Saturday, June 6, 2009

Fundamental historical data.

This article is a continuation of my previous post about historical fundamental data in chart. There is no problem to find historical data for technical analysis. But issue arises with fundamental. For example if you are looking for historical P/E ratio, EPS, sales, revenue etc. I have searched several times on Internet good sources for historical fundamental data and have found couple of sources which I would like to share with you.

Standard & Poor's official website

It used to be better site before they implemented changes at the end of 2008. Because before it provided information like P/E ratios for all global stock markets. Now you can get P/E history, P/BV, dividend yield, P/Cash flow for S&P 500 if you follow the path:

1. Equity Indices
2. United States
3. S&P 500
4. At Data tab choose "Earnings"
5. S&P 500 Historical Average Price to Earnings Ratio

or

4. At Data tab choose "Index level fundamentals"

and you get 5 years historical fundamental data.

Additionally you can price and total return performance for all global stock markets or sector indices. You have to follow the path

1. Equity Indices
2. Global
3. S&P Global BMI Indices
4. Index Data Platform
5. Go to "Global BMI" tab


Robert J. Shiller

Robert J. Shiller is professor at Economic Yale University and has maintaining historical track of S&P 500 index since 1871. Monthly historical data contains price, dividend, earnings, CPI.

It is just simple spreadsheet file where one sheet has data and other sheets are drawing charts price vs. earnings and P/E ration vs. long term interest rates.




Finance Yahoo historical data

And the last way which I will publish for today is small "hack" how to retrieve data from Finance Yahoo site. This is really neat way how to download stock data like EBITDA, EPS, estimated EPS, PEG ratio, P/B, P/E and much more.

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