S p 500 historical data 1928 book value

I have just updated the dataset to include data up to feb 2018. Price to book ratio historical data market to book. In graham s intelligent investor, he calculates a metric earning book value. The price to book ratio is a fundamental measure to value stocks by comparing a companys book value to its market price. For a period of time i have been developing algorithms and backtesting for my retail automated trading purposes. Historical daily prices spreadsheet with closing prices for several indexes. The data can be viewed in daily, weekly or monthly time intervals. Performance is calculated as the % change from the last trading day of each year from the last trading day of the previous year. An extensive collection of significant longterm charts with historical price data back to 1900. The data is presented in a couple of formats to suit different individuals needs or computational limitations. Youll find the closing price, open, high, low and %change for the selected range of dates. Members can click on these charts to see live versions pro members will see complete versions while other members will only see data from 1980 until now. Discover historical prices for f stock on yahoo finance.

In addition, livevol data shop gives users access to more than 16 years of historical options data. Historical returns on stocks, bonds and bills united. The index includes 500 leading companies and covers approximately 80% of available market capitalization. This was basically the end of the boom that followed the end of world war ii. Interactive chart of the dow jones industrial average djia stock market index for the last 100 years. If you need a large cap stock index back to the 1920s then get ibbotsons stock, bond, bill and inflation yearbook. At the foot of the table youll find the data summary for the selected range of dates. Closing price, year open, year high, year low, year close, annual. It is a priceweighted index which tracks the performance of 500 large and wellknown u. Director dealings, financials and forecasts are now only available to subscribers. You can access our data in the tool below, or if you prefer your data in graphical format, in the charts that appear below our tool. Bond rate dividends dividend yield return on bond what is your riskfree rate. Trading economics provides data for 20 million economic indicators from 196 countries including actual values, consensus figures, forecasts, historical time series and news. Estimates of risk premiums from 1928, over the last 40 years and over the last 10 years.

I would like to calculate the same ratio in modern times 19602015 but am having trouble finding this data. The index includes 500 leading companies in leading industries of the u. View daily, weekly or monthly format back to when ford motor company stock was issued. In addition, livevol data shop gives users access to more than 16 years. Mar 20, 2019 for a period of time i have been developing algorithms and backtesting for my retail automated trading purposes. Now however, everything has changed because we here at political calculations. Historical monthend prices spreadsheet with closing prices for several indexes. View historical spx index information to see index performance over time. These charts show longterm historical trends for commonly followed us market indexes. The average annual total return of the index, including dividends, since inception in 1926. Btw, with leverage, there is no reason book value or especially tangible book value even has to be positive. Data is available on several sites, including yahoo, back to the 1950s. Earnings, the denominator of that equation, are quite volatile, however. I have worked with various vendors before, but for the last 3 years i have been working with data, they provide quality i.