自 1956 年以來標準普爾 500 指數的總回報
我正在尋找自 1956 年以來標準普爾 500 指數總回報的月度數據。我查看了 Bloomberg 和 Datastream,但看起來只有 1988 年的數據。
我的理解是,有多個標準普爾 500 總回報指數。每個都有不同的基準年,1936 年、1970 年、1988 年和迄今為止的年份。如果您在bloomberg 上找不到不同指數的程式碼或尋求支持,您可以自己嘗試s&p。
我還能夠找到1970 年在這裡展示(我不確定數據的質量,儘管消息來源證實了我的理解。)
There are four different total-return indices for the Standard & Poor's 500 Index: 1936, 1970, 1988, and year-to-date. Each one uses a different base period. The 1936 and 1970 total return indices were developed for historical use. Dividends are reinvested quarterly from 1936 through 1988 in the 1936 total-return index, and dividends are reinvested monthly from 1970 through 1988 in the 1970 total-return index. The 1988 total-return index is calculated based on daily reinvestment of dividends and uses January 1, 1988, as the base period. The year-to-date total-return index is also calculated assuming daily reinvestment of dividends; however, the base period is the last day of the prior year.