Helpful Links for Market & Economic Data
- S&P 500: Yahoo! Finance offers daily price index levels since 1950. While the gauge does go back further (reliable data run through 1926), this is the longest freely available source we’ve found. Additionally, NYU Stern School of Business Professor Aswath Damodaran offers annual total returns (returns including dividends) since 1928.
- MSCI World: The MSCI World Index, part of the suite of developed market indexes, is a gauge measuring 23 developed world countries. For most global investors, measuring against “net” returns will be the most comparable—this means the returns factor in dividends reinvested after deduction of withholding tax, applying the maximum rate applicable to non-resident individuals who do not benefit from double taxation treaties.
- S&P 500 Valuations: The website www.multpl.com has a vast array of freely available historical valuations data, all sourced from Professor Robert Shiller (Yale University). A cautionary note: You’ll need to be careful about which gauge you select. Some are inflation-adjusted and others are not, which can greatly skew your findings. NYU’s Stern School of Business offers annual index earnings from 1960 on.
- The Conference Board’s Leading Economic Indexes (LEIs): The Global Economic Indicators section shows all the LEIs and other indexes published by The Conference Board. Click on each region for detail. While some are of greater value than others—China’s is wholly unproven—the US gauge is about as good a forward-looking indicator of economic conditions out there. In more than half a century, no recession has started when LEI is high and rising.
- The Wall Street Journal’s Data Center provides a wide array of information including bond index returns.
Most of the links below are all sourced from the Federal Reserve Bank of St. Louis’ tremendous FRED database, a hugely expansive source containing thousands of economic data time series. Most are from the US, but there are some time series from other nations, too.
Please note: You will need to refresh these links to get the latest data by adjusting the date ranges. You can adjust these series various ways using the “units” measure found in the “Edit Graph” feature. All of these data are freely downloadable using the export button and citation instructions are also listed in the “Notes” section.
- Consumer Price Index (CPI)
- Core CPI (CPI excluding food and energy prices)
- Personal Consumption Expenditures (PCE) Price Index (The Fed’s preferred inflation measure.)
- Core PCE Price Index (PCE excluding food and energy)
- Consumer Spending (Personal Consumption Expenditures)
- Retail and Food Services Sales
- 10-Year US Treasury Yields
- Yield Spread: 10-Year Minus Effective Fed Funds
- Total Trade (Exports plus Imports, Balance of Payments basis)
- Exports of Goods and Services (Balance of Payments basis)
- Imports of Goods and Services (Balance of Payments basis)
- Industrial Production
- Industrial Production: Manufacturing
- The Institute for Supply Management’s US Manufacturing and Non-manufacturing Purchasing Managers’ Indexes
Primary sources here are Eurostat (the EU and eurozone) and the UK’s Office for National Statistics.
- European Union Quarterly Real GDP Growth (includes country-by-country and Euro Area breakdown) – Note: The 19 eurozone countries are: Austria, Belgium, Cyprus, Estonia, Finland, France, Germany, Greece, Ireland, Italy, Latvia, Lithuania, Luxembourg, Malta, Netherlands, Portugal, Slovakia, Slovenia and Spain.
- European Union Retail Sales Volumes (Month-Over-Month )
- European Union Harmonized Index of Consumer Prices (M/M and Y/Y)
- European Union Harmonized Index of Consumer Prices Ex. Food, Energy, Alcohol and Tobacco (“Core,” M/M and Y/Y)
- UK GDP
- UK Retail Sales
- UK CPI
- Markit PMIs (This is a press release archive including all releases from Markit. There are no publicly available time series we are aware of.)