copy of historical stock market data
Moderator: Aitrus
copy of historical stock market data
Does anyone know where I can locate a copy of historical Daily or Monthly market data going back past 1988 in downloadable format?
I located the monthly S&P500 going back to 1950. Somewhere there has to exist the remainder of the market (like S FUND - DWCPF or Whilshire 4500). All the usual sites only go back to 2004 or 1988 of something in between. I do not need the Yearly data.
thnx
I located the monthly S&P500 going back to 1950. Somewhere there has to exist the remainder of the market (like S FUND - DWCPF or Whilshire 4500). All the usual sites only go back to 2004 or 1988 of something in between. I do not need the Yearly data.
thnx
Re: copy of historical stock market data
Not sure exactly what you're looking for, but the Federal Reserve Bank of St. Louis provides a wide range of downloadable, historic economic data through "FRED."
Re: copy of historical stock market data
Talk to Aitrus, but I think his data only goes back to 1988 when TSP began. There are places where you can download DJIA, S&P500 and NASDAQ historical prices for longer periods, but I haven't found any thing for S & I equivalents.
Launch Date for DWCPF January 30, 1987 so you are not going to find anything further back. https://www.djindexes.com/mdsidx/downlo ... _Sheet.pdf
MSCI EAFE inception date was May 31, 1994 per their fact sheet:
https://www.msci.com/documents/10199/82 ... bc9e07b8ba
http://quantpedia.com/Links/HistoricalData lists different sources of data, types available & cost, if applicable (free data is located at bottom of list).
Launch Date for DWCPF January 30, 1987 so you are not going to find anything further back. https://www.djindexes.com/mdsidx/downlo ... _Sheet.pdf
MSCI EAFE inception date was May 31, 1994 per their fact sheet:
https://www.msci.com/documents/10199/82 ... bc9e07b8ba
http://quantpedia.com/Links/HistoricalData lists different sources of data, types available & cost, if applicable (free data is located at bottom of list).
Re: copy of historical stock market data
Looks like the only places for this kind of data want a subscription and hefty price for it. I located free data that is not exactly what I need but should provide a baseline. Got it at
http://www.econ.yale.edu/~shiller/data.htm
This is his Stock market data used in his book, U.S. Stock Markets 1871-Present and CAPE Ratio.
thanks everyone.
http://www.econ.yale.edu/~shiller/data.htm
This is his Stock market data used in his book, U.S. Stock Markets 1871-Present and CAPE Ratio.
thanks everyone.
Re: copy of historical stock market data
evilanne wrote:Talk to Aitrus, but I think his data only goes back to 1988 when TSP began. There are places where you can download DJIA, S&P500 and NASDAQ historical prices for longer periods, but I haven't found any thing for S & I equivalents.
Launch Date for DWCPF January 30, 1987 so you are not going to find anything further back. https://www.djindexes.com/mdsidx/downlo ... _Sheet.pdf
MSCI EAFE inception date was May 31, 1994 per their fact sheet:
https://www.msci.com/documents/10199/82 ... bc9e07b8ba
http://quantpedia.com/Links/HistoricalData lists different sources of data, types available & cost, if applicable (free data is located at bottom of list).
True, my data goes back to 1988, but that's the date range I was looking for. Wilshire's website has data going back to the 60s or 70s for the Wilshire 4500 (EMW), IIRC.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Re: copy of historical stock market data
tmj100,
Thanks for the link, there was a lot of content & info. I found the confidence indexes interesting
http://som.yale.edu/faculty-research/ou ... confidence
Aitrus,
Per their summary for Wilshire 4500: Monthly history December 31, 1983; Daily history from January 30, 1987 exist. http://wilshire.com/indexinfo/Wilshire- ... Index.html
You can find data under Tools/Index Calculator/History that is downloadable http://wilshire.com/indexcalculator/#
Thanks for the link, there was a lot of content & info. I found the confidence indexes interesting
http://som.yale.edu/faculty-research/ou ... confidence
Aitrus,
Per their summary for Wilshire 4500: Monthly history December 31, 1983; Daily history from January 30, 1987 exist. http://wilshire.com/indexinfo/Wilshire- ... Index.html
You can find data under Tools/Index Calculator/History that is downloadable http://wilshire.com/indexcalculator/#
Re: copy of historical stock market data
Doh! My bad, evilanne. It was a while back that I did the research. Thanks for finding that link for the OP.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Re: copy of historical stock market data
tmj100 wrote:Does anyone know where I can locate a copy of historical Daily or Monthly market data going back past 1988 in downloadable format?
I located the monthly S&P500 going back to 1950. Somewhere there has to exist the remainder of the market (like S FUND - DWCPF or Whilshire 4500). All the usual sites only go back to 2004 or 1988 of something in between. I do not need the Yearly data.
thnx
I have tried myself with no luck. Even contacted the Thrift Savings Board.
Fund Prices2024-03-27
Fund | Price | Day | YTD |
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F | $19.09 | 0.26% | -0.68% |
C | $82.11 | 0.87% | 10.42% |
S | $82.19 | 1.48% | 6.61% |
I | $42.68 | 0.56% | 6.21% |
L2065 | $16.38 | 0.84% | 8.36% |
L2060 | $16.38 | 0.84% | 8.36% |
L2055 | $16.39 | 0.84% | 8.36% |
L2050 | $32.73 | 0.71% | 6.94% |
L2045 | $14.91 | 0.67% | 6.56% |
L2040 | $54.37 | 0.63% | 6.20% |
L2035 | $14.34 | 0.58% | 5.77% |
L2030 | $47.66 | 0.53% | 5.35% |
L2025 | $13.14 | 0.31% | 3.40% |
Linc | $25.60 | 0.24% | 2.79% |