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Q: Historical Evolution of Stock Indices ( Answered 4 out of 5 stars,   0 Comments )
Question  
Subject: Historical Evolution of Stock Indices
Category: Business and Money > Finance
Asked by: pantunez-ga
List Price: $100.00
Posted: 31 Aug 2004 12:12 PDT
Expires: 30 Sep 2004 12:12 PDT
Question ID: 395175
I want an excel spreadsheet that shows me in one table and one graph
the monthly historical evolution -from Jan 1990 to August 2004- of the
following stock indices:
1) S&P500 (USA)
2) Merval (Argentina)
3) Bovespa (Brazil)
4) IPC (Mexico)

Request for Question Clarification by omnivorous-ga on 31 Aug 2004 12:32 PDT
Pantunez --

Important question: do you want the raw index for each or do you want
them adjusted for dividends and splits?  The latter may not be
available for all dates and all exchanges.

Best regards,

Omnivorous-GA

Clarification of Question by pantunez-ga on 31 Aug 2004 12:55 PDT
Adjusted please.

Clarification of Question by pantunez-ga on 31 Aug 2004 13:17 PDT
I hope is not too late: If it makes your life easier, use January 1990
as a base = 100, and then just plot the evolution of the indices going
forward from that point .
(always include the table besides the graph please).
pantunez.

Request for Question Clarification by omnivorous-ga on 31 Aug 2004 14:19 PDT
Pantunez --

I can format the sheets to meet your request -- though what Excel
likes to do is track the prices backwards by month (August, 2004 =
month 1; January, 1990 = month 171).

Here's the issue that I'm running into: adjusted closes are available
for each exchange back to these dates:

S&P500: January, 1990 (it's available even farther but that's the span
you've been seeking)
Merval: to October, 1996
Bovespa: though it's existed since 1968, good data's only available to
April 27, 1993.  Here you can see one of the problems: the exchange
was at 24.1 on that date; with Brazilian inflation it's at 22,869 now.
 So, currency adjustments have made for constant changes in the scale
of the Bovespa.
IPC: back to November, 1991

Let me know if this is adequate.  I'm using a good publicly-available
source of time-series data but fear that the older dates will possibly
require a proprietary database (like the Center for Research in
Securities Prices or CRSP database) -- and may have problems in
adjusting for dividends and splits.

Please let me know if this is adequate to meet your needs for this answer.

Best regards,

Omnivorous-GA

Request for Question Clarification by omnivorous-ga on 31 Aug 2004 14:25 PDT
Pantunez --

I sorted everything by date so that prices (generally) go up.  The
problem remains: each has a different starting date.  To get an
identical starting date -- and graph -- we'd count backwards from
today.

Best regards,

Omnivorous-GA

Clarification of Question by pantunez-ga on 31 Aug 2004 14:31 PDT
Hummmm...I'm not completely sure that I understand what's the issue.

If your problem is the dates (that you can not retrieve info exactly
starting on Jan 1990), then go ahead and just give me what you can
find as you say in your note.

If the issue is with the adjustment of the stock indexes, pelase
clarify your question.

I just hope that your not using Yahoo Finance (I could have done the
same). Indeed, I decided to post my question here because Yahoo
FInance couldn't give me info for Merval before November, 2001.

Thanks,

Request for Question Clarification by omnivorous-ga on 31 Aug 2004 14:49 PDT
Pantunez --

Yahoo Finance is an excellent resource and starting point.  I can
supplement it with data from other sources -- particularly newspapers
-- to fill in the missing dates.  But the advantage of a single source
(like CRSP or Yahoo) is that data CAN be adjusted for splits and
dividends.

I'm going to open this answer up to other researchers in hopes they'll
have a better methodology.

Best regards,

Omnivorous-GA

Clarification of Question by pantunez-ga on 31 Aug 2004 16:10 PDT
I apologize for my comment about Yahoo Finance then. You have a
reputation here, and I respect what you do.
Moreover, it seems that you have put some time on this, and that the
info would still be valuable for me. So I'd like to continue with
this.
I disagree though with the option of plotting it backwards considering
August 2004 = 100. What about just adding to the plot each index as we
have good info about then? (i.e., in the plot you would add Merval
from Oct. 1996, getting whatever level the S&P had at that time and
considering it as 100 for Merval). Does that help?
Thanks.

Request for Question Clarification by omnivorous-ga on 31 Aug 2004 17:07 PDT
Pantunez --

Yes: we can do that!  I've been stymied so far in finding a good
source, though I know in a pinch that I can use Wall Street Journal on
microfilm.  However, the caveat remains (particularly with Bovespa,
where adjustments were regularly made for currency): we may not get
apples-to-apples.

BTW, normalizing things to the initial data at 100 is easily done. 
Does that mean 100 for the S&P500 is January, 1990?

If you don't feel that data pulled from Yahoo! Finance alone is worth
the price of the question, don't hesitate to re-price it.  I have
about 2 hours worth of work in here (and probably won't be satisfied
that I've exhausted all of the data sources until I work another hour
on search).  Sure wish that I knew Portugese . . .

Another option for you is to post a second question to allow me or
another researcher to see about finding the balance of the data.  BTW,
it appears that Yahoo and BigCharts, another excellent website, use
similar (if not identical) data.

AND, one last note: I will be travelling Sept. 1-4, making it a little
difficult to post a note here -- though I'll be back on the case in
the afternoon of Sept. 4.

Best regards,

Omnivorous-GA

Clarification of Question by pantunez-ga on 31 Aug 2004 17:12 PDT
I need the info for tomorrow morning. Please go ahead and send me what
you get.  I can't wait until 9/4.
I'd pay the price I originally promised to pay, and i won't open a new question.
Thanks.
Answer  
Subject: Re: Historical Evolution of Stock Indices
Answered By: omnivorous-ga on 31 Aug 2004 17:36 PDT
Rated:4 out of 5 stars
 
Pantunez --

We'll post everything this evening.  Here's what I'll have up for you:
*  4 spreadsheets, one each for SPX, MERV, BUSP and MXX
*  each will have 2 columns, one for the close (adjusted for dividends
and splits) and one normalized to the earliest date for which we have
data.  Note that each index has a different starting date.
*  2 graphs, one with the adjusted close; one with everything normalized to 100

If I've missed anywhere here with the desired format, please let me know.

Best regards,

Omnivorous-GA

Clarification of Answer by omnivorous-ga on 31 Aug 2004 17:37 PDT
My apologies there Pantunez -- I posted the Request for Clarification
in the place of an Answer.  I'll ask the editors to remove it until we
get the REAL one up.

Best regards,

Omnivorous-GA

Request for Answer Clarification by pantunez-ga on 31 Aug 2004 17:53 PDT
Ok, you got it right omnivorous. That deliverable is what I was looking for.
And remember: the sooner, the better.
P.

Clarification of Answer by omnivorous-ga on 31 Aug 2004 20:08 PDT
Pantunez --

The Excel files are at the following 4 locations.  Note that you can
re-size the charts and even change the labelling (but I'm sure that
you knew that).  You'll want to save each of these to your hard disk
for data manipulation.

In case you get a "these files contain links to other files," it's
because we have graph and datasets together.  Just click "update" and
everything should show normally:
http://www.mooneyevents.com/spx.xls
http://www.mooneyevents.com/merv.xls
http://www.mooneyevents.com/bvsp.xls
http://www.mooneyevents.com/ipc.xls

I'd originally compiled the raw data in this file.  It can act as a
backup or crosscheck for you, should files somehow get corrupted. 
This has the graphs on Sheet2 of the Excel document:
http://www.mooneyevents.com/indexes.xls

Best regards,

Omnivorous-GA
pantunez-ga rated this answer:4 out of 5 stars
Thanks. 95% is what I was looking for. A perfect score would have been
to find the data of all the indexes back from January 1990. I'm
satisifed overall.

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