Questions tagged [historical-data]

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

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2answers
48 views

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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1answer
70 views

Searching for stock risk measure where a value of around 15 is fine

I am reading through some stock analysis documents (unfortunately they don't seem to be available online). They calculate something that they call "risk". For Amazon stocks its around 18 (...
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1answer
43 views

How to find information on bond buyers?

To better assess my bond investments, I want to see what institutions are buying US treasuries in the auctions over the last three months. Just want to see if there is any change in the composition of ...
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0answers
32 views

Why i have different historical prices of AAPL between Quandl and Yahoo Finance? How should I behave in cases like this? [duplicate]

I'm a programmer and recently I'm approaching to the world of trading. Now I'm attempting to obtain historical data of AAPL. This is code for obtaining historical data from Quandl: import datetime ...
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0answers
24 views

Why was the fed discount rate lower than the effective federal funds rate before 2003?

As shown by https://fred.stlouisfed.org/graph/?g=zXIb the federal funds discount rate was mostly lower than the effective federal funds rate before 2003. In that case why didn't all banks borrow from ...
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1answer
56 views

How to Calculate S&P Monthly Average Closing Price?

When I look at monthly S&P 500 prices at a site such as Multpl, they state "all prices are monthly average closing prices." e.g. https://www.multpl.com/s-p-500-historical-prices/table/...
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1answer
175 views

Why do some dates not have any data on the Federal Reserve historical currency data?

Example: https://www.federalreserve.gov/releases/h10/hist/dat00_al.htm Some of the days, such as 12-Nov-01, say ND instead of a price. I assume that this means "No Data", but it's not ...
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2answers
133 views

Why are there so many glitches in stock market (equity) data?

In a recent question (Were the shareholders of ZTNO (Zoom Technologies Inc.) just hustled?), I asked about an equity (stock) that appeared to suddenly go to zero. Other community members helpfully ...
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0answers
26 views

Earnings coverage calculation confusion

I am working my way through security analysis by Benjamin Graham (sixth edition) and have come across some calculations that do not make sense to me. This is the paragraph that precedes the data that ...
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7answers
3k views

How much should retail investors spend on financial data subscriptions?

Retail investors can subscribe to financial data portals such as Morningstar Premium, Yahoo Finance Premium, Value Line, etc. Is there a general guideline on the maximum amount one should spend on ...
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1answer
930 views

If one were to have invested in a 1920 German index fund, when would they have recovered after 1930-40 devaluations?

So I have seen a question recently about safe investments (govt bonds etc), and someone said index funds were safer over a 30 year period, because you would be losing to inflation with the current low ...
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62 views

How can I get a good estimate fo ROI for a franchise opportunity?

So I'm looking into a lesser known but established franchise. It's my first time doing anything like this and I would like to get a good estimate for what my ROI would be. First I tried calling a ...
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1answer
30 views

Schiller Stock Data

I was analysing the data provided by Schiller (http://www.econ.yale.edu/~shiller/data.htm). On the first row (year 1871) the value for CPI index is 12.46. Anyone know the source of this value? I ...
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1answer
87 views

Interpreting ETF historic data

I'm trying to wrap my head around ETFs and am looking at various metrics to compare and trying to understand them, but I'm having some troubles to interpret them. To understand the characteristics of ...
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1answer
62 views

Washington Gas Light Company serial preferred stock $5.00 series [closed]

Where can I find the historical price of this preferred stock, especially for May 2020.
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1answer
112 views

Calculating Sharpe ratio for my trade strategy

I've been analyzing NIFTY 50 with some basic trading strategy where I come in and out of trade continuously. The time frame I'm testing my strategy is 7 years. I'm unable to understand how to ...
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1answer
36 views

Historical stock price of Anadarko Corporation Jan. 8 and May 26, 1983 [duplicate]

I am looking for the common stock price of Anadarko Corporation for January 8 and May 26, 1983. Can anyone help?
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2answers
57 views

Are there full price graphs of currently traded stocks? [closed]

If so, where are they? Robinhood limits graphs to 5 years and TD Ameritrade limits them to 3. I am interested in finding full data of stock prices from the start to now. I am investing in the Dow ...
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1answer
85 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....
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1answer
79 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
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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 ...
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2answers
215 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 ...
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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 ...
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1answer
156 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 ...
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2answers
755 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 ...
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5answers
337 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 ...
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1answer
51 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?
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1answer
118 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 ...
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3answers
149 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 "...
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1answer
35 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 ...
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0answers
63 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
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1answer
63 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 ...
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1answer
483 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 ...
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1answer
264 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 ...
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1answer
83 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 ...
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0answers
197 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 ...
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1answer
853 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 ...
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2answers
365 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 ...
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1answer
187 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 ...
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1answer
53 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?
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2answers
112 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-...
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2answers
170 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 ...
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1answer
110 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 ...
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1answer
89 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 ...
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1answer
379 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 ...
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1answer
133 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 ...
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1answer
284 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. ...
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1answer
1k 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 ...
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0answers
178 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 ...
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2answers
2k views

Adjusted Historical Stock Prices? [closed]

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 ...