The historical-analysis tag has no wiki summary.
2
votes
1answer
79 views
Is there a step-by-step procedure to find a security's intrinsic value?
Recently I was reading about different fundamental analysis approaches, and specifically about Value Investing, as proposed by Ben Graham and David Dodd. This approach describes a strategy which based ...
-2
votes
2answers
150 views
What is the compound annual growth rate of the major markets?
What historical compound annual growth rates (CAGRs) have the major markets provided? Data as far back as has been recorded is preferable. Specifically I'm looking for returns of:
Short-term, ...
0
votes
2answers
43 views
How do I get a list of the top performing funds between two given dates?
Between dates X and Y return a list of the top performing funds, indexes, ETFs, etc for that date range.
i.e. if a lump sum had been invested at date X, a list of which funds had the top performance ...
-3
votes
1answer
271 views
What is the daily rebalanced leverage ratio that is ideal for the S&P 500 based on past performance?
This question assumes an investor with a very low risk-aversion coefficient. The risk-aversion coefficient is basically the 2nd-derivative of an investor's utility function as a function of money. An ...
1
vote
2answers
152 views
Recommendation on Options Back Testing tool please
Can you recommend a brokerage or stand-alone (paid or free) options back testing tool. I want to be able to easily test a strategy against historical option prices. Probably for most strategies I ...
1
vote
1answer
44 views
Resources for historical performance BEYOND 10 years?
I have looked around MorningStar and Yahoo, but I cannot find an online resource that provides historical stick and mutual fund performance beyond 10 years. Does anyone have a link or suggestion for ...
3
votes
1answer
52 views
Do any sites offer historical valuation statistics?
I am new to investing and just learning the basics such as fundamental analysis. One thing I am interested in is retrieving historical figures such as P/E, PEG, EPS, etc. Does anyone know where this ...
3
votes
2answers
56 views
Contributing factors to historical increase in trading volume
How can the drastic increase in trading volume that begins in the early eighties and extends to the present day be explained? My guess is that advancement in technology has increased the speed and ...
9
votes
3answers
2k views
Data source for historical intra-day bid/ask price data for stocks?
Is there any place to get historical intra-day bid/ask data for stocks? (i.e. pricing information for throughout the trading day, rather than end-of-day prices only?)
Does anyone even keep this data ...
0
votes
2answers
164 views
Buffettesque Speculation in Consumer Sector, legendary-investor -philia?
Some corps in consumer sector are glamoured in many books associating to Graham and W. Buffett, I think even some books by Graham falls into this problem. The books I have covered so far have not ...
