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Massachusetts Investor Sentiment Index [MISI]

# DaysMinMeanMax
20-38.6153-0.890236.9547
# Pos(95%)Mean Pos(95%)# Neg(95%)Mean Neg(95%)
720.41554-29.9216
 
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
Nov 12, 2007 -6.9869 0.272 249
Nov 9, 2007 -1.6519 0.795 249
Nov 8, 2007 7.3495 0.248 249
Nov 7, 2007 -35.2772 0.000 248
Nov 6, 2007 15.1175 0.017 248
Nov 5, 2007 -11.5236 0.070 248
Nov 2, 2007 -0.8759 0.891 248
Nov 1, 2007 -38.6153 0.000 249
Oct 31, 2007 19.5796 0.002 250
Oct 30, 2007 -12.2726 0.053 250
Oct 29, 2007 20.1060 0.001 250
Oct 26, 2007 13.2553 0.036 250
Oct 25, 2007 -8.1799 0.196 251
Oct 24, 2007 -20.1601 0.001 251
Oct 23, 2007 24.0356 0.000 251
Oct 22, 2007 36.9547 0.000 252
Oct 19, 2007 -25.6339 0.000 252
Oct 18, 2007 0.4322 0.946 252
Oct 17, 2007 13.8598 0.028 251
Oct 16, 2007 -7.3169 0.248 251

 

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