Total Annual Return of the S&P 500 1925-2001
Category: Business and Money > Economics
Asked by: durangok-ga
List Price: $25.00
08 Jul 2002 07:49 PDT
Expires: 07 Aug 2002 07:49 PDT
Question ID: 37517
I would like the total annual return of the S&P 500 stock index 1925-2001, year by year. Please note that I already have the year by year index values without dividends invested. I want the TOTAL RETURN with dividends reinvested and compounded.
Re: Total Annual Return of the S&P 500 1925-2001
Answered By: morris-ga on 08 Jul 2002 08:49 PDT
Durangok, You can download this data in CSV (comma separated variable) format Global Financial Data at: http://www.globalfindata.com/trial/10040.csv They define "Total Returns" for Stocks as "reflecting returns from both capital appreciation and reinvested dividends." The unity value (beginning of time) comes in the year 1927, when the S&P 90 index was created. The particular data you were interested in happens to be available as their free sample, but you can buy any of their data files fairly cheaply: "Prices: Data from 1980 to present: $35 per file. Data from Inception (the entire file): $55 per file" by following the instructions on their main site at: http://www.globalfindata.com/ They also sell a sort of "all you can eat in 24 hours" option. Of course, there's a certain artificiality to all this since the S&P 500 is a recently created index, from the 1950's, and the old S&P 90 only went back to the late 1920's. Interesting discussion of these issues in the thread "There is a surprising condition of predictability in the otherwise useless January Barometers" by Bob Bronson http://csf.colorado.edu/forums/longwaves/2002/msg00130.html Another data run of S&P total returns (from 1970 on up) with a shorter frequency (monthly dividend reinvestment) is available from the St.Louis Federal Reserve Bank at: http://research.stlouisfed.org/fred/data/business/trsp500 I hope this data is useful to you. Google Search terms: "S&P Total Return" data "S&P 500 Total Return" fred
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