Ten years of daily data for the Dow Jones Industrial Average (DJIA) market index. Each point of the dataset is represented by the daily closing price for the DJIA. Historical data can be downloaded via the red button on the upper right corner of the chart.

Graph and download economic data for Dow Jones Industrial Average (DJIA) from 2015-03-27 to 2025-03-26 about stock market, average, industry, and USA.

The Dow Jones Best-in-Class World Index reached a new high of 2,418.05 points at the end of 2024, continuing its upward trajectory since 2010. This milestone reflects the resilience of global markets despite recent economic challenges.

The Dow Jones Industrial Average is (DJIA) is possibly the most well-known and commonly used stock index in the United States. It is a price-weighted index that assesses the stock prices of 30 prominent companies, whose combined prices are then divided by a regularly-updated divisor (0.15199 in February 2021), which gives the index value. The companies included are rotated in and out on a regular basis; as of mid-2022, the longest mainstay on the list is Procter & Gamble, which was added in 1932; whereas Amgen, Salesforce, and Honeywell were all added in 2020. As one of the oldest indices for stock market analysis, the impact of major events, recessions, and economic shocks or booms can be tracked and contextualized over longer periods of time.

Due to inflation, unadjusted figures appear to be more sporadic in recent years, however the greatest fluctuations came in the earliest years of the index. In the given period, the greatest decline came in the wake of the Wall Street Crash in 1929; by 1932 average values had fallen to just one fifth of their 1929 average, from roughly 314 to 65.

The value of the DJIA index amounted to 43,191.24 at the end of March 2025, up from 21,917.16 at the end of March 2020. Global panic about the coronavirus epidemic caused the drop in March 2020, which was the worst drop since the collapse of Lehman Brothers in 2008. Dow Jones Industrial Average index – additional information The Dow Jones Industrial Average index is a price-weighted average of 30 of the largest American publicly traded companies on New York Stock Exchange and NASDAQ, and includes companies like Goldman Sachs, IBM and Walt Disney. This index is considered to be a barometer of the state of the American economy. DJIA index was created in 1986 by Charles Dow. Along with the NASDAQ 100 and S&P 500 indices, it is amongst the most well-known and used stock indexes in the world. The year that the 2018 financial crisis unfolded was one of the worst years of the Dow. It was also in 2008 that some of the largest ever recorded losses of the Dow Jones Index based on single-day points were registered. On September 29th of 2008, for instance, the Dow had a loss of 106.85 points, one of the largest single-day losses of all times. The best years in the history of the index still are 1915, when the index value increased by 81.66 percent in one year, and 1933, year when the index registered a growth of 63.74 percent.

View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

The dataset consists of daily data from US Dow Jones for 501 large companies, over the time span 2010-2016, while monthly publicly available indexes are also used.

The Dow Jones U.S. Large-Cap Index grew significantly since 2010. Between the end of 2010 and the end of 2024, it grew nearly fivefold, jumping from 266.98 points to over 1,300 points.

The statistic shows the worst days of the Dow Jones Industrial Average index from 1897 to 2024. The worst day in the history of the index was October 19 1987, when the index value decreased by 22.61 percent. The largest single day loss in points was on May 2, 2018.

United States Turnover: CBOT: Index Futures: Dow Jones: AIG Excess Return data was reported at 62,419.000 Contract in Oct 2018. This records a decrease from the previous number of 87,065.000 Contract for Sep 2018. United States Turnover: CBOT: Index Futures: Dow Jones: AIG Excess Return data is updated monthly, averaging 13,792.000 Contract from Oct 2006 (Median) to Oct 2018, with 145 observations. The data reached an all-time high of 229,866.000 Contract in Sep 2017 and a record low of 748.000 Contract in Oct 2010. United States Turnover: CBOT: Index Futures: Dow Jones: AIG Excess Return data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s USA – Table US.Z021: CBOT: Futures: Turnover.

The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper

1. Monte Carlo Simulation:

Contains codes and data for simulation study from Section 3.

Data:

• MV.mat, MV.txt- monthly data on market capitalization of the 205 stocks of the S&P500 index obtained from DataStream for the period 01.01.1974-01.05.2015

• sp500_edata.mat - monthly data on close prices of components of S&P500 index for the period 01.01.1974-01.05.2015 processed to obtain excess returns using as a risk free return data on the risk free return from French & Fama database. Description of the price data from DataStream: "The ‘current’ prices taken at the close of market are stored each day. These stored prices are adjusted for subsequent capital actions, and this adjusted figure then becomes the default price offered on all Research programs. " Description of the excess return of the market from French & Fama database : "the excess return on the market, value-weight return of all CRSP firms incorporated in the US and listed on the NYSE, AMEX, or NASDAQ that have a CRSP share code of 10 or 11 at the beginning of month t, good shares and price data at the beginning of t, and good return data for t minus theone-month Treasury bill rate (from Ibbotson Associates)." From the latest file two separate data files were created (see CAPMsim.m):

• sp500_stocks.txt, sp500_stocks.mat - monthly data on close prices of 205 components of S&P500 index for the period 01.01.1974-01.05.2015

• FactorData.txt, FactorData.txt - The Fama & French factors from French & Fama database for a period July 1926 - May 2015.

Codes:

• CAPMsim.m - the main code that replicates the Monte Carlo simulation of the artificial market and proxy indexes subject to different types of the measurement error.

• sure.m- obtains the estimated parameters for the SUR system and performs hypothesis testing of the significance of the coefficients.

2. Empirical Application

Contains codes and data for empirical application from Section 4.

Data:

• data1203.txt - 120 monthly observations on the excess returns on 20 random stocks from S&P500, S&P500 index return, DJIA return from DataStream and excess return of the CRSP index from French & Fama database for a period 01/06/2005-01/05/2015.

• data1204.txt - 120 monthly observations on the excess returns on 30 stocks from DJIA, S&P500 index return, DJIA return from DataStream and excess return of the CRSP index from French & Fama database for a period 01/06/2005-01/05/2015.

• DJSTOCKS_60_FF_Z.dat - 60 monthly observations on the excess returns on 30 stocks from DJIA from DataStream and excess return of the CRSP index from French & Fama database for a period 01/06/2010-01/05/2015.

• DJSTOCKS_60_SP_Z.dat - 60 monthly observations on the excess returns on 30 stocks from DJIA and S&P500 index return from DataStream for a period 01/06/2010-01/05/2015.

  • DJSTOCKS_60_DJ_Z.dat - 60 monthly observations on the excess returns on 30 stocks from DJIA and DJIA return from DataStream for a period 01/06/2010-01/05/2015.
  • STOCKS_60_FF_Z.dat - 60 monthly observations on the excess returns on 20 random stocks from S&P500 from DataStream and excess return of the CRSP index from French & Fama database for a period 01/06/2010-01/05/2015.
  • STOCKS_60_SP_Z.dat - 60 monthly observations on the excess returns on 20 random stocks from S&P500 and S&P500 index return from DataStream for a period 01/06/2010-01/05/2015.

• STOCKS_60_DJ_Z.dat - 60 monthly observations on the excess returns on 20 random stocks from S&P500 and DJIA return from DataStream for a period 01/06/2010-01/05/2015.

  Description of the variables in the data sets:

• Z_1, Z_2,...,Z_20,..., Z_30 - returns of individual stocks depending on the data set.

• For calculation of the returns adjusted prices from DataStream were used (see data from Monte Carlo simulation part). Risk free return is taken from French & Fama database.

• Time period was shortened from 120 to 60 observations: 01/06/2010-01/05/2015

• Excess returns from the market and indeces:

  • Z_SP - 60 observations on excess return of the S&P500 from DataStream
  • Z_DJ - 60 observations on excess return of the DJIA from DataStream
  • Z_FF - 60 observations on excess return of the market from French & Fama database

Codes:

• load_stocks120.gss - loads the data on the returns of the randomly selected 20 socks of S&P500 and selects last 60 observations
  • load_djstocks120.gss - loads the data on the returns of the 30 socks of the Dow-Jones Industrial Average Index and selects last 60 observations
  • CAPM.prc- contains functions to estimate CAPM model by SUR and Minimum Distance methods
• CAPM.inc- sets the format for the output files from the GAUSS procedures
• CAPM_STOCKS20_FF.gss, CAPM_STOCKS20_DJ.gss, CAPM_STOCKS20_SP.gss, CAPM_DJSTOCKS30_FF.gss,CAPM_DJSTOCKS30_DJ.gss,CAPM_DJSTOCKS30_SP.gss - GAUSS procedures to estimate the CAPM models based on particular data set (20 random stocks or 30 stocks from DJIA as well as different market indexes: S&P500, DJIA, CRSP) and generate separate output files. 2019-03-05 11:51:42.893129 The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper

The Dow Jones Small-Cap Index increased significantly since 2010. Between the end of 2010 and the end of 2024, it grew nearly threefold, jumping from 543.93 points to over 1,600 points.

The Dow Jones Composite Index finished the year 2024 at 13,391.71 points, an increase compared to the previous year. Even with the economic effects of the global coronavirus (COVID-19) pandemic, 2021 had the highest point of the index in the past two decades. What is Dow Jones Composite Index? The Dow Jones Composite Index is one of the indices from the Dow Jones index family. It is composed of 65 leading U.S. companies: 30 stocks forming the Dow Jones Industrial Average index, 20 stocks from the Dow Jones Transportation index and 15 stocks from the Dow Jones Utility Average index. Importance of stock indices A stock market index shows an average performance of companies from a given section of the market. It is usually a weighted average, meaning that such factors as price of companies or their market capitalization are taken into consideration when calculating the index value. Stock indices are very useful for the financial market participants, as they instantly show the sentiments prevailing on a given market. They are also commonly used as a benchmark against portfolio performance, showing if a given portfolio has outperformed, or underperformed the market.

The Dow Jones Industrial Average (DJIA) is a stock market index used to analyze trends in the stock market. While many economists prefer to use other, market-weighted indices (the DJIA is price-weighted) as they are perceived to be more representative of the overall market, the Dow Jones remains one of the most commonly-used indices today, and its longevity allows for historical events and long-term trends to be analyzed over extended periods of time. Average changes in yearly closing prices, for example, shows how markets developed year on year. Figures were more sporadic in early years, but the impact of major events can be observed throughout. For example, the occasions where a decrease of more than 25 percent was observed each coincided with a major recession; these include the Post-WWI Recession in 1920, the Great Depression in 1929, the Recession of 1937-38, the 1973-75 Recession, and the Great Recession in 2008.

This dataset contains several daily features of S&P 500, NASDAQ Composite, Dow Jones Industrial Average, RUSSELL 2000, and NYSE Composite from 2010 to 2017. It covers features from various categories of technical indicators, futures contracts, price of commodities, important indices of markets around the world, price of major companies in the U.S. market, and treasury bill rates. Sources and thorough description of features have been mentioned in the paper of "CNNpred: CNN-based stock market prediction using a diverse set of variables".

There have been ups and downs in the history of the Dow Jones Industrial Average index (DJIA). Some years brought as much as 30 percent of decrease in its value. Great Recession, however, took the largest toll on the Dow. In 1931, the index lost 52.67 percent of its value.

Index history

Dow Jones Industrial Average index (DJIA) is one of the most important stock market indices worldwide. It was created in 1896 by Charles Dow and Edward Jones. DJIA is the second oldest U.S. stock index after the Dow Jones Transportation Average, which was established in 1984.

Index components

DJIA reflects the performance of thirty large U.S. publicly traded companies. When the index was created, it was primarily composed of industrial companies, hence the index name. With time, the economic situation in the U.S. has changed and apart from industrial companies, which played a huge role in the market in the 19th and the beginning of the 20th century, also companies from other leading industries were incorporated into the index. At present, the DJIA index is composed of most renowned U.S. corporations, such as Coca Cola, Microsoft or Walt Disney.

Graph and download economic data for 10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 (DISCONTINUED) (DTP10L20) from 2010-07-09 to 2020-07-15 about fees, notes, TIPS, 10-year, Treasury, interest rate, interest, real, rate, and USA.

Graph and download economic data for NASDAQ Composite Index (NASDAQCOM) from 1971-02-05 to 2025-03-24 about NASDAQ, composite, stock market, indexes, and USA.

Graph and download economic data for 5-Year 0-1/2% Treasury Inflation-Indexed Note, Due 4/15/2015 (DISCONTINUED) (DTP5A15) from 2010-04-27 to 2015-04-15 about fees, notes, TIPS, Treasury, interest rate, interest, real, 5-year, rate, and USA.

The main stock market index in Sweden (Stockholm) increased 140 points or 5.65% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from Sweden. Sweden Stock Market Index - values, historical data, forecasts and news - updated on March of 2025.