As discussed in this thread we rebuilt the past two years of the SP500 estimate series (#SPEPSCY, #SPEPSNY, etc) to make sure we used Sunday’s #'s.
Enclosed is a spreadsheet of the new vs. the old.
-The problem of additional 6 NA’s for 9/13/14 is fixed.
-The bump to 120.81 for SPEPSCY on 9/13/14 disappeared
For the older data it’s interesting that every number is slightly different due to fresher data on Sunday. The peculiar part is that in many cases the # of NA’s has gone up. In other words Sunday’s update invalidated the latest estimate and no new # was available.
We will monitor this data series in the next few weeks to see if recalculating them in the past will produce the same numbers as point-in-time.
Thanks
SP500EPSRebuild.xls (54 KB)