100+ datasets found
  1. F

    Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest...

    • fred.stlouisfed.org
    json
    Updated Nov 6, 2025
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    (2025). Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates [Dataset]. https://fred.stlouisfed.org/series/EMVMACROINTEREST
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Nov 6, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Description

    Graph and download economic data for Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates (EMVMACROINTEREST) from Jan 1985 to Oct 2025 about volatility, uncertainty, equity, interest rate, interest, rate, and USA.

  2. Stock Market Dataset for Financial Analysis

    • kaggle.com
    zip
    Updated Feb 14, 2025
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    WARNER (2025). Stock Market Dataset for Financial Analysis [Dataset]. https://www.kaggle.com/datasets/s3programmer/stock-market-dataset-for-financial-analysis
    Explore at:
    zip(6816930 bytes)Available download formats
    Dataset updated
    Feb 14, 2025
    Authors
    WARNER
    License

    https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

    Description

    This stock market dataset is designed for financial analysis and predictive modeling. It includes historical stock prices, technical indicators, macroeconomic factors, and sentiment scores to help in developing and testing machine learning models for stock trend prediction.

    Dataset Features: Column Description Stock Random stock ticker (AAPL, GOOG, etc.) Date Random business date Open Open price High High price Low Low price Close Close price Volume Trading volume SMA_10 10-day Simple Moving Average RSI Relative Strength Index (10-90 range) MACD MACD indicator (-5 to 5) Bollinger_Upper Upper Bollinger Band Bollinger_Lower Lower Bollinger Band GDP_Growth Random GDP growth rate (2.5% to 3.5%) Inflation_Rate Inflation rate (1.5% to 3.0%) Interest_Rate Interest rate (0.5% to 5.0%) Sentiment_Score Random sentiment score (-1 to 1) Next_Close Next day's closing price (for regression) Target Binary classification (1: Price Increase, 0: Price Decrease)

    Key Features: Stock Prices: Open, High, Low, Close, and Volume data. Technical Indicators: Simple Moving Average (SMA), Relative Strength Index (RSI), MACD, and Bollinger Bands. Macroeconomic Factors: Simulated GDP growth, inflation rate, and interest rates. Sentiment Scores: Randomized sentiment values between -1 and 1 to simulate market sentiment. Target Variables: Next-day close price (for regression) and price movement direction (for classification).

  3. SMEs monthly interest rates on outstanding loans stocks UK 2020-2025

    • statista.com
    Updated Nov 21, 2025
    + more versions
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    Statista (2025). SMEs monthly interest rates on outstanding loans stocks UK 2020-2025 [Dataset]. https://www.statista.com/statistics/1620387/sme-monthly-interest-rates-on-outstanding-loans-stocks-united-kingdom/
    Explore at:
    Dataset updated
    Nov 21, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    Jan 2020 - Sep 2025
    Area covered
    United Kingdom
    Description

    As of 30 September 2025, the average monthly interest rate for bank loans taken out by small and medium enterprises (SMEs) in the United Kingdom (UK), based on the stock of outstanding loans, was at **** percent. The monthly interest rate for such loans have been declining since peaking in July 2024 at **** percent.

  4. F

    Interest Rates and Price Indexes; Dow Jones U.S. Total Market Index, Level

    • fred.stlouisfed.org
    json
    Updated Mar 13, 2025
    + more versions
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    (2025). Interest Rates and Price Indexes; Dow Jones U.S. Total Market Index, Level [Dataset]. https://fred.stlouisfed.org/series/BOGZ1FL073164013A
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Mar 13, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Description

    Graph and download economic data for Interest Rates and Price Indexes; Dow Jones U.S. Total Market Index, Level (BOGZ1FL073164013A) from 1970 to 2024 about mutual funds, equity, liabilities, interest rate, interest, rate, price index, indexes, price, and USA.

  5. Most traded interest rate derivatives on the London Stock Exchange 2021

    • statista.com
    Updated Nov 29, 2025
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    Statista (2025). Most traded interest rate derivatives on the London Stock Exchange 2021 [Dataset]. https://www.statista.com/statistics/1214245/most-traded-interest-rate-derivatives-lse/
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    Dataset updated
    Nov 29, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    2021
    Area covered
    United Kingdom
    Description

    Over 2021 the most commonly traded interest rate derivatives on the London Stock Exchange were three month futures for British pounds, of varying expiration dates. This was followed by futures on the euro interbank offered rate (Euribor), and then futures on the Sterling Overnight Interbank Average Rate (SONIA).

    Interest rate futures are essentially a contact that fixes the interest rate on a loan or deposit for a period of time in the future, which (in the case of this statistic) is then tradable on a stock exchange. The type of future relates the underlying reference interest rate (LIBOR in the case of Sterling futures, or Eurobor, or SONIA).

  6. k

    QRTEP Stock Forecast Data

    • kappasignal.com
    csv, json
    Updated Apr 10, 2024
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    AC Investment Research (2024). QRTEP Stock Forecast Data [Dataset]. https://www.kappasignal.com/2024/04/qurates-preferred-yielding-potential.html
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    csv, jsonAvailable download formats
    Dataset updated
    Apr 10, 2024
    Dataset authored and provided by
    AC Investment Research
    License

    https://www.ademcetinkaya.com/p/legal-disclaimer.htmlhttps://www.ademcetinkaya.com/p/legal-disclaimer.html

    Description

    Qurate Retail Inc. 8.0% Fixed Rate Cumulative Redeemable Preferred Stock is predicted to have moderate returns with low risk. The company has a strong financial position with consistent revenue and earnings growth. The preferred stock offers a fixed dividend rate, providing investors with a steady stream of income. However, the stock is subject to interest rate risk, as changes in interest rates could affect its market value.

  7. Share of Americans investing money in the stock market 1999-2025

    • statista.com
    Updated Nov 19, 2025
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    Statista (2025). Share of Americans investing money in the stock market 1999-2025 [Dataset]. https://www.statista.com/statistics/270034/percentage-of-us-adults-to-have-money-invested-in-the-stock-market/
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    Dataset updated
    Nov 19, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    1999 - 2025
    Area covered
    United States
    Description

    In 2025, ** percent of adults in the United States invested in the stock market. This figure has remained steady over the last few years and is still below the levels before the Great Recession, when it peaked in 2007 at ** percent. What is the stock market? The stock market can be defined as a group of stock exchanges where investors can buy shares in a publicly traded company. In more recent years, it is estimated an increasing number of Americans are using neobrokers, making stock trading more accessible to investors. Other investments A significant number of people think stocks and bonds are the safest investments, while others point to real estate, gold, bonds, or a savings account. Since witnessing the significant one-day losses in the stock market during the financial crisis, many investors were turning towards these alternatives in hopes for more stability, particularly for investments with longer maturities. This could explain the decrease in this statistic since 2007. Nevertheless, some speculators enjoy chasing the short-run fluctuations, and others see value in choosing particular stocks.

  8. Tesla Stock Dataset 2025

    • kaggle.com
    zip
    Updated Jan 6, 2025
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    Sameer Ramzan (2025). Tesla Stock Dataset 2025 [Dataset]. https://www.kaggle.com/datasets/sameerramzan/tesla-stock-dataset-2025
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    zip(95419 bytes)Available download formats
    Dataset updated
    Jan 6, 2025
    Authors
    Sameer Ramzan
    License

    https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

    Description

    This dataset contains historical stock price data for Tesla, Inc. (TSLA) starting from its IPO date, June 29, 2010, to January 1, 2025. The dataset includes daily records of Tesla's stock performance on the NASDAQ stock exchange. It is ideal for time-series analysis, stock price prediction, and understanding the long-term performance of Tesla in the stock market.

    The dataset consists of the following columns:

    1. Date: The trading date.
    2. Open: Opening stock price on the given date.
    3. High: The highest stock price during the trading day.
    4. Low: The lowest stock price during the trading day.
    5. Close: The closing stock price for the day.
    6. Adj Close: Adjusted closing price (corrected for dividends and stock splits).
    7. Volume: The number of shares traded during the day.

    Use Cases of Tesla Stock Historical Data

    1. Time-Series Analysis

      • Analyze trends in Tesla's stock prices over time.
      • Identify seasonality, volatility, and long-term patterns in Tesla’s performance.
    2. Stock Price Prediction

      • Develop predictive models to forecast future stock prices using techniques such as ARIMA, LSTMs, or regression.
    3. Investment Strategy Evaluation

      • Backtest trading strategies by simulating trades based on historical price movements.
      • Analyze returns of investment strategies such as moving averages, RSI, or Bollinger Bands.
    4. Market Sentiment Analysis

      • Correlate Tesla’s stock performance with news sentiment, earnings reports, and market events.
    5. Portfolio Diversification

      • Evaluate Tesla’s performance compared to other stocks or indices to assess its role in a diversified portfolio.
    6. Risk Management

      • Calculate volatility, beta, and other risk metrics to assess the risk associated with investing in Tesla stock.
    7. Economic and Market Studies

      • Study how macroeconomic indicators (like inflation, interest rates) influence Tesla’s stock price.
      • Analyze Tesla’s performance during major economic events such as the COVID-19 pandemic or policy changes.
    8. Stock Splits and Adjustments Analysis

      • Examine the impact of Tesla’s stock splits on price and trading volume.
    9. Educational Purposes

      • Serve as a dataset for academic projects, coursework, or tutorials on financial data analysis.
    10. Correlation with Sector Trends

      • Compare Tesla’s stock performance with other automotive or renewable energy companies.
    11. Data Visualization and Dashboarding

      • Create dashboards using tools like Tableau, Power BI, or Python libraries to visualize Tesla’s stock performance metrics.
    12. A/B Testing for Financial Applications

      • Use historical stock data for controlled experiments in finance-related applications to improve decision-making tools.
  9. How accurate is machine learning in stock market? (TD Stock Forecast)...

    • kappasignal.com
    Updated Oct 22, 2022
    + more versions
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    KappaSignal (2022). How accurate is machine learning in stock market? (TD Stock Forecast) (Forecast) [Dataset]. https://www.kappasignal.com/2022/10/how-accurate-is-machine-learning-in_22.html
    Explore at:
    Dataset updated
    Oct 22, 2022
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    How accurate is machine learning in stock market? (TD Stock Forecast)

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

  10. S&P500 prices and FED interest rates 1954 - 2023

    • kaggle.com
    zip
    Updated Mar 8, 2023
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    Siarhei T (2023). S&P500 prices and FED interest rates 1954 - 2023 [Dataset]. https://www.kaggle.com/datasets/sergeyfedatsenka/s-and-p500-prices-and-fed-interest-rates-1954-2023
    Explore at:
    zip(736119 bytes)Available download formats
    Dataset updated
    Mar 8, 2023
    Authors
    Siarhei T
    License

    https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

    Description

    This is dataset combining the stock prices for S&P 500 between 1927-12-30 and 2023-03-07 and FEDs interest rates. There is no info for interest rates before 1954. V1 version filters out missing rates before 1954.

  11. Global Financial Crisis: Fannie Mae stock price and percentage change...

    • statista.com
    Updated Dec 1, 2022
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    Statista (2022). Global Financial Crisis: Fannie Mae stock price and percentage change 2000-2010 [Dataset]. https://www.statista.com/statistics/1349749/global-financial-crisis-fannie-mae-stock-price/
    Explore at:
    Dataset updated
    Dec 1, 2022
    Dataset authored and provided by
    Statistahttp://statista.com/
    Area covered
    United States
    Description

    The Federal National Mortgage Association, commonly known as Fannie Mae, was created by the U.S. congress in 1938, in order to maintain liquidity and stability in the domestic mortgage market. The company is a government-sponsored enterprise (GSE), meaning that while it was a publicly traded company for most of its history, it was still supported by the federal government. While there is no legally binding guarantee of shares in GSEs or their securities, it is generally acknowledged that the U.S. government is highly unlikely to let these enterprises fail. Due to these implicit guarantees, GSEs are able to access financing at a reduced cost of interest. Fannie Mae's main activity is the purchasing of mortgage loans from their originators (banks, mortgage brokers etc.) and packaging them into mortgage-backed securities (MBS) in order to ease the access of U.S. homebuyers to housing credit. The early 2000s U.S. mortgage finance boom During the early 2000s, Fannie Mae was swept up in the U.S. housing boom which eventually led to the financial crisis of 2007-2008. The association's stated goal of increasing access of lower income families to housing finance coalesced with the interests of private mortgage lenders and Wall Street investment banks, who had become heavily reliant on the housing market to drive profits. Private lenders had begun to offer riskier mortgage loans in the early 2000s due to low interest rates in the wake of the "Dot Com" crash and their need to maintain profits through increasing the volume of loans on their books. The securitized products created by these private lenders did not maintain the standards which had traditionally been upheld by GSEs. Due to their market share being eaten into by private firms, however, the GSEs involved in the mortgage markets began to also lower their standards, resulting in a 'race to the bottom'. The fall of Fannie Mae The lowering of lending standards was a key factor in creating the housing bubble, as mortgages were now being offered to borrowers with little or no ability to repay the loans. Combined with fraudulent practices from credit ratings agencies, who rated the junk securities created from these mortgage loans as being of the highest standard, this led directly to the financial panic that erupted on Wall Street beginning in 2007. As the U.S. economy slowed down in 2006, mortgage delinquency rates began to spike. Fannie Mae's losses in the mortgage security market in 2006 and 2007, along with the losses of the related GSE 'Freddie Mac', had caused its share value to plummet, stoking fears that it may collapse. On September 7th 2008, Fannie Mae was taken into government conservatorship along with Freddie Mac, with their stocks being delisted from stock exchanges in 2010. This act was seen as an unprecedented direct intervention into the economy by the U.S. government, and a symbol of how far the U.S. housing market had fallen.

  12. F

    Interest Rates and Price Indexes; Dow Jones U.S. Total Market Index, Level

    • fred.stlouisfed.org
    json
    Updated Sep 11, 2025
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    (2025). Interest Rates and Price Indexes; Dow Jones U.S. Total Market Index, Level [Dataset]. https://fred.stlouisfed.org/series/BOGZ1FL073164013Q
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Sep 11, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Description

    Graph and download economic data for Interest Rates and Price Indexes; Dow Jones U.S. Total Market Index, Level (BOGZ1FL073164013Q) from Q4 1970 to Q2 2025 about mutual funds, equity, liabilities, interest rate, interest, rate, price index, indexes, price, and USA.

  13. Multisource Stock Market Trends Dataset

    • kaggle.com
    zip
    Updated Sep 3, 2025
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    zara2099 (2025). Multisource Stock Market Trends Dataset [Dataset]. https://www.kaggle.com/datasets/zara2099/multisource-stock-market-trends-dataset
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    zip(67022 bytes)Available download formats
    Dataset updated
    Sep 3, 2025
    Authors
    zara2099
    License

    https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

    Description

    This dataset integrates multiple financial data sources to enable detailed stock market trend analysis and decision-making.

    Key Features:

    Daily Stock Trading Metrics – Includes open, high, low, close prices, and trading volume.

    Macroeconomic Indicators – Covers GDP growth, inflation rates, and interest rates.

    Sentiment-Labeled News – Financial news articles with positive, negative, or neutral sentiment tags.

    Multisource Integration – Combines structured and unstructured financial data for deeper insights.

    Comprehensive Market Coverage – Designed for stock trend analysis, investment strategies, and risk assessment.

    Supports Predictive Modeling – Enables better understanding of market dynamics and investor sentiment.

  14. US Financial Indicators - 1974 to 2024

    • kaggle.com
    zip
    Updated Nov 25, 2024
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    Abhishek Bhatnagar (2024). US Financial Indicators - 1974 to 2024 [Dataset]. https://www.kaggle.com/datasets/abhishekb7/us-financial-indicators-1974-to-2024
    Explore at:
    zip(15336 bytes)Available download formats
    Dataset updated
    Nov 25, 2024
    Authors
    Abhishek Bhatnagar
    License

    https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

    Area covered
    United States
    Description

    U.S. Economic and Financial Dataset

    Dataset Description

    This dataset combines historical U.S. economic and financial indicators, spanning the last 50 years, to facilitate time series analysis and uncover patterns in macroeconomic trends. It is designed for exploring relationships between interest rates, inflation, economic growth, stock market performance, and industrial production.

    Key Features

    • Frequency: Monthly
    • Time Period: Last 50 years from Nov-24
    • Sources:
      • Federal Reserve Economic Data (FRED)
      • Yahoo Finance

    Dataset Feature Description

    1. Interest Rate (Interest_Rate):

      • The effective federal funds rate, representing the interest rate at which depository institutions trade federal funds overnight.
    2. Inflation (Inflation):

      • The Consumer Price Index for All Urban Consumers, an indicator of inflation trends.
    3. GDP (GDP):

      • Real GDP measures the inflation-adjusted value of goods and services produced in the U.S.
    4. Unemployment Rate (Unemployment):

      • The percentage of the labor force that is unemployed and actively seeking work.
    5. Stock Market Performance (S&P500):

      • Monthly average of the adjusted close price, representing stock market trends.
    6. Industrial Production (Ind_Prod):

      • A measure of real output in the industrial sector, including manufacturing, mining, and utilities.

    Dataset Statistics

    1. Total Entries: 599
    2. Columns: 6
    3. Memory usage: 37.54 kB
    4. Data types: float64

    Feature Overview

    • Columns:
      • Interest_Rate: Monthly Federal Funds Rate (%)
      • Inflation: CPI (All Urban Consumers, Index)
      • GDP: Real GDP (Billions of Chained 2012 Dollars)
      • Unemployment: Unemployment Rate (%)
      • Ind_Prod: Industrial Production Index (2017=100)
      • S&P500: Monthly Average of S&P 500 Adjusted Close Prices

    Executive Summary

    This project explores the interconnected dynamics of key macroeconomic indicators and financial market trends over the past 50 years, leveraging data from the Federal Reserve Economic Data (FRED) and Yahoo Finance. The dataset integrates critical variables such as the Federal Funds Rate, Inflation (CPI), Real GDP, Unemployment Rate, Industrial Production, and the S&P 500 Index, providing a holistic view of the U.S. economy and financial markets.

    The analysis focuses on uncovering relationships between these variables through time-series visualization, correlation analysis, and trend decomposition. Key findings are included in the Insights section. This project serves as a robust resource for understanding long-term economic trends, policy impacts, and market behavior. It is particularly valuable for students, researchers, policymakers, and financial analysts seeking to connect macroeconomic theory with real-world data.

    Potential Use Cases

    • Economic Analysis: Examine relationships between interest rates, inflation, GDP, and unemployment.
    • Stock Market Prediction: Study how macroeconomic indicators influence stock market trends.
    • Time Series Modeling: Perform ARIMA, VAR, or other models to forecast economic trends.
    • Cyclic Pattern Analysis: Identify how economic shocks and recoveries impact key indicators.

    Snap of Power Analysis

    imagehttps://github.com/user-attachments/assets/1b40e0ca-7d2e-4fbc-8cfd-df3f09e4fdb8">

    To ensure sufficient power, the dataset covers last 50 years of monthly data i.e., around 600 entries.

    Key Insights derived through EDA, time-series visualization, correlation analysis, and trend decomposition

    • Interest Rate and Inflation Dynamics: The interest Rate and inflation exhibit an inverse relationship, especially during periods of aggressive monetary tightening by the Federal Reserve.
    • Economic Growth and Market Performance: GDP growth and the S&P 500 Index show a positive correlation, reflecting how market performance often aligns with overall economic health.
    • Labor Market and Industrial Output: Unemployment and industrial production demonstrate a strong inverse relationship. Higher industrial output is typically associated with lower unemployment
    • Market Behavior During Economic Shocks: The S&P 500 experienced sharp declines during significant crises, such as the 2008 financial crash and the COVID-19 pandemic in 2020. These events also triggered increased unemployment and contractions in GDP, highlighting the interplay between markets and the broader economy.
    • Correlation Highlights: S&P 500 and GDP have a strong positive correlation. Interest rates negatively correlate with GDP and inflation, reflecting monetary policy impacts. Unemployment is negatively correlated with industrial production but positively correlated with interest rates.

    Link to GitHub Repo

    https:/...

  15. Data from: Monetary Policy and Real Interest Rates: New Evidence from the...

    • clevelandfed.org
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    Federal Reserve Bank of Cleveland, Monetary Policy and Real Interest Rates: New Evidence from the Money Stock Announcements [Dataset]. https://www.clevelandfed.org/publications/working-paper/1984/wp-8406-monetary-policy-and-real-interest-rates-new-evidence-from-the-money-stock-announcements
    Explore at:
    Dataset authored and provided by
    Federal Reserve Bank of Clevelandhttps://www.clevelandfed.org/
    Description

    This paper presents new evidence on how asset prices respond to new information about the money stock. It shows that the information content of money stock announcements and the response of asset prices to new information in the announcements vary with changes in the monetary policy regime, the Federal Reserve operating procedures, and the reserve accounting rules. While previous studies have examined how asset prices respond to the money stock announcements under the interest-rate targeting procedure and the nonborrowed reserve procedure, we have included new evidence from the borrowed reserve targeting procedure under both lagged and contemporaneous reserve accounting rules. Looking at how both forward exchange rates and other asset prices respond to the announcements, we distinguish between periods when the asset-price response reflected a change in the real interest rate and those when it reflected a change in the inflation premium. Finally, we show that the new contemporaneous reserve accounting rules have greatly reduced the information content of the money stock announcements.

  16. Inflation: Friend or Foe to the Stock Market? (Forecast)

    • kappasignal.com
    Updated Jun 1, 2023
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    KappaSignal (2023). Inflation: Friend or Foe to the Stock Market? (Forecast) [Dataset]. https://www.kappasignal.com/2023/06/inflation-friend-or-foe-to-stock-market.html
    Explore at:
    Dataset updated
    Jun 1, 2023
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    Inflation: Friend or Foe to the Stock Market?

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

  17. Most heavily shorted stocks worldwide 2024

    • statista.com
    Updated Jun 15, 2024
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    Statista (2024). Most heavily shorted stocks worldwide 2024 [Dataset]. https://www.statista.com/statistics/1201001/most-shorted-stocks-worldwide/
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    Dataset updated
    Jun 15, 2024
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    2024
    Area covered
    Worldwide
    Description

    As of June 17, 2024, the most shorted stock was for, the American holographic technology services provider, MicroCloud Hologram Inc., with 66.64 percent of their total float having been shorted. This is a change from mid-January 2021, when video game retailed GameStop had an incredible 121.07 percent of their available shares in a short position. In effect this means that investors had 'borrowed' more shares (with a future promise to return them) than the total number of shares available for public trading. Owing to this behavior of professional investors, retail investors enacted a campaign to drive up the stock price of Gamestop, leading to losses of billions when investors had to repurchase the stock they had borrowed. At this time, a similar – but less effective – social media campaign was also carried out for the stock price of cinema operator AMC, and the price of silver. What is short selling? Short selling is essentially where an investor bets on a share price falling by: borrowing a number of shares selling these shares while the price is still high; purchasing the same number again once the price falls; then returning the borrowed shares at a profit. Of course, a profit will only be made if the share price does fall; should the share price rise the investor will then need to purchase the shares back at a higher price, and thus incur a loss. Short selling can lead to some very large profits in a short amount of time, with Tesla stock generating over one billion dollars in short sell profits during the first week of March 2020 alone, owing to the financial crash caused by the coronavirus (COVID-19) pandemic. However, owing to the short-term, opportunistic nature of short selling, these returns look less impressive when considered as net profits from short sell positions over the full year. The risks of short selling Short selling carries greater risks than traditional investments, and for this reason financial advisors often recommend against this strategy for ‘retail’ (i.e. non-professional) investors. The reason for this is that losses from short selling are potentially uncapped, whereas losses from traditional investments are limited to the initial cost. For example, if someone purchases 100 dollars of shares, the maximum they can lose is the 100 dollars the spent on those shares. However, say someone borrows 100 dollars of shares instead, betting on the price falling. If these shares are then sold for 100 dollars but the price subsequently rises, the losses could greatly exceed the initial investment should the price rise to, say, 500 dollars. The risks of short selling can be seen by looking again at Tesla, with the company causing the greatest losses over 2020 from short selling at over 40 billion U.S. dollars.

  18. U

    Inflation Data

    • dataverse-staging.rdmc.unc.edu
    • dataverse.unc.edu
    Updated Oct 9, 2022
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    Linda Wang; Linda Wang (2022). Inflation Data [Dataset]. http://doi.org/10.15139/S3/QA4MPU
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    Dataset updated
    Oct 9, 2022
    Dataset provided by
    UNC Dataverse
    Authors
    Linda Wang; Linda Wang
    License

    CC0 1.0 Universal Public Domain Dedicationhttps://creativecommons.org/publicdomain/zero/1.0/
    License information was derived automatically

    Description

    This is not going to be an article or Op-Ed about Michael Jordan. Since 2009 we've been in the longest bull-market in history, that's 11 years and counting. However a few metrics like the stock market P/E, the call to put ratio and of course the Shiller P/E suggest a great crash is coming in-between the levels of 1929 and the dot.com bubble. Mean reversion historically is inevitable and the Fed's printing money experiment could end in disaster for the stock market in late 2021 or 2022. You can read Jeremy Grantham's Last Dance article here. You are likely well aware of Michael Burry's predicament as well. It's easier for you just to skim through two related videos on this topic of a stock market crash. Michael Burry's Warning see this YouTube. Jeremy Grantham's Warning See this YouTube. Typically when there is a major event in the world, there is a crash and then a bear market and a recovery that takes many many months. In March, 2020 that's not what we saw since the Fed did some astonishing things that means a liquidity sloth and the risk of a major inflation event. The pandemic represented the quickest decline of at least 30% in the history of the benchmark S&P 500, but the recovery was not correlated to anything but Fed intervention. Since the pandemic clearly isn't disappearing and many sectors such as travel, business travel, tourism and supply chain disruptions appear significantly disrupted - the so-called economic recovery isn't so great. And there's this little problem at the heart of global capitalism today, the stock market just keeps going up. Crashes and corrections typically occur frequently in a normal market. But the Fed liquidity and irresponsible printing of money is creating a scenario where normal behavior isn't occurring on the markets. According to data provided by market analytics firm Yardeni Research, the benchmark index has undergone 38 declines of at least 10% since the beginning of 1950. Since March, 2020 we've barely seen a down month. September, 2020 was flat-ish. The S&P 500 has more than doubled since those lows. Look at the angle of the curve: The S&P 500 was 735 at the low in 2009, so in this bull market alone it has gone up 6x in valuation. That's not a normal cycle and it could mean we are due for an epic correction. I have to agree with the analysts who claim that the long, long bull market since 2009 has finally matured into a fully-fledged epic bubble. There is a complacency, buy-the dip frenzy and general meme environment to what BigTech can do in such an environment. The weight of Apple, Amazon, Alphabet, Microsoft, Facebook, Nvidia and Tesla together in the S&P and Nasdaq is approach a ridiculous weighting. When these stocks are seen both as growth, value and companies with unbeatable moats the entire dynamics of the stock market begin to break down. Check out FANG during the pandemic. BigTech is Seen as Bullet-Proof me valuations and a hysterical speculative behavior leads to even higher highs, even as 2020 offered many younger people an on-ramp into investing for the first time. Some analysts at JP Morgan are even saying that until retail investors stop charging into stocks, markets probably don’t have too much to worry about. Hedge funds with payment for order flows can predict exactly how these retail investors are behaving and monetize them. PFOF might even have to be banned by the SEC. The risk-on market theoretically just keeps going up until the Fed raises interest rates, which could be in 2023! For some context, we're more than 1.4 years removed from the bear-market bottom of the coronavirus crash and haven't had even a 5% correction in nine months. This is the most over-priced the market has likely ever been. At the night of the dot-com bubble the S&P 500 was only 1,400. Today it is 4,500, not so many years after. Clearly something is not quite right if you look at history and the P/E ratios. A market pumped with liquidity produces higher earnings with historically low interest rates, it's an environment where dangerous things can occur. In late 1997, as the S&P 500 passed its previous 1929 peak of 21x earnings, that seemed like a lot, but nothing compared to today. For some context, the S&P 500 Shiller P/E closed last week at 38.58, which is nearly a two-decade high. It's also well over double the average Shiller P/E of 16.84, dating back 151 years. So the stock market is likely around 2x over-valued. Try to think rationally about what this means for valuations today and your favorite stock prices, what should they be in historical terms? The S&P 500 is up 31% in the past year. It will likely hit 5,000 before a correction given the amount of added liquidity to the system and the QE the Fed is using that's like a huge abuse of MMT, or Modern Monetary Theory. This has also lent to bubbles in the housing market, crypto and even commodities like Gold with long-term global GDP meeting many headwinds in the years ahead due to a...

  19. F

    Dividend Yield of Preferred Stock on the New York Stock Exchange for United...

    • fred.stlouisfed.org
    json
    Updated Aug 20, 2012
    + more versions
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    (2012). Dividend Yield of Preferred Stock on the New York Stock Exchange for United States [Dataset]. https://fred.stlouisfed.org/series/M13048USM156NNBR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Aug 20, 2012
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Area covered
    United States
    Description

    Graph and download economic data for Dividend Yield of Preferred Stock on the New York Stock Exchange for United States (M13048USM156NNBR) from Jan 1910 to Apr 1964 about dividends, stock market, NY, yield, interest rate, interest, rate, and USA.

  20. S&P 500: A Bull or a Bear? (Forecast)

    • kappasignal.com
    Updated Apr 8, 2024
    + more versions
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    KappaSignal (2024). S&P 500: A Bull or a Bear? (Forecast) [Dataset]. https://www.kappasignal.com/2024/04/s-500-bull-or-bear.html
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    Dataset updated
    Apr 8, 2024
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    S&P 500: A Bull or a Bear?

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

Share
FacebookFacebook
TwitterTwitter
Email
Click to copy link
Link copied
Close
Cite
(2025). Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates [Dataset]. https://fred.stlouisfed.org/series/EMVMACROINTEREST

Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates

EMVMACROINTEREST

Explore at:
jsonAvailable download formats
Dataset updated
Nov 6, 2025
License

https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

Description

Graph and download economic data for Equity Market Volatility Tracker: Macroeconomic News and Outlook: Interest Rates (EMVMACROINTEREST) from Jan 1985 to Oct 2025 about volatility, uncertainty, equity, interest rate, interest, rate, and USA.

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