Massachusetts Investor Sentiment Index [MISI]
| # Days | Min | Mean | Max |
| 30 | -38.6153 | 1.3961 | 36.9547 |
| # Pos(95%) | Mean Pos(95%) | # Neg(95%) | Mean Neg(95%) |
| 11 | 21.2884 | 6 | -24.9085 |
| |
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 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 |
| Oct 15, 2007 | -17.9024 | 0.004 | 251 |
| Oct 12, 2007 | 23.0357 | 0.000 | 251 |
| Oct 11, 2007 | -31.1556 | 0.000 | 251 |
| Oct 10, 2007 | -15.9838 | 0.011 | 250 |
| Oct 9, 2007 | 7.1884 | 0.257 | 250 |
| Oct 8, 2007 | -7.8637 | 0.215 | 250 |
| Oct 5, 2007 | 33.3650 | 0.000 | 250 |
| Oct 4, 2007 | 1.6438 | 0.796 | 250 |
| Oct 3, 2007 | -5.5612 | 0.381 | 250 |
| Oct 2, 2007 | 15.0549 | 0.017 | 250 |
| Oct 1, 2007 | 19.8077 | 0.002 | 250 |
| Sep 28, 2007 | -5.7851 | 0.362 | 250 |
| Sep 27, 2007 | 2.7300 | 0.669 | 248 |
| Sep 26, 2007 | 4.5460 | 0.476 | 248 |
MISI graph | Back
