | 16,320 | 16,428 | 3 | 71 | 20 |
| 1/4 | 10,844 | 10,880 | 33 | 16,441 | 16,475 | 16,369 | 16,425 | 64 | 33 | -16 |
| 1/3 | 10,718 | 10,847 | 16,295 | 16,362 | 16,251 | 16,362 | 67 | 67 | ||
