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4
votes
1answer
777 views

Calculating historic S&P 500 returns

I'm using the S&P 500 data provided by Robert Shiller which goes back to 1871. I've then calculated the percent return for each month, the simple arithmetic average is 0.43%. Calculating the ...
2
votes
1answer
152 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
365 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
51 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
366 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 ...
2
votes
3answers
355 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
45 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
65 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
81 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
5k 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
173 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 ...