Rabu, 05 Maret 2014

[smf_addin] Digest Number 2991

6 Messages

Digest #2991

Messages

Tue Mar 4, 2014 9:49 am (PST) . Posted by:

"Pete A" option2z

Hey Randy,

Wow, the new files location on your web server is, well, superb. Thank you
for doing it! I can now trash the long list of links I'd gathered to find
documentation items and such.

Fellow members of the board: give it a try. It will answer LOTS of
questions before you ask them, and give Randy more time to do other
interesting things.

Go here: http://ogres-crypt.com/SMF/

(there are NO ogres there.I looked) :)

Pete A

Tue Mar 4, 2014 12:24 pm (PST) . Posted by:

kevin_k_hatch

Hey everyone, I am looking for a free source that will allow me to pull key historical metrics on major indices (S&P 500). I would like to pull the monthly historical P/E, P/B, EPS, etc... in order to create a relative valuation model. Does anyone know where and how I could do this?

Tue Mar 4, 2014 12:51 pm (PST) . Posted by:

mikemcq802

Have you tried looking at S&P's website:
http://us.spindices.com/indices/equity/sp-500 http://us.spindices.com/indices/equity/sp-500
Their "Index Earnings" spreadsheet is available under their Additional Info tab. It has quarterly book, sales, earnings and other metrics in various sheets in that workbook.

Tue Mar 4, 2014 1:07 pm (PST) . Posted by:

kevin_k_hatch

I have looked at their spreadsheet. I might be able to work around the issue of it being quarterly, but its information is not completely up to date (earnings per share for 12/31/2013 are not in the spreadsheet). Do you know how long it takes them to update this information?

Tue Mar 4, 2014 1:19 pm (PST) . Posted by:

mikemcq802

Earnings for quarter ending 12/31/2013 *are* in the spreadsheet.

See Estimates&PEs sheet row #86. That quarter is 97.8% complete which means that percent of companies have reported. When all the companies have reported the quarter is posted to the other sections.

Shiller has monthly values that he interpolates from quarterly data. Although, he isn't any more current than S&P (partly because he relies on their source data). His historical data is impressive but is limited to dividends, earnings, prices, and inflation. See:
http://www.econ.yale.edu/~shiller/data.htm http://www.econ.yale.edu/~shiller/data.htm

Tue Mar 4, 2014 7:08 pm (PST) . Posted by:

infinityholdings@ymail.com

Awesome exactly what I needed. Thank you for the help as always.

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