S&P 500 Returns

financial · 37 views
financialstochastic

What It Is

S&P 500 daily close-to-close log returns (^GSPC, 1928+). The canonical U.S. equity benchmark; heavy tails, volatility clustering, leverage effects.

Interpretation

Standard analysis sees: heavy-tailed; left-skewed; time-irreversible (sharp rises, slow decay). The atlas finds no named structure, but the source is distinctively extreme on Wasserstein:distributional_stationarity (-2.8z) — beyond what the standard bank predicts for it.

What standard analysis sees
tail heaviness0.94
asymmetry0.02
occupancy0.28
short-range corr0.39
long-range memory0.41
spectral colour0.71
periodicity0.17
complexity0.85
time-irreversibility0.94
volatility clustering0.47
multifractality0.51
dimensionality0.68
nonstationarity0.81
What the atlas adds
Atlas-extreme metrics the standard bank can’t predict for this source
Wasserstein:distributional_stationarity-2.8zbank-miss 1.3σ
Mostow Rigidity:distance_rigidity-2.6zbank-miss 1.9σ
Nonstationarity:ac1_trend-2.4zbank-miss 1.3σ

Composition

dtypefloat64
range[-0.229, 0.1096]
unique values16286 / 16384
mean ± std0.000273 ± 0.0101

Render Gallery

Atlas Position

Nearest neighborDistance
Nikkei Returns2.88
BTC Returns2.97
MFPT Inner Unloaded3.07cross-origin

Open in Atlas →

Which Geometries Light Up

Catch24 › Catch24:CO_trev_1_numrank 4/3062.2184
Catch24 › Catch24:DN_HistogramMode_10rank 303/306-1.0352
Catch24 › Catch24:DN_HistogramMode_5rank 303/306-1.0158
Cayley › Cayley:growth_exponentrank 3/3062.0601
Cayley › Cayley:spectral_gaprank 3/3060.0316
Cayley › Cayley:saturation_radiusrank 306/3060.0080
Nonstationarity › Nonstationarity:ac1_trendrank 302/306-0.1685
Wasserstein › Wasserstein:distributional_stationarityrank 303/3060.8328
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