Questions tagged [historical-data]

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

Filter by
Sorted by
Tagged with
0
votes
1answer
412 views

What is the current substitute for the Value Line Composite Index? [closed]

I am trying to use the Value Line Composite Index for a project. Much to my dismay, I just found out that it was discontinued in 2013. Have there been other substitutes developed for this since then? ...
4
votes
1answer
443 views

Where to find CSV or JSON data for publicly traded companies listed with their IPO date?

I found some of this data on Nasdaq's website, but a third of the IPO dates were listed as "n/a".
1
vote
3answers
1k views

Historical 52-week highs data source

I'm new to investing, but am very interested in the workings of the market. Does anyone know of a (preferably free) way to retrieve historical 52-week highs data? Specifically, I would like to analyze ...
1
vote
1answer
236 views

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
1
vote
0answers
654 views

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 ...
3
votes
3answers
393 views

Is a stock's trade size history publicly available? [closed]

For example, if a stock trades 100K shares in a given day then it might have happened in 10 10K-share trades, or 1000 100-share trades, or many other possible combinations. I would like to know this ...
1
vote
0answers
421 views

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-...
4
votes
1answer
2k views

What does it mean to “settle” a short interest trade?

I am trying to understand what exactly happens on "settlement date" as it pertains to short interest in a stock. A similar question was asked here. It refers to the nasdaq.com definition here (and ...
1
vote
0answers
50 views

Historical dividends for all markets and shares?

Is there any service which provides historical dividend data of shares in: US Germany European Union Japan China I search for the historical data of at least the last 20 years, or even more. Ideally ...
3
votes
2answers
4k views

Historical Stock Prices of delisted company [duplicate]

With services like Google Finance or Yahoo Finance it is very convenient to find the historical stock price metric of a listed company, but if the company is not listed, I can't find the data. For ...
1
vote
1answer
70 views

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 ...
0
votes
1answer
552 views

Where can I get a list of all Stocks that were acquired or went bankrupt

I'm looking for a list of stocks from 2005 - present that were delisted from Nasdaq/NYSE due to being acquired/going bankrupt/going private/etc. Where can I get such data online (free or paid)?
3
votes
2answers
1k views

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,...
0
votes
1answer
149 views

Passive vs. active investing past performance comparison/data?

I am looking for past statistical data how on average active investment (managed by fund manager) compares to passive investment (index) in 10 or 20 past years. I intend to compare the average gains ...
3
votes
1answer
176 views

Is there any data that shows how diversifying results in better returns than just sticking to an all-stock portfolio?

Assuming that the money invested is not to be touched for decades (so the risk of temporary market downturns is irrelevant in this case), many suggest that you should still diversify your portfolio ...
0
votes
2answers
91 views

Is there a graphic or dataset way to campare the performance of the main currencies over the years?

Is there a graphic or dataset way to campare the performance of the main currencies over the years? I mean a graph that allows to compare many currencies on the same chart, and not two currencies at ...
3
votes
2answers
174 views

Analyze stock value

If I'm going to analyze the stocks of Apple, Amazon, Google etc. I will find them on Yahoo Finance and see the historical changes in each stock. But sometimes the companies make splits and I see big ...
1
vote
1answer
504 views

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 ...
2
votes
1answer
768 views

Did the New York Stock Exchange ever close on a weekday so they could file paperwork?

I recently heard that the New York Stock Exchange used to close once a week so that they could organized the paper trades. I can't find anything online about it. Does anyone have and insight here.
0
votes
1answer
157 views

Where can one download or subscribe to end of day price data for Tokyo stocks? [closed]

I am looking for free sites to download end-of-day stock data for Tokyo stocks but my efforts have been in vain. The best hope was Yahoo Finance but it does not provide end-of-day data for Tokyo ...
78
votes
11answers
35k views

Why don't banks give access to all your transaction activity?

In the era of big data, I find it surprising that banks and credit card companies only offer access to a ridiculously small number of transactions - often only your last 180 days, if that. The longest ...
2
votes
2answers
5k views

Where can I see the detailed historical data for a specified stock? [closed]

I can find very detailed trading prices via Google Finance for the past 5 days. But for a older moment, Google Finance just can't provide. For example, I want to see the price of TWTR when it's first ...
6
votes
2answers
5k views

Where can I download all stock symbols of all companies “currently listed” and “delisted” as of today?

I am in process of of downloading historical stock data from few sources I have gathered. However, all of them require me to provide stock symbol. I want to download data for all companies. In ...
1
vote
1answer
157 views

Do query services like Google Finance and Yahoo Finance go back to correct busted and adjusted trades?

Do query services like Google Finance and Yahoo Finance go back to correct busted and adjusted trades? In other words, should I re-download yesterday's data if I want to be sure my intraday data ...
14
votes
4answers
2k views

Who owned my shares before me?

I understand that this would not be public info but is is possible for a company/the market to know the full history of individual share ownership? i.e. if I just bought some shares of a company, ...
2
votes
4answers
3k views

Historical company performance data [closed]

I am looking for historical company performance data that goes back at least 10 years. I could pay for it but if it's free it would be fantastic. Company performance indicators that I am looking ...
31
votes
2answers
32k views

Why does Yahoo Finance and Google Finance not match historical prices?

Was working on a different question to ask on here, and realized I might be completely wrong when I realized the historical data on Yahoo and Google are completely different. Therefore I have no idea ...
2
votes
1answer
171 views

Obtaining historical values for a stock

Is there any way, given a stock symbol, to obtain historical data for it? For example, if I want to calculate the 200 day average for a quote I would need the closing price for a add stock for the ...
1
vote
1answer
2k views

Merrill Lynch historical stock prices - where to find?

I am currently working on a project concerning Merrill Lynch (MER) and I need its historical stock prices in order to calculate abnormal returns. However, I cannot find any of them, since it is long ...
1
vote
1answer
53 views

How can I compose a graph of historic data of some arbitrary benchmark?

My company provides pension saving plans through the Great-West Life. They have all bunch of mutual funds and all bunch of PDFs with all bunch of data, including a comparison chart with a so called ...
1
vote
1answer
101 views

How and where to get the time series of the values USDEUR?

I would like to access to the time series of the value of USDEUR with the maximum sampling rate and the maximum length. I would like to do have this time series because: I want to check the ...
4
votes
2answers
4k views

Getting (historical) Standard & Poor Stock Guides [closed]

Chapter 15 of The Intelligent Investor mentions S&P publishes (as of the 1970s) a monthly Stock Guide. Is this still a worthwhile resource? What's the best way to get access to this guide, ...
9
votes
1answer
5k views

Can one see the transactions in the stock market?

Is it possible to see the individual transactions in a certain exchange market (e.g. NYSE) for a certain stock (e.g. GOOG)?
-1
votes
1answer
46 views

Are individual securities transactions archived by the U.S. government?

I'm looking for documentation of historical security trades (buys and sells) and am wondering if there is a U.S. government agency that maintains archives of individual transactions. If so, how long ...
1
vote
2answers
1k views

How can I find data on delisted stocks?

I'm looking for a U.S. stock with the symbol AULT from about 1999. How can I find information about delisted U.S. securities in general? Particularly historical stock prices, market cap, company ...
1
vote
0answers
1k views

Historic (CAGR) of DJIA, S&P500, NASDAQ

Looking for concrete data for a presentation I'll be giving about personal finance. I'm looking for the average market return of the three big indexes from 1950-onwards at least. I've been able to ...
4
votes
1answer
2k 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 ...
1
vote
2answers
2k views

Can GoogleFinance access total return data?

I'd like to be able to access historical total (market) return data with the end goal of creating a rolling return histogram of various asset allocations. However, it looks like the GoogleFinance ...
6
votes
3answers
263 views

Where can I find announcements of official GDP figures for the US and other countries?

Specifically, I'm looking at the Forex markets, and I'm waiting for today's US GDP figures. I'm keeping an eye on the financial papers, but where can I find official sources of information, maybe as ...
-2
votes
2answers
972 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, ...
10
votes
1answer
8k views

Why pay for end-of-day historical prices?

Recently I've started gathering some end-of-day (EOD) prices data for my testing. The first obvious place where such data is freely available is Yahoo Finance site. However I've noticed that many data ...
3
votes
2answers
7k views

do/can credit card companies track individual items purchased and their details?

They track categories How do credit card companies track your purchase categories?, and these are well established, but do they also track the item by UPC or some other convention, the quantity, the ...
1
vote
5answers
8k views

Where can I find accurate historical distribution data for mutual funds?

I've used Yahoo! Finance to get historical price and dividend data in the past. A recent experience has made me question its accuracy and left me searching for a trusted, accurate source. Here is a ...
5
votes
1answer
192 views

Web sites for historical foreign currency exchange rates and inflation data?

Say that I'm watching a Swedish movie from the 1970s where a bank gets robbed and the robbers get away with 10 million SEK. I might then like to know how much that corresponds to in U.S. dollars today,...
20
votes
2answers
42k views

How to find historical stock price for a de-listed or defunct company?

With services like Google Finance or Yahoo Finance it is very convenient to find the historical stock price metric of a listed company, but if the company is not listed, I can't find the data. For ...
4
votes
1answer
6k views

Where can I find historic performance data on Barclays Aggregate Canadian Bond Index?

I'm looking at the Vanguard Canadian Aggregate Bond Index ETF (VAB), and it says it replicates the "Barclays Capital Global Aggregate Canadian Float Adjusted Bond Index". Unfortunately VAB is less ...
1
vote
1answer
183 views

searching for historic exchange rate provider which meets this example data

I'm looking for a provider of historic exchange rates which fits a sample of exchange rates I have. My problem is that I have historic turnovers in GBP which I want to recalculate in EUR. All I know ...
3
votes
2answers
293 views

Protocols and exchange formats for financial data

Wikipedia says: Many banks in the US let customers use personal financial management software to automatically download their bank statements in OFX format. Also, from http://fixprotocol.org/...
2
votes
3answers
1k views

Highest market cap for a company from historical data

I've been checking historical prices for some stocks at Google finance and Yahoo finance but something doesn't quite add up. Taking stock splits into account, Google finance "says" that Microsoft's ...
1
vote
1answer
274 views

DJIA components multipliers

I am doing a research for school and I am looking for a chart with the DJIA companies since 1950 to present and their stock price multiplier each year. Basically something like (values are fictive): ...