Questions tagged [historical-analysis]
The historical-analysis tag has no usage guidance.
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What will be the effects on the stocks of a mining company if they find a new deposit of metals and minerals
I recently heard of a large mining company called The Metals Company about to mine the Clarion-Clipperton Zone,its larger than all the mineral deposits on land put together .Will this have a ...
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How home prices behaves during and after great inflation 1970s in USA
Is there any chart/data or research on average home prices during 1970s in USA in big cities (NY, LA etc.).
I'm particularly interested in average price per square meter between 1970 to 1985.
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How can charges against company surplus be used to reduce a goodwill account?
I am presently reading the second edition of Security Analysis by Benjamin Graham. In chapter 29, "The Dividend Factor in Common-Stock Analysis", to illustrate the relationship between ...
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Over what time frame should we evaluate whether an active trading strategy is successful?
I have been playing around with some different active trading strategies by looking at historical stock data. However, I am running into some difficulties in how to define whether a strategy actually "...
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What were quarterly values of the MSCI "WMA Private Investor Income Index" (TR) for the last 5-6 years?
In the UK, the WMA indices are quite popular with "wealth management" types for benchmarking performance of clients' multi-asset portfolios.
I'm interested in finding the historic values of the WMA ...
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Strategy or technique for tracking and displaying NAV over time
Does anyone know of a strategy or technique for displaying NAV (Net Asset Value) over time for individual funds? I'm very familiar with Google Sheets (Excel), but I'm open to other suggestions.
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How to analyze personal record? And how to improve recording?
I have the record of my bank account movements back from mid of 2013.
It consisnt of date, 'description', change and balance. There are 1300 entries.
Most of the descriptions are undescriptive, like '...
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Adjusted vs Unadjusted Close price
I have written some code that retrieves the "Close" and "Adjusted Close" price for all the funds available to me via my employers 401k. The code grabs the prices monthly all the way back to 2000 (or ...
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Why did the change in average real mortgage rates in 1973-74 and 1983-84 swing so wildly?
While researching housing price trends, I stumbled across this graph which plots the year over year change in average real mortage rate against time:
Two regions interest me: the approximate period ...
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How can one tell if a company's quarterly financial report represents a profit or loss?
How should I review an organization's quarterly report to determine if they had a profit or loss in their last quarter?
Sample Report
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How to get the historical components of the stock index constituents?
Does anyone know where to get the historical components of the stock indexes (NASDAQ,FTSE,SENSEX)? I want to see which companies existed in stock indexes in 1980 and to see which companies made it to ...
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Total market cap in country, and average p/e per country and continent(europe)
sorry I am not sure to post this question in quant stackexchange or in here. I have posted it previously in the below link https://quant.stackexchange.com/questions/18633/total-market-cap-in-country-...
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historical data for analysing pensions [closed]
It is my contention that one of the benefits of a pension is that it provides a system for age-averaging.
Imagine three people, each born five years apart (say 1960, 1965 and 1970). These three ...
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How to calculate P/E ratio for S&P500 sectors
I want to calculate the P/E ratio for the different sectors in the S&P500. To do this I'm dividing the sector's index price (found on their website) by the sector's earnings per share. When I do ...
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How to systematically find sideways stocks?
Can someone help me?
I would like to be able to analyse stocks based on their movement.
Optically, by reading the charts, it is very easy to see if a chart is moving sideways. But how can I analyse ...
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A calculator that takes into account portfolio rebalancing? [closed]
I'm looking for a calculator that takes into account rebalancing when estimating total returns using historical data.
For example, I'd input the following into the calculator:
I have an initial $10,...
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How to deal with intraday prices conflicting with EOD highs and lows
I am trying to do some analysis for stock data, so every day I download the EOD and Intraday (Minute) data for NYSE, NASDAQ, and AMEX. Usually there are a couple hundred rows of intraday data where ...
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Sources of Free Stock Market (Nasdaq/NYSE) Data - Tick by Tick
I'm a developer and would like to create a stock market replay tool. i.e. I'd like to be able to replay a particular day (or subset of a day) tick by tick to test my trading hypotheses. Oddly, the ...
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Incorporating real-world parameters into simulated(paper) trading
A bit expanding the question asked here, I want to try and test a strategy using a simulated(paper) trading. As a first step, I have tried to find any brokers who provide a convenient simulated ...
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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 ...
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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 ...
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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, ...
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How do I get a list of the top performing funds between two given dates? [closed]
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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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Data source for historical intra-day bid/ask price data for stocks? [closed]
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 ...
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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 ...