S&P 500 Download Free Data & Analytics
S&P 500
United States
6,870.40
(+0%)
Momentum
100%
Trend
100%
Bubble Risk
LOW
Volatility
13.83%
Statistical Distribution of Returns
Click for a quick guide to Distribution, Filters & Stats.
Filters
| Factor | Criteria | Value | And (for Between) | Action |
|---|
Return Statistics
| Statistic | Unfiltered | Filtered |
|---|
Understanding the Statistical Distribution
The histogram shows the frequency of returns for the selected timeframe (1-Day, 1-Week, 1-Month, etc.). Values are expressed in % buckets after applying the corresponding scaling.
- Unfiltered = all observations within the date range.
- Filtered = observations that meet the criteria you add in the Filters panel (e.g., RSI > 60, Bubble Risk = LOW, etc.).
Annualization & Scaling
Means and standard deviations are annualized by the selected timeframe: 252 (daily), 52 (weekly), 12 (monthly), 6 (bi-monthly), 4 (quarterly). Histogram buckets display returns × 100.
Interacting with Filters
- Choose a factor (Momentum, Trend, Bubble Risk, RSI, VIX).
- Select a criterion (greater / equal / smaller / between).
- Set the value(s) and the chart & stats recalc instantly.
Use the date inputs to constrain the analysis window. “Clear” resets filters and dates.
Help