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Q: S & P 500 historical ( Answered,   2 Comments )
Question  
Subject: S & P 500 historical
Category: Business and Money
Asked by: tina34-ga
List Price: $10.00
Posted: 27 Apr 2005 14:11 PDT
Expires: 27 May 2005 14:11 PDT
Question ID: 515053
I would like to know the monthly percent return of the unmanaged S & P
500 Index for the last 10 years
Answer  
Subject: Re: S & P 500 historical
Answered By: pafalafa-ga on 27 Apr 2005 18:01 PDT
 
Hello Tina,


The historical data for the S&P500 index can be found on the Yahoo Finance site at:


http://finance.yahoo.com/q/hp?s=%5ESPX


I set the end date for today, and the start date for ten years
earlier, April 28, 1995.  I also selected "Monthly" for the time
period.  The data that was returned reflects the prices on the first
business day of each month.


The resulting data, themselves, do not show the monthly percent
change, but they do allow for the change to be calculated, which I did
by importing the data into a spreadsheet, and finding the
month-to-month percent difference in closing prices.

The figures are as follows:

S&P 500 Percent Change from previous month:

4/1/2005...............-2.05
3/1/2005...............-1.91
2/1/2005...............1.89
1/3/2005...............-2.53
12/1/2004...............3.25
11/1/2004...............3.86
10/1/2004...............1.4
9/1/2004...............0.94
8/2/2004...............0.23
7/1/2004...............-3.43
6/1/2004...............1.8
5/3/2004...............1.21
4/1/2004...............-1.68
3/1/2004...............-1.64
2/2/2004...............1.22
1/2/2004...............1.73
12/1/2003...............5.08
11/3/2003...............0.71
10/1/2003...............5.5
9/2/2003...............-1.19
8/1/2003...............1.79
7/1/2003...............1.62
6/2/2003...............1.13
5/1/2003...............5.09
4/1/2003...............8.1
3/3/2003...............0.84
2/3/2003...............-1.7
1/2/2003...............-2.74
12/2/2002...............-6.03
11/1/2002...............5.71
10/1/2002...............8.64
9/3/2002...............-11
8/1/2002...............0.49
7/1/2002...............-7.9
6/3/2002...............-7.25
5/1/2002...............-0.91
4/1/2002...............-6.14
3/1/2002...............3.67
2/1/2002...............-2.08
1/2/2002...............-1.56
12/3/2001...............0.76
11/1/2001...............7.52
10/1/2001...............1.81
9/4/2001...............-8.17
8/1/2001...............-6.41
7/2/2001...............-1.07
6/1/2001...............-2.5
5/1/2001...............0.51
4/2/2001...............7.68
3/1/2001...............-6.42
2/1/2001...............-9.23
1/2/2001...............3.46
12/1/2000...............0.41
11/1/2000...............-8.01
10/2/2000...............-0.49
9/1/2000...............-5.35
8/1/2000...............6.07
7/3/2000...............-1.63
6/1/2000...............2.39
5/1/2000...............-2.19
4/3/2000...............-3.08
3/1/2000...............9.67
2/1/2000...............-2.01
1/3/2000...............-5.09
12/1/1999...............5.78
11/1/1999...............1.91
10/1/1999...............6.25
9/1/1999...............-2.86
8/2/1999...............-0.63
7/1/1999...............-3.2
6/1/1999...............5.44
5/3/1999...............-2.5
4/1/1999...............3.79
3/1/1999...............3.88
2/1/1999...............-3.23
1/4/1999...............4.1
12/1/1998...............5.64
11/2/1998...............5.91
10/1/1998...............8.03
9/1/1998...............6.24
8/3/1998...............-14.58
7/1/1998...............-1.16
6/1/1998...............3.94
5/1/1998...............-1.88
4/1/1998...............0.91
3/2/1998...............4.99
2/2/1998...............7.04
1/2/1998...............1.02
12/1/1997...............1.57
11/3/1997...............4.46
10/1/1997...............-3.45
9/2/1997...............5.32
8/1/1997...............-5.75
7/1/1997...............7.81
6/2/1997...............4.35
5/1/1997...............5.86
4/1/1997...............5.84
3/3/1997...............-4.26
2/3/1997...............0.59
1/2/1997...............6.13
12/2/1996...............-2.15
11/1/1996...............7.34
10/1/1996...............2.61
9/3/1996...............5.42
8/1/1996...............1.88
7/1/1996...............-4.57
6/3/1996...............0.23
5/1/1996...............2.29
4/1/1996...............1.34
3/1/1996...............0.79
2/1/1996...............0.69
1/2/1996...............3.26
12/1/1995...............1.74
11/1/1995...............4.1
10/2/1995...............-0.5
9/1/1995...............4.01
8/1/1995...............-0.03
7/3/1995...............3.18
6/1/1995...............2.13
5/1/1995...............3.63
4/28/1995..............


I trust this list fully answers your questions.  

But please don't rate this answer if you find you need additional
information.  Just post a Request for Clarification to let me know
what you need, and I'm at your service.

All the best,

pafalafa-ga
Comments  
Subject: Re: S & P 500 historical
From: omnivorous-ga on 27 Apr 2005 15:10 PDT
 
Tina34 --

The S&P Statistical Analysis is a printed report that you can find at
most public libraries that has monthly returns.

Alternately, you could query each month's numbers for the S&P500 on an
online site like BigCharts.com, put then in a spreadsheet, then run
the return calculations.

Best regards,

Omnivorous-GA
Subject: Re: S & P 500 historical
From: financeeco-ga on 27 Apr 2005 23:39 PDT
 
You can also get the same data from S&P's own website. Notably, their
stats explicitly break out the price return and monthly dividend
yield. Yahoo's index adjusts the returns to include dividends.
Depending on your needs, you might prefer to have the price/dividend
returns separate.

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