2 Messages
Digest #3298
Messages
Wed Jan 14, 2015 5:12 pm (PST) . Posted by:
electronicjason
All I need is the historical data for NASDAQ, DJIA, and S&P500. Specifically I need the year end close price and year end shares outstanding for each company listed by the three exchanges. I need data for the past six years. I only need the data once so signing up for those subscription services doesn't make much sense.
This data is simple to obtain browsing archives of other world stock exchanges but the big 3 don't have this on their website. They have some historical data but not exactly what I need. Alternatively I'd take historical data of companies listed on each exchange with only year end market cap if it's available (again past 6+ years).
I won't mess around too much with your addin because I don't want to screw it up for everybody else looking for just a little adhoc info here and there. But any idea what I should do to get what I need?
This data is simple to obtain browsing archives of other world stock exchanges but the big 3 don't have this on their website. They have some historical data but not exactly what I need. Alternatively I'd take historical data of companies listed on each exchange with only year end market cap if it's available (again past 6+ years).
I won't mess around too much with your addin because I don't want to screw it up for everybody else looking for just a little adhoc info here and there. But any idea what I should do to get what I need?
Wed Jan 14, 2015 7:02 pm (PST) . Posted by:
"Randy Harmelink" rharmelink
Sounds like a process that would be filled with errors, depending on what
you're doing with the data:
-- What's listed on the exchanges at the end of each calendar year can
change, especially for NASDAQ.
-- Fiscal years and calendar years don't always match
-- You'd have to research splits, dividends, spinoffs, bankruptcies, and
buybacks
I just checked the NASD+DJIA+SP500 universes in P123 -- a backtest showed a
6-10% annual turnover rate, with about 200 companies being added and
deleted each year. Year-end 2008 shows 3351 companies and year-end 2014 has
it down to 2940 companies.
You may want to consider a free trial of P123. Market Cap is one of the
things you can download for all companies of a screen (most data items are
only shown for the top 500 stocks of a screen). So you could run 6 year-end
screens and download the results of each, getting market caps for each
company in the exchanges as of each "point in time".
On Wed, Jan 14, 2015 at 6:12 PM, electronicjason@yahoo.com [smf_addin] <
smf_addin@yahoogroups.com> wrote:
>
> All I need is the historical data for NASDAQ, DJIA, and S&P500.
> Specifically I need the year end close price and year end shares
> outstanding for each company listed by the three exchanges. I need data for
> the past six years. I only need the data once so signing up for those
> subscription services doesn't make much sense.
>
> This data is simple to obtain browsing archives of other world stock
> exchanges but the big 3 don't have this on their website. They have some
> historical data but not exactly what I need. Alternatively I'd take
> historical data of companies listed on each exchange with only year end
> market cap if it's available (again past 6+ years).
>
> I won't mess around too much with your addin because I don't want to screw
> it up for everybody else looking for just a little adhoc info here and
> there. But any idea what I should do to get what I need?
>
you're doing with the data:
-- What's listed on the exchanges at the end of each calendar year can
change, especially for NASDAQ.
-- Fiscal years and calendar years don't always match
-- You'd have to research splits, dividends, spinoffs, bankruptcies, and
buybacks
I just checked the NASD+DJIA+SP500 universes in P123 -- a backtest showed a
6-10% annual turnover rate, with about 200 companies being added and
deleted each year. Year-end 2008 shows 3351 companies and year-end 2014 has
it down to 2940 companies.
You may want to consider a free trial of P123. Market Cap is one of the
things you can download for all companies of a screen (most data items are
only shown for the top 500 stocks of a screen). So you could run 6 year-end
screens and download the results of each, getting market caps for each
company in the exchanges as of each "point in time".
On Wed, Jan 14, 2015 at 6:12 PM, electronicjason@yahoo.com [smf_addin] <
smf_addin@yahoogroups.com> wrote:
>
> All I need is the historical data for NASDAQ, DJIA, and S&P500.
> Specifically I need the year end close price and year end shares
> outstanding for each company listed by the three exchanges. I need data for
> the past six years. I only need the data once so signing up for those
> subscription services doesn't make much sense.
>
> This data is simple to obtain browsing archives of other world stock
> exchanges but the big 3 don't have this on their website. They have some
> historical data but not exactly what I need. Alternatively I'd take
> historical data of companies listed on each exchange with only year end
> market cap if it's available (again past 6+ years).
>
> I won't mess around too much with your addin because I don't want to screw
> it up for everybody else looking for just a little adhoc info here and
> there. But any idea what I should do to get what I need?
>
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