According to a survey conducted by Ipsos on predictions for global issues in 2020, 30 percent of Chinese believed it that major stock markets might crash in 2020. The results of the survey showed that Chinese were among the most optimistic regarding the stock market in 2020.

The main stock market index in China (SHANGHAI) increased 22 points or 0.66% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from China. China Shanghai Composite Stock Market Index - values, historical data, forecasts and news - updated on March of 2025.

At the end of December 2024, the Shenzhen Component Index value was 10,414.61, an increase of about 1,000 index points from December 2023. The data clearly shows how the value of the index increased before the stock market crash of 2015 and the following sell-off in the following year. In addition to that, the low year-end index value of 2018 was the result of the worst trading year of the decade on Chinese stock exchanges. Together, stocks on the Shanghai and Shenzhen stock exchanges lost around 24 percent in that year.

In 2021, the interest income from margin financing and securities lending business of CITIC Securities amounted to around 9.9 billion yuan, ranking first among China's securities companies. After the stock market crash in 2015, China's securities market has been shrinking, demonstrating less trading revenue and lower profit rate. However, Chinese equity market has been gradually picking up since 2019.

In 2021, China's securities company Guotai Junan Securities owned almost 105 billion yuan of net capital, ranking first among securities companies in China. After the stock market crash in 2015, China's securities market has been shrinking, demonstrating less trading revenue and lower profit rate. However, Chinese equity market has been gradually picking up since 2019.

The main stock market index in Russia (MOEX) increased 264 points or 9.16% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from Russia. Russia Stock Market Index MOEX CFD - values, historical data, forecasts and news - updated on March of 2025.

This study examines the market return spillovers from the US market to 10 Asia-Pacific stock markets, accounting for approximately 91 per cent of the region’s GDP from 1991 to 2022. Our findings indicate an increased return spillover from the US stock market to the Asia-Pacific stock market over time, particularly after major global events such as the 1997 Asian and the 2008 global financial crises, the 2015 China stock market crash, and the COVID-19 pandemic. The 2008 global financial crisis had the most substantial impact on these events. In addition, the findings also indicate that US economic policy uncertainty and US geopolitical risk significantly affect spillovers from the US to the Asia-Pacific markets. In contrast, the geopolitical risk of Asia-Pacific countries reduces these spillovers. The study also highlights the significant impact of information and communication technologies (ICT) on these spillovers. Given the increasing integration of global financial markets, the findings of this research are expected to provide valuable policy implications for investors and policymakers.

In 2021, China's securities company CITIC Securities generated net profits of around 23 billion yuan, ranking first in China. After the stock market crash in 2015, China's securities market has been shrinking, demonstrating less trading revenue and lower profit rate. However, Chinese equity market has been gradually picking up since 2019.

In 2021, China's securities company CITIC Securities generated over 41 billion yuan in its operating income, ranking first among all securities companies in China. After the stock market crash in 2015, China's securities market has been shrinking, demonstrating less trading revenue and lower profit rate. However, Chinese equity market has been gradually picking up since 2019.

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Automotive Crash Test Dummies Market Size 2025-2029

The automotive crash test dummies market size is forecast to increase by USD 17.2 million at a CAGR of 2.9% between 2024 and 2029.

The market is experiencing significant growth due to the increasing emphasis on vehicle safety and stringent regulations. One of the key trends driving market growth is the rising demand for moving dummies used in pedestrian protection systems. Additionally, the popularity of crash test simulators is increasing, allowing for more accurate and efficient testing. With the evolving designs of vehicles, including autonomous vehicles and electric vehicles (EVs), enhanced safety standards are becoming increasingly important to address the unique risks associated with these new technologies. 
These advancements enable automakers to develop safer vehicles, thereby catering to the evolving consumer preference for enhanced safety features. Furthermore, the need for crash and safety testing is becoming increasingly crucial, as governments and regulatory bodies continue to implement stricter safety standards. Overall, the market is poised for strong growth In the coming years.

What will be the Size of the Automotive Crash Test Dummies Market During the Forecast Period?

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The automotive industry's relentless pursuit of enhancing vehicle safety has led to the development and refinement of advanced safety systems. Central to this endeavor are human surrogate models, commonly known as crash test dummies. These life-sized figurines play a crucial role in assessing injury risk during vehicle impacts, ensuring the structural integrity of automobiles, and validating the effectiveness of safety features such as crumple zones, airbags, and seat belts. Crash test dummies also referred to as anthropomorphic models, are designed to replicate the human body's anatomy and physiology.
These models are meticulously engineered to simulate the biomechanical response of the human body during various crash scenarios. By subjecting these dummies to controlled vehicle impacts, engineers can evaluate the performance of vehicle safety systems under diverse conditions. The importance of crash test dummies extends beyond the automotive sector. Injury risk assessment in aerospace occupant protection and pedestrian safety testing also relies on these human surrogate models. The data obtained from crashworthiness testing provides invaluable insights into the effectiveness of safety features and helps manufacturers optimize their designs to minimize injury risk. Crash test dummies are integral components of safety testing procedures. They are equipped with sensors, including accelerometers, to measure the forces experienced during collisions.

How is this Automotive Crash Test Dummies Industry segmented and which is the largest segment?

The industry research report provides comprehensive data (region-wise segment analysis), with forecasts and estimates in 'USD million' for the period 2025-2029, as well as historical data from 2019-2023 for the following segments.

Product

  Male crash test dummy
  Female crash test dummy
  Child crash test dummy


Application

  Passenger vehicle
  Commercial vehicle


Type

  Frontal Impact Testing
  Side Impact Testing
  Rear Impact Testing
  Pedestrian Impact Testing


End-user Industry

  Automotive Manufacturers
  Government & Regulatory Agencies and Research
  Testing Centers


Geography

  Europe

    France
    Germany
    Italy
    UK


  North America

    US
    Canada


  APAC

    China
    Hong Kong
    India
    Japan


  South America



  Middle East and Africa

By Product Insights

The male crash test dummy segment is estimated to witness significant growth during the forecast period. Crash testing In the automotive industry has been influenced by military vehicle and aerospace occupant protection research. Initially, standard crash test dummies were modeled after male physiques. However, due to the rising average male weight globally, manufacturers like Humanetics have responded by creating diverse male crash test dummies with varying body structures. These dummies are essential for various crash tests, including frontal, side-impact, rear-impact, rollover, and pedestrian impact tests. Each dummy can be utilized in multiple crash tests. Given their frequent usage in various tests, the demand for replacing male crash test dummies is higher than other types.

Crumple zones, airbags, seat belts, and sensors are integral components of these dummies, ensuring structural integrity during testing. Pedestrian safety testing is another critical application of crash test dummies, which helps assess the safety of vehicles for vulnerable road users.

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The male crash test dummy segment was valued at USD 78.30 million in 2019 and

The growing trend of interdependence between the international stock markets indicated the amalgamation of risk across borders that plays a significant role in portfolio diversification by selecting different assets from the financial markets and is also helpful for making extensive economic policy for the economies. By applying different methodologies, this study undertakes the volatility analysis of the emerging and OECD economies and analyzes the co-movement pattern between them. Moreover, with that motive, using the wavelet approach, we provide strong evidence of the short and long-run risk transfer over different time domains from Malaysia to its trading partners. Our findings show that during the Asian financial crisis (1997–98), Malaysia had short- and long-term relationships with China, Germany, Japan, Singapore, the UK, and Indonesia due to both high and low-frequency domains. Meanwhile, after the Global financial crisis (2008–09), it is being observed that Malaysia has long-term and short-term synchronization with emerging (China, India, Indonesia), OECD (Germany, France, USA, UK, Japan, Singapore) stock markets but Pakistan has the low level of co-movement with Malaysian stock market during the global financial crisis (2008–09). Moreover, it is being seen that Malaysia has short-term at both high and low-frequency co-movement with all the emerging and OECD economies except Japan, Singapore, and Indonesia during the COVID-19 period (2020–21). Japan, Singapore, and Indonesia have long-term synchronization relationships with the Malaysian stock market at high and low frequencies during COVID-19. While in a leading-lagging relationship, Malaysia’s stock market risk has both leading and lagging behavior with its trading partners’ stock market risk in the selected period; this behavior changes based on the different trade and investment flow factors. Moreover, DCC-GARCH findings shows that Malaysian market has both short term and long-term synchronization with trading partners except USA. Conspicuously, the integration pattern seems that the cooperation development between stock markets matters rather than the regional proximity in driving the cointegration. The study findings have significant implications for investors, governments, and policymakers around the globe.

In 2021, China's securities company CITIC Securities managed client monies amounting to around 143 billion yuan, ranking first among all securities companies in China. After the stock market crash in 2015, China's securities market has been shrinking, demonstrating less trading revenue and lower profit rate. However, Chinese equity market has been gradually picking up since 2019.

In 2021, China's securities company China Merchants Securities generated around 949.2 million yuan from its investment advisory business, ranking first among all securities companies in China. After the stock market crash in 2015, China's securities market has been shrinking, demonstrating less trading revenue and lower profit rate. However, Chinese equity market has been gradually picking up since 2019.

CWT plots comparison of the COVID-19 and the GFC.

In 2021, China's securities company Orient Securities generated an income of around 3.5 billion yuan from its asset management business. After the stock market crash in 2015, China's securities market has been shrinking, demonstrating less trading revenue and lower profit rate. However, Chinese equity market has been gradually picking up since 2019.

This study investigates the dynamic and asymmetric propagation of return spillovers between sectoral commodities and industry stock markets in China. Using a daily dataset from February 2007 to July 2022, we employ a time-varying vector autoregressive (TVP-VAR) model to examine the asymmetric return spillovers and dynamic connectedness across sectors. The results reveal significant time-varying spillovers among these sectors, with the industry stocks acting as the primary transmitter of information to the commodity market. Materials, energy, and industrials stock sectors contribute significantly to these spillovers due to their close ties to commodity production and processing. The study also identifies significant asymmetric spillovers with bad returns dominating, influenced by major economic and political events such as the 2008 global financial crisis, the 2015 Chinese stock market crisis, the COVID-19 pandemic, and the Russia-Ukraine war. Furthermore, our study highlights the unique dynamics within the Chinese market, where net information spillovers from the stock market to commodities drive the financialization process, which differs from the bidirectional commodity financialization observed in other markets. Finally, portfolio analysis reveals that the minimum connectedness portfolio outperforms other approaches and effectively reflects asymmetries. Understanding these dynamics and sectoral heterogeneities has important implications for risk management, policy development, and trading practices.

The main stock market index in Australia (ASX200) decreased 241 points or 2.95% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from Australia. Australia Stock Market Index - values, historical data, forecasts and news - updated on March of 2025.

In 2021, China's securities company CITIC Securities generated an income of around 764 million yuan from its financial advisory business. After the stock market crash in 2015, China's securities market has been shrinking, demonstrating less trading revenue and lower profit rate. However. Chinese equity market has been gradually picking up since 2019.

Between March 4 and March 11, 2020, the S&P 500 index declined by twelve percent, descending into a bear market. On March 12, 2020, the S&P 500 plunged 9.5 percent, its steepest one-day fall since 1987. The index began to recover at the start of April and reached a peak in December 2021. As of December 29, 2024, the value of the S&P 500 stood at 5,942.47 points. Coronavirus sparks stock market chaos Stock markets plunged in the wake of the COVID-19 pandemic, with investors fearing its spread would destroy economic growth. Buoyed by figures that suggested cases were leveling off in China, investors were initially optimistic about the virus being contained. However, confidence in the market started to subside as the number of cases increased worldwide. Investors were deterred from buying stocks, and this was reflected in the markets – the values of the Dow Jones Industrial Average and the Nasdaq Composite also dived during the height of the crisis. What is a bear market? A bear market occurs when the value of a stock market suffers a prolonged decline of more than 20 percent over a period of at least two months. The COVID-19 pandemic caused severe concern and sent stock markets on a steep downward spiral. The S&P 500 achieved a record closing high of 3,386 on February 19, 2020. However, just over three weeks later, the market closed on 2,480, which represented a decline of around 26 percent in only 16 sessions.