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Massachusetts Investor Sentiment Index [MISI]

# DaysMinMeanMax
5-7.66175.431031.3385
# Pos(95%)Mean Pos(95%)# Neg(95%)Mean Neg(95%)
131.33850.
 
College of Management The statistics refer to the last # Days on which the MISI could be calculated (trading days). The Min, Max and Mean are the minimum, maximum and average value of MISI computed over that sample. The # Pos(95%) and # Neg(95%) are the number of trading days during which the MISI was significantly positive or negative, respectively, judged at the 95% level of significance. The Mean Pos(95%) and Mean Neg(95%) are the average values of MISI calculated over the significantly positive and significantly negative values, respectively.

The table below shows the MISI values for the last # Days. The P-value is the tail probability for the hypothesis test that the MISI = 0. The number of firms entering that day's calculations is given as # Firms.

Quote date MISI P-value # Firms
Dec 7, 2007 -7.6617 0.229 248
Dec 6, 2007 31.3385 0.000 248
Dec 5, 2007 8.6180 0.176 248
Dec 4, 2007 -6.2294 0.329 248
Nov 30, 2007 1.0898 0.864 248

 

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