Author Topic: Need Total Return Data - Help?  (Read 2328 times)

steevven1

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Need Total Return Data - Help?
« 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!

GrowingTheGreen

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Re: Need Total Return Data - Help?
« Reply #1 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.
« Last Edit: April 08, 2016, 01:50:17 PM by GrowingTheGreen »

forummm

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Re: Need Total Return Data - Help?
« Reply #2 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

andy85

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Re: Need Total Return Data - Help?
« Reply #3 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

steevven1

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Re: Need Total Return Data - Help?
« Reply #4 on: April 08, 2016, 02:04:55 PM »
Thank you all very much. Any better (per OP) links are appreciated as well.

Inquisitive1

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Re: Need Total Return Data - Help?
« Reply #5 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,

GregO

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