Questions tagged [historical-data]

For questions about sources for historical financial data and its applications to personal finance.

Filter by
Sorted by
Tagged with
1
vote
1answer
61 views

USA average salary, historical data 1930-now [closed]

Is there a historical data for average salary in USA, maybe not very precise, starting ideally from year 1930? Any type of salary, before or after tax, and any average - mean, median would be ok. P....
-1
votes
0answers
38 views

How can I view hourly historical prices of a security? [closed]

There are plenty of places to view the daily historical prices of securities. However, for what I'm trying to model, daily data won't cut it. Is there any way to get historical hourly prices of ...
0
votes
1answer
69 views

Why did the VIX trade for so much around Q4 2011?

It looks like the TVIX in 2011 was trading at some unimaginable prices. $2B USD? Marketwatch has these same numbers. Were these numbers real? How? This seems like an amazing bit of trivia from ...
21
votes
5answers
4k views

History of marginal-rate taxation in the US

I recently came across an article that made me think about marginal tax rates in the US. Specifically, in the fourth paragraph there is the statement: He once asked me to explain to her that if she ...
1
vote
0answers
23 views

Historical Actual and Estimated Earnings announcements for EUROPEAN listed companies! [closed]

I am searching a reliable database for extracting historical quarterly earnings data (Actual and Estimates) FOR EUROPEAN companies going back at least from January 2014. I have access to WRDS database ...
1
vote
2answers
165 views

I have old stock certificates in Antares Resources Corporation. Does this old stock have any value?

I have a Common Stock certificate for 310 shares of Antares Resources Corporation issued March 24, 1997. The corporate seal shows a 1958 date. I believe the company changed its name and ticker symbol ...
24
votes
2answers
10k views

Did Johnson and Johnson really pay a 25% quarterly dividend in 1978?

I looked through some of the old Dow Jones stocks for a project I'm working on and found some inconsistency with JNJ stock. For a share price of $1.66 they appeared to pay $0.42 in quarterly dividends ...
0
votes
1answer
123 views

How to interpret returns on index funds

I don't quite understand how investing into index funds works, or how to interpret the average historical returns. Let's say that, 10 years ago, I decided to invest $30,000 dollars at the end of each ...
4
votes
2answers
743 views

What kind of stocks were commonly traded in the 70s?

I'm doing a school project on four fictional people who are about to retire in 2020 and have worked since 1975. Three of them consistently invested $1,000 per month (adjusted for inflation) into ...
0
votes
5answers
303 views

Why is interest paid on the outstanding amount instead of the whole amount of a loan?

For a large proportion of loans, why is interest paid on the outstanding amount instead of the entire amount of a loan? For example, for a 100.000 loan with a 10% interest, basic logic would imply ...
0
votes
1answer
34 views

Historical Data For Options? [closed]

Is there a site where I can get historical options data? Where I can see what the price of a particular option was several days ago?
0
votes
1answer
87 views

Where can I get historical stock data from different companies from the 70s to today [closed]

I'm trying to calculate what a person would have earned if he invested all his savings into random stocks until retirement from 1975 to today. Basically I just a need a set of stock market data that ...
2
votes
3answers
142 views

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 "...
-1
votes
1answer
31 views

UK FTSE Sector Indicies Data [closed]

I am trying to find an on source of FTSE ICB indicies from which I can download historical and current data from. for example I can view the current value of such indices here but I want to also ...
1
vote
0answers
60 views

Daily spread measure for products in crypto exchanges?

I'm now trying to trade in crypto, and I want to get a measure of the liquidity of products listed in exchange. Trading volume is a good measure, and easy to obtain. Spread is also a good measure, ...
2
votes
1answer
60 views

How can I view a portfolio's historical performance? [closed]

I have a premium Morningstar subscription. It provides a wealth of information and is mostly enough for my information needs. I'm able to create portfolios and watchlists, and watch their performance ...
2
votes
1answer
165 views

How can I get the historical data of stocks being ranked in Zacks Investment?

I am looking at Zacks Stock Market Research web site and it has rankings for stocks like 'Sell', 'Buy', 'Strong Sell', 'Hold' etc. I would like to retrieve historical data of the stock rankings going ...
4
votes
1answer
263 views

How many ETFs have been closed so far?

I am thinking about investing my money in an ETF as they seem to be a relatively safe way to invest money over a long term (~20 years). However, I don't like the "seem to be". Are there numbers on ...
-1
votes
1answer
70 views

mean vs current values to compute indicators

First time writing a question here! I'm creating a simple bot to trade with stock. It uses indicators such as Moving Averages or Bollinger bands to evaluate the price of the stock and decide whether ...
1
vote
0answers
149 views

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 ...
0
votes
1answer
350 views

Flat lines in candlestick charts

I'm creating software that will perform technical analysis on stock data. I'm using single day sessions. I've noticed data where the open, close, high, and low prices are the same. When I pull these ...
0
votes
2answers
203 views

ExxonMobil stock before fusion in 1998

I was looking at the stock time series of ExxonMobil (traded as XOM) on Yahoo Finance and I noticed that it starts from 1962, while the IPO was in 1978 and the fusion of Exxon and Mobil took place in ...
0
votes
1answer
113 views

CAT & ILS Bonds/funds [closed]

I'm constructing an portfolio with the objective to diversify as much as possible. I would like to include securities that are uncorrelated with the financial markets. The last few days I've been ...
0
votes
1answer
51 views

Complete list of US Public and Private Companies by Sector [closed]

Where is the best place to go for a free public data set of all US private and public US companies by industry or sector?
-3
votes
2answers
106 views

If financial data is distributed by the markets themselves, can market owners manipulate it and change the prices?

In the book of Quantitative Finance by Schmidt, on page five it states: "Some financial markets are organized in exchanges or bourses (e.g., New York Stock Exchange (NYSE)). In other, so-called over-...
2
votes
2answers
157 views

How can I predict future value of annuity given historical data points and using regression?

I have a retirement fund into which I make regular deposits, however the deposits vary to some extent in size. Furthermore, the growth of the account is also dependent on stock prices. I am tracking a ...
1
vote
1answer
101 views

Where can one download monthly index fund prices from the deep past (40+ years) until today? [closed]

In the Four Pillars of Investing (2002), p. 119, William Bernstein suggests that a portfolio divided 50/50 into the SP500 and EAFE indexes (respectively US domestic and foreign stocks) and rebalanced ...
0
votes
1answer
86 views

Why MSFT Earnings Release FY18 Q4 is missing in the SEC filings?

I was checking the validity of the data of some fundamental data provider and used MSFT as an example. I was surprised that it doesn't have the latest MSFT Earnings Release for FY18 Q4. The published ...
1
vote
1answer
169 views

how to interpret DukasCopy historical 'Ask' data

I am downloading Forex historical data on USD/CHF (1Minute chart) from DukasCopy, which contains columns Open, High, Low, Close, Volume I've just recently learnt how the price works - through the ...
0
votes
1answer
132 views

Why does adjusting for inflation work?

In my experience, different products change price at different rates. Even household staples such as bread or cleaning products don't change the same at the same time. So, when talking about the past ...
-1
votes
1answer
260 views

How to get automated data about a stock symbol? [closed]

I'm running a small stock-analysis program on my local machine. To do the analysis over a large amount of historical stock charts, I pull the data form Alphavantage's API using the curl command below. ...
1
vote
1answer
918 views

How to get historical data for stocks in BSE or NSE exchanges in India? [closed]

For research purposes, I need historical data for the last two years or so of companies listed in the National Stock Exchange of India (NSE) or Bombay Stock Exchange (BSE). I looked around in the ...
1
vote
0answers
114 views

OHLC anomalies on Yahoo Finance's data

While looking at BTC-USD data on Yahoo Finance, I was puzzled by the following: Date Open High Low Close* Adj Close** Volume Apr 06, 2017 1,129.87 1,201.55 ...
2
votes
2answers
1k views

Adjusted Historical Stock Prices?

I'm currently doing a university project which required historical stock price data that is adjusted for splits and dividends. I need the adjusted open, close, high, and low. However, all sources I've ...
2
votes
2answers
876 views

Splits shown in historic data in Google Finance vs Yahoo Finance

In various discussions it is often claimed that YahooFinance always processes the splits into their historical data, but GoogleFinance does not. I have an example where GoogleFinance calculates a ...
2
votes
2answers
411 views

How to calculate worth of money N year ago from given inflation value

I want to calculate worth of money N years ago. Based on this post, it can be calculated using CPI, but I want to use given inflation value N years ago. It better if I can get reference(s) of formula ...
2
votes
2answers
1k views

Why is some data missing on google finance for historical quotes

Comparing the data on google finance https://finance.google.com/finance/historical?q=stwd&start=60&num=30&ei=DgUZWqCTBMi2uASdl4u4CQ and on nasdaq http://www.nasdaq.com/symbol/stwd/...
4
votes
3answers
643 views

What is today's price of €15.000 given 15 years ago?

15 years ago my father gave about €15.000 to a family member in exchange for her share in an inheritance (not materialized to this day). Now this family member has changed her mind and she wants to ...
1
vote
1answer
259 views

Why do some services list an IPO date that is well after historical price data you can find elsewhere?

The IPO date I find for the MMM Corporation is 1/13/1978 (http://www.crunchbase.com/ipo/3m-ipo--e0c82f24). Google Finance has price data going back to that date (http://finance.google.com/finance?q=...
2
votes
1answer
2k views

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 ...
2
votes
1answer
215 views

Quandl financial data : unexpected dividend [closed]

I'm using free Quandl financial data to reproduce a view of S&P 500 Dividend Aristocrats. What is important for me is not the result (we can get the list on the internet for free) but I'd like to ...
4
votes
3answers
270 views

Calculating worth of money at different times

I have seen some documentaries mentioning some amount of money in a particular year and then telling how much would it worth today. One such example is on the Wikipedia page of Pablo Escobar, which ...
0
votes
1answer
333 views

Where I can find S&P 500 stock data history? [closed]

I want the history in excel format. Where can I find this?
4
votes
2answers
253 views

How has the country exposure of the FTSE All-World High Dividend Yield Index and the FTSE All-World Index changed with time?

I’m interested in how the country exposure of the FTSE All-World High Dividend Yield Index and the FTSE All-World Index have changed over time (if it has much at all). The index factsheets page here ...
1
vote
3answers
1k views

Where can I find the nominal price of a stock prior a split into multiple companies?

Where can I find the nominal price of a stock prior a split into multiple companies? In my case, I am searching the price of Hewlett Packard before it split into Hewlett Packard Enterprise and HP inc....
0
votes
1answer
493 views

How did historical high tax rates work in practice? [closed]

For at least half of the 20th century, the upper tax bracket rates were very high, over 80% in most cases: How did this work in practice? I contend that the US has always had a significant "rich" ...
4
votes
1answer
113 views

Stock Dividends & Splits: Are they always applied over night?

I'm using historical stock data, and I am wondering if I need to account for dividends, splits, and corporate actions during a trading day? I know that they often occur at the end of the day, and an ...
1
vote
1answer
494 views

bid & ask prices and technical indicators

I have a data set with historical prices (forex but I'm assuming it can be about stocks as well) - open, low, high, close - but there's two of each - bidopen, askopen etc. I want to use those data for ...
2
votes
1answer
185 views

What type of low-cost stock index exchange-traded fund (ETF) would give the best long-term total return?

What type of low-cost stock index exchange-traded fund (ETF) would give the best long-term total return, based on historical stock market data? Would it be a narrow blue chip stock index or a broader ...
6
votes
3answers
4k views

Are there banks or credit card companies that track the items in every purchase?

It's nice to look online and see which transactions I made and when, but I think it would be nicer to see which items were bought as well. So I'm looking for that. I want to start making all my ...