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Learning, Sharing, and Teaching => Investor Alley => Topic started by: steevven1 on April 08, 2016, 11:32:21 AM

Title: Need Total Return Data - Help?
Post by: steevven1 on April 08, 2016, 11:32:21 AM

I am looking for a way to easily compute the TOTAL RETURN (dividends reinvested) of the US Total Stock Market Index and the International Total Stock Market Index (ex-US), from exactly 50 years ago TO DATE (like, actually through today's date, or yesterday's would be fine, but not 2010 or 2015, for example). Any resources?

If not, I will settle for S&P 500, DJIA, or another reasonable approximation of the index. I would strongly prefer the total market indices though, if possible. Thank you!

Title: Re: Need Total Return Data - Help?
Post by: GrowingTheGreen on April 08, 2016, 12:26:17 PM

This is the closest thing I've found:

http://www.econ.yale.edu/~shiller/data.htm

Schiller is cool.

Edit: for those too lazy to click, the above links to an excel file that has 100+ years of price and dividend data, including adjustment for inflation if you want it.

Title: Re: Need Total Return Data - Help?
Post by: forummm on April 08, 2016, 01:23:43 PM

This has the last 43 years. You could scrape it from running some "backtests".

https://www.portfoliovisualizer.com/backtest-asset-class-allocation

Title: Re: Need Total Return Data - Help?
Post by: andy85 on April 08, 2016, 01:35:33 PM

The best i can do is for s&p and bills/bonds only...this may not help you since it is through 2015 only, but it may help somebody else.

http://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/histretSP.html

Title: Re: Need Total Return Data - Help?
Post by: steevven1 on April 08, 2016, 02:04:55 PM

Thank you all very much. Any better (per OP) links are appreciated as well.

Title: Re: Need Total Return Data - Help?
Post by: Inquisitive1 on April 08, 2016, 03:44:33 PM

MSCI data sets start in 1970 for price and TR indices, as well as PE, PB and Div yield.
I have these data sets for all developed and many emerging markets. You can easily get recent updates by the MSCI website.

If you are keen just PM me.

Cheers,

Title: Re: Need Total Return Data - Help?
Post by: GregO on April 08, 2016, 04:48:45 PM

Morningstar publishes Total returns:
http://performance.morningstar.com/fund/performance-return.action?t=VTSAX&region=usa&culture=en_US (http://performance.morningstar.com/fund/performance-return.action?t=VTSAX&region=usa&culture=en_US)