Introducing our comprehensive economic calendar, your ultimate resource for tracking major global economic events and their impact on currency and stock market prices. With a vast array of fields including event name, country, previous and current values, and more, our calendar provides you with essential data to make informed financial decisions. Stay ahead of the curve with our real-time updates, ensuring you have access to the latest information every 15 minutes. With this powerful tool at your fingertips, you can confidently navigate the dynamic world of economic events and seize opportunities for success. Don't miss out on this essential resource for staying informed and making calculated moves in the market.

The main stock market index of United States, the US500, fell to 6260 points on July 11, 2025, losing 0.33% from the previous session. Over the past month, the index has climbed 3.55% and is up 11.48% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from United States. United States Stock Market Index - values, historical data, forecasts and news - updated on July of 2025.

The Dow Jones Industrial Average (DJIA) index dropped around ***** points in the four weeks from February 12 to March 11, 2020, but has since recovered and peaked at ********* points as of November 24, 2024. In February 2020 - just prior to the global coronavirus (COVID-19) pandemic, the DJIA index stood at a little over ****** points. U.S. markets suffer as virus spreads The COVID-19 pandemic triggered a turbulent period for stock markets – the S&P 500 and Nasdaq Composite also recorded dramatic drops. At the start of February, some analysts remained optimistic that the outbreak would ease. However, the increased spread of the virus started to hit investor confidence, prompting a record plunge in the stock markets. The Dow dropped by more than ***** points in the week from February 21 to February 28, which was a fall of **** percent – its worst percentage loss in a week since October 2008. Stock markets offer valuable economic insights The Dow Jones Industrial Average is a stock market index that monitors the share prices of the 30 largest companies in the United States. By studying the performance of the listed companies, analysts can gauge the strength of the domestic economy. If investors are confident in a company’s future, they will buy its stocks. The uncertainty of the coronavirus sparked fears of an economic crisis, and many traders decided that investment during the pandemic was too risky.

Hong Kong's main stock market index, the HK50, rose to 24140 points on July 11, 2025, gaining 0.46% from the previous session. Over the past month, the index has climbed 0.43% and is up 31.96% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Hong Kong. Hong Kong Stock Market Index (HK50) - values, historical data, forecasts and news - updated on July of 2025.

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.

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...

Between March 4 and March 11, 2020, the S&P 500 index declined by ** percent, descending into a bear market. On March 12, 2020, the S&P 500 plunged *** 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 ******** 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 2 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 ***** on February 19, 2020. However, just over 3 weeks later, the market closed on *****, which represented a decline of around ** percent in only 16 sessions.

United Kingdom's main stock market index, the GB100, fell to 8941 points on July 11, 2025, losing 0.38% from the previous session. Over the past month, the index has climbed 0.63% and is up 8.34% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from United Kingdom. United Kingdom Stock Market Index (GB100) - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for Dow Jones Industrial Average (DJIA) from 2015-07-13 to 2025-07-11 about stock market, average, industry, and USA.

Experimental studies in the area of Psychology and Behavioral Economics have suggested that people change their search pattern in response to positive and negative events. Using Internet search data provided by Google, we investigated the relationship between stock-specific events and related Google searches. We studied daily data from 13 stocks from the Dow-Jones and NASDAQ100 indices, over a period of 4 trading years. Focusing on periods in which stocks were extensively searched (Intensive Search Periods), we found a correlation between the magnitude of stock returns at the beginning of the period and the volume, peak, and duration of search generated during the period. This relation between magnitudes of stock returns and subsequent searches was considerably magnified in periods following negative stock returns. Yet, we did not find that intensive search periods following losses were associated with more Google searches than periods following gains. Thus, rather than increasing search, losses improved the fit between people’s search behavior and the extent of real-world events triggering the search. The findings demonstrate the robustness of the attentional effect of losses.

Throughout the 1920s, prices on the U.S. stock exchange rose exponentially, however, by the end of the decade, uncontrolled growth and a stock market propped up by speculation and borrowed money proved unsustainable, resulting in the Wall Street Crash of October 1929. This set a chain of events in motion that led to economic collapse - banks demanded repayment of debts, the property market crashed, and people stopped spending as unemployment rose. Within a year the country was in the midst of an economic depression, and the economy continued on a downward trend until late-1932.

It was during this time where Franklin D. Roosevelt (FDR) was elected president, and he assumed office in March 1933 - through a series of economic reforms and New Deal policies, the economy began to recover. Stock prices fluctuated at more sustainable levels over the next decades, and developments were in line with overall economic development, rather than the uncontrolled growth seen in the 1920s. Overall, it took over 25 years for the Dow Jones value to reach its pre-Crash peak.

The main stock market index of United States, the US500, fell to 6238 points on July 4, 2025, losing 0.65% from the previous session. Over the past month, the index has climbed 5.04% and is up 12.06% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from United States. United States Stock Market Index - values, historical data, forecasts and news - updated on July of 2025.

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.

Events Tickets Market Outlook

The global events tickets market size was valued at approximately USD 68.5 billion in 2023 and is projected to reach USD 110.3 billion by 2032, growing at a CAGR of 5.4% during the forecast period. This significant growth is driven by the increasing popularity of live events, advancements in digital ticketing platforms, and the rising disposable incomes of consumers worldwide.

The burgeoning growth of the events tickets market is primarily fueled by the relentless rise in live entertainment and sports events, which have become a vital part of social and cultural life. The proliferation of music festivals, concerts, theatrical performances, and sporting events has created a robust demand for event tickets. Additionally, the growing trend of experiential spending, where consumers prioritize spending on experiences over material goods, further propels the market. Technological advancements, particularly in mobile ticketing and blockchain technology, enhance the convenience and security of purchasing tickets, thus driving market growth.

Another significant growth factor is the increasing integration of advanced technologies such as artificial intelligence and machine learning into ticketing platforms. These technologies optimize customer experiences by providing personalized recommendations and dynamic pricing models. Furthermore, the implementation of augmented reality (AR) and virtual reality (VR) in events offers immersive experiences, thus attracting a broader audience and boosting ticket sales. The widespread adoption of mobile payments and digital wallets also facilitates seamless transactions, contributing to market expansion.

The shift of ticket sales from traditional offline methods to online platforms has revolutionized the events tickets market. Online ticketing platforms offer several advantages, including ease of access, a wide range of options, and secure payment gateways, which enhance user satisfaction. The convenience of purchasing tickets from anywhere at any time, coupled with the ability to compare prices and read reviews, has led to a substantial increase in online ticket sales. Moreover, social media marketing and influencer endorsements play a pivotal role in promoting events and driving ticket sales, particularly among younger demographics.

Live Entertainment Platforms have become a cornerstone in the events tickets market, transforming the way audiences engage with performances. These platforms provide a seamless interface for users to discover and access a wide array of live events, from concerts and theater productions to sports and festivals. By leveraging advanced technologies, live entertainment platforms offer personalized recommendations and real-time updates, enhancing the overall user experience. The integration of social media features allows users to share their experiences and connect with fellow enthusiasts, further amplifying the reach and popularity of events. As consumer preferences shift towards digital solutions, live entertainment platforms are poised to play a pivotal role in driving ticket sales and expanding market reach.

Regionally, North America holds a substantial share of the events tickets market, attributed to the high number of live events, robust digital infrastructure, and the presence of major market players. Europe follows closely, driven by a rich cultural heritage and a high disposable income. The Asia Pacific region is expected to witness the highest growth rate during the forecast period, fueled by rapid urbanization, increasing internet penetration, and a burgeoning middle class with a growing appetite for entertainment. Latin America and the Middle East & Africa regions are also anticipated to experience significant growth, supported by a rising number of events and improving economic conditions.

Type Analysis

The events tickets market is segmented by type into sports, concerts, theater, festivals, and others. Each segment caters to a unique audience and contributes differently to the overall market dynamics. Sports events dominate the market, driven by the global popularity of various sports such as football, basketball, and cricket. Major sports leagues and events like the FIFA World Cup, the Olympics, and the Super Bowl attract millions of spectators, both in-person and online, creating a substantial demand for tickets. Sponsorships, media rights, and merchandise sales further amplify the revenue generated from sports events.

The Long Depression was, by a large margin, the longest-lasting recession in U.S. history. It began in the U.S. with the Panic of 1873, and lasted for over five years. This depression was the largest in a series of recessions at the turn of the 20th century, which proved to be a period of overall stagnation as the U.S. financial markets failed to keep pace with industrialization and changes in monetary policy. Great Depression The Great Depression, however, is widely considered to have been the most severe recession in U.S. history. Following the Wall Street Crash in 1929, the country's economy collapsed, wages fell and a quarter of the workforce was unemployed. It would take almost four years for recovery to begin. Additionally, U.S. expansion and integration in international markets allowed the depression to become a global event, which became a major catalyst in the build up to the Second World War. Decreasing severity When comparing recessions before and after the Great Depression, they have generally become shorter and less frequent over time. Only three recessions in the latter period have lasted more than one year. Additionally, while there were 12 recessions between 1880 and 1920, there were only six recessions between 1980 and 2020. The most severe recession in recent years was the financial crisis of 2007 (known as the Great Recession), where irresponsible lending policies and lack of government regulation allowed for a property bubble to develop and become detached from the economy over time, this eventually became untenable and the bubble burst. Although the causes of both the Great Depression and Great Recession were similar in many aspects, economists have been able to use historical evidence to try and predict, prevent, or limit the impact of future recessions.

Abstract Purpose: The objective of this study is to analyze the impact of changes in credit ratings on the long-term return of Brazilian firms. Design/methodology/approach: We conducted an event study to measure how stock prices in the Brazilian stock exchange (B3) react to rating upgrades and downgrades by Moody’s and S&P. Findings: Our sample presents positive and significant returns measured by the BHAR for ratings downgrades and non-significant ones for upgrades. Our data also show the important role of the previous rating in explaining these results in a non-linear fashion. Originality/value: Our research makes an important contribution to the theory of market efficiency, analyzing the degree of information present in the announcements of credit ratings changes. We also present results for Brazilian companies, correcting gaps pointed out in previous methodologies.

France's main stock market index, the FR40, fell to 7829 points on July 11, 2025, losing 0.92% from the previous session. Over the past month, the index has climbed 0.83% and is up 1.36% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from France. France Stock Market Index (FR40) - values, historical data, forecasts and news - updated on July of 2025.

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.

• This is the Historical Stock Market Data of five major Big Tech companies: NVIDIA (NVDA), Apple (AAPL), Microsoft (MSFT), Google (GOOGL), and Amazon (AMZN) over a 15 years from January 1, 2010 to January 1, 2025.
• It includes daily stock data with opening and closing prices, highs, lows and trading volume.
• This dataset serves as a valuable resource for analyzing long term growth trends, volatility and market behavior of leading tech giants.
• By analyzing this dataset, we can gain a deeper understanding of NVDA, AAPL, MSFT, GOOGL, and AMZN's historical stock behavior over 15 years and make predictions about their future performance.

Columns Description:

1. Date: The trading date of the stock data entry.
2. Close_AAPL: Apple’s stock price at market close at the end of the trading days.
3. Close_AMZN: Amazon’s stock price at market close at the end of the trading days.
4. Close_GOOGL: Google’s stock price at market close at the end of the trading days.
5. Close_MSFT: Microsoft’s stock price at the end of the trading days.
6. Close_NVDA: NVIDIA’s stock price at the end of the trading days.
7. High_AAPL: The highest price of Apple’s stock reached during the trading days.
8. High_AMZN: The highest price of Amazon’s stock reached during the trading days.
9. High_GOOGL: The highest price of Google’s stock reached during the trading days.
10. High_MSFT: The highest price of Microsoft’s stock reached during the trading days.
11. High_NVDA: The highest price of NVIDIA’s stock reached during the trading days.
12. Low_AAPL: The lowest price of Apple’s stock reached during the trading days.
13. Low_AMZN: The lowest price of Amazon’s stock reached during the trading days.
14. Low_GOOGL: The lowest price of Google’s stock reached during the trading days.
15. Low_MSFT: The lowest price of Microsoft’s stock reached during the trading days.
16. Low_NVDA: The lowest price NVIDIA’s stock reached during the trading days.
17. Open_AAPL: Apple’s opening stock price at the beginning of the trading days.
18. Open_AMZN: Amazon’s opening stock price at the beginning of the trading days.
19. Open_GOOGL: Google’s opening stock price at the beginning of the trading days.
20. Open_MSFT: Microsoft’s opening stock price at the beginning of the trading days.
21. Open_NVDA: NVIDIA’s opening stock price at the beginning of the trading days.
22. Volume_AAPL: The number of shares traded of Apple’s stock during the trading days.
23. Volume_AMZN: The number of shares traded of Amazon’s stock during the trading days.
24. Volume_GOOGL: The number of shares traded of Google’s stock during the trading days.
25. Volume_MSFT: The number of shares traded of Microsoft’s stock during the trading days.
26. Volume_NVDA: The number of shares traded of NVIDIA’s stock during the trading days.

Usefulness of Data:

1. Trend Analysis: This dataset can be used for the analysis of long term stock price trends for major 5 tech companies. By analyzing this dataset and taking deep insights about the data and stock patterns over 15 years, investors can identify potential opportunities.
2. Volatility and Risk Assessment: The data helps to assess the volatility of 5 big tech companies' stocks by comparing highs and lows and provides the management strategies to the investors.
3. Predictive Modeling: With stock prices, this dataset can be used for developing predictive models such as forecasting future stock prices using techniques such as ARIMA, SARIMAX, or Deep Learning Models.
4. Comparative Analysis: By analyzing this Dataset, researchers and analysts can compare the performance of NVIDIA, Apple, Microsoft, Google, and Amazon over 15 years, which helps to identify trends in the stock market and relative growth between these companies.
5. Market Behavior Understanding: By analyzing how each stock reacts to major market events (e.g., earnings reports & macroeconomic changes, etc.), we can understand the companies' growth & patterns.

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The India B2B events market is experiencing robust growth, projected to reach $534.70 million in 2025 and maintain a Compound Annual Growth Rate (CAGR) of 11.72% from 2025 to 2033. This expansion is driven by several key factors. Firstly, the increasing adoption of digital technologies is transforming the events landscape, with virtual and hybrid events gaining traction, complementing traditional physical events. Secondly, a burgeoning number of businesses across diverse sectors—including Food and Beverage, Public Sector Units (PSUs), Luxury, Banking, Financial Services and Insurance (BFSI), Fast-Moving Consumer Goods (FMCG), Retail, Healthcare, and Automotive—are recognizing the value of B2B events for networking, lead generation, and brand building. The rising disposable incomes and economic growth in India further fuel this market expansion. Furthermore, strategic partnerships and collaborations between event organizers and technology providers are enhancing event experiences, creating more engaging and efficient platforms for attendees. However, the market also faces certain challenges. Competition amongst numerous event management companies necessitates continuous innovation and differentiation. Economic downturns or unforeseen events (like pandemics) can significantly impact event participation and spending. Therefore, successful players must adapt swiftly to changing market conditions, embrace technological advancements, and offer highly targeted and valuable experiences to maintain market share. The market segmentation across platforms (physical and virtual) and end-user verticals allows for focused strategies, maximizing returns in specific niches and minimizing susceptibility to wider market fluctuations. Major players like Sapphire Connect, Mantra, Seventy EMG, and others are actively shaping the market through innovative offerings and strategic acquisitions. This report provides an in-depth analysis of the burgeoning India B2B events market, offering invaluable insights for businesses looking to capitalize on its immense growth potential. With a study period spanning 2019-2033, a base year of 2025, and a forecast period from 2025-2033, this report utilizes data from the historical period (2019-2024) to project future trends and market size in the millions. The report segments the market by platform (physical and virtual events), end-user verticals (Food and Beverage, PSU, Luxury, BFSI, FMCG, Retail, Healthcare, Automotive, and Others), and key players, providing a granular understanding of this dynamic sector. Recent developments include: In March 2024, by bringing together 3,500 exhibitors from across the entire value chain under one roof for the first time, the theme of Bharat Tex 2024 emphasized India’s capability to provide end-to-end textile solutions. Spread across nearly two million square feet and attracting 100,000 visitors, this huge event, staged in New Delhi, was organized by a consortium of 11 textile export promotion councils and sponsored by the country’s Ministry of Textile., In November 2023, a mega B2B food event was organized in Delhi. The mega food festival generated significant interest from foreign and Indian stakeholders, organized in collaboration with ten ministries of government, six commodities commissions, and 25 states. A total of 1208 exhibitors, 14 country pavilions, and significant participation by 715 foreign buyers, 218 domestic buyers, and 97 corporate executives were present at this event. The event brought together a broad range of platforms for highlighting the most recent developments in the food processing industry, covering an area of over 50,000 m2 across seven spaces. The event was attended by 14 delegations from the member states, seven of which were ministers. The distinguished participation of the Netherlands as a partner country and Japan as the focal country further enhanced the global appeal of this event.. Key drivers for this market are: Mobile e-commerce to be the fastest-growing retailing channel due to proliferation of mobile apps and convenience, Retailers develop mobile-friendly strategies to attract young and tech-savvy consumers. Potential restraints include: , Lack of Awareness Among Government Organizations About New Technologies. Notable trends are: Retail Sector to be the Largest End User.