Currency and split-adjusted pricing data across open, close, high, low, volume, adjustment factor, shares outstanding, volume-weighted average price and other data points.

View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

Abstract copyright UK Data Service and data collection copyright owner.

The dataset contains monthly indices of returns for the British equity market covering the period 1825-70. The main data source used is the Course of the Exchange, a stockbroker list for the London Stock Exchange. All common equities from this list are included apart from some stocks for which there is insufficient or missing data and stocks which listed for less than 12 months. Using monthly stock prices from the Course of the Exchange, the team computed capital appreciation, dividend yield and total return for the overall market and for the thirteen industrial/commercial sectors on the market. These returns were computed using three weighting techniques - weighted by market capitalization, weighted by paid-up capital, and equally weighted (or unweighted). Monthly total market capitalization and paid-up capital is also reported for the overall market and for each of the thirteen sectors. In an attempt to control for survivorship bias, adjustments are made to the total returns using three different strategies. Using these strategies, the lower and upper bound estimates of shareholder returns are established.


Main Topics:

The stock indices currently available for the 1825-1870 period are based on a small sample of equity stocks. Indeed, the best index, that of Gayer at al, only covers the period up to 1850. The aim of this study was to construct a comprehensive dataset of British equity prices for the 1825-70 period, using share price data from The Course of the Exchange and The Railway Times. As well as estimating total market capitalisation for the period mentioned, this study also shows sectoral indices. These indices will enable researchers to address three important research questions. Firstly, it will be possible to measure the growth of the market for equity and analyse which sectors contributed to the growth. Secondly, using this data will make it possible to shed some light on the extent to which uncalled capital was used and to determine the riskiness and value of uncalled capital. Thirdly, this study provides the possibility to assess the impact of liberalisation of company law on the development on the equity market.

Namibia NA: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 0.009 % in 2011. This records a decrease from the previous number of 0.010 % for 2010. Namibia NA: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 1.986 % from Dec 1993 (Median) to 2011, with 19 observations. The data reached an all-time high of 17.465 % in 1999 and a record low of 0.009 % in 2011. Namibia NA: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Namibia – Table NA.World Bank: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.; ; World Federation of Exchanges database.; Weighted Average; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Ghana GH: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 7.831 % in 2011. This records a decrease from the previous number of 9.161 % for 2010. Ghana GH: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 9.343 % from Dec 1993 (Median) to 2011, with 19 observations. The data reached an all-time high of 34.886 % in 1994 and a record low of 2.047 % in 1993. Ghana GH: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Ghana – Table GH.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.; ; World Federation of Exchanges database.; Weighted average; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Rwanda RW: Market Capitalization: Listed Domestic Companies as % of GDP data was reported at 25.868 % in 2022. This records a decrease from the previous number of 32.274 % for 2021. Rwanda RW: Market Capitalization: Listed Domestic Companies as % of GDP data is updated yearly, averaging 32.274 % from Dec 2018 (Median) to 2022, with 5 observations. The data reached an all-time high of 35.552 % in 2018 and a record low of 25.868 % in 2022. Rwanda RW: Market Capitalization: Listed Domestic Companies as % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Rwanda – Table RW.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.;World Federation of Exchanges database.;Weighted average;Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Israel IL: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 65.854 % in 2017. This records a decrease from the previous number of 67.344 % for 2016. Israel IL: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 44.111 % from Dec 1979 (Median) to 2017, with 39 observations. The data reached an all-time high of 131.532 % in 2007 and a record low of 10.823 % in 1988. Israel IL: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Israel – Table IL.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.; ; World Federation of Exchanges database.; Weighted average; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Turkey TR: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 26.731 % in 2017. This records an increase from the previous number of 19.887 % for 2016. Turkey TR: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 23.672 % from Dec 1993 (Median) to 2017, with 25 observations. The data reached an all-time high of 44.050 % in 1999 and a record low of 12.201 % in 1998. Turkey TR: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Turkey – Table TR.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.; ; World Federation of Exchanges database.; Weighted average; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Colombia CO: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 19.811 % in 2022. This records a decrease from the previous number of 28.425 % for 2021. Colombia CO: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 38.722 % from Dec 2005 (Median) to 2022, with 18 observations. The data reached an all-time high of 72.776 % in 2010 and a record low of 19.811 % in 2022. Colombia CO: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Colombia – Table CO.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.;World Federation of Exchanges database.;Weighted average;Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Seychelles SC: Market Capitalization: Listed Domestic Companies as % of GDP data was reported at 59.079 % in 2022. This records a decrease from the previous number of 81.395 % for 2021. Seychelles SC: Market Capitalization: Listed Domestic Companies as % of GDP data is updated yearly, averaging 60.820 % from Dec 2018 (Median) to 2022, with 5 observations. The data reached an all-time high of 88.569 % in 2020 and a record low of 15.902 % in 2018. Seychelles SC: Market Capitalization: Listed Domestic Companies as % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Seychelles – Table SC.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.;World Federation of Exchanges database.;Weighted average;Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Argentina AR: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 8.367 % in 2022. This records a decrease from the previous number of 8.581 % for 2021. Argentina AR: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 9.529 % from Dec 1977 (Median) to 2022, with 46 observations. The data reached an all-time high of 27.428 % in 2003 and a record low of 1.001 % in 1984. Argentina AR: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Argentina – Table AR.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.;World Federation of Exchanges database.;Weighted average;Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

This study is based on the historical data for some of the indicators on the Egyptian Stock Exchange (EGX), in order to build a prediction model with high accuracy. Data used in this study are purchased from Egypt for Information Dissemination (EGID) which is a Governmental organization that provides data for EGX. The data contain six stock market indices; for example, EGX-30 index local currency is used for interest estimates and denominated in US dollars. It measures top 30 firms in liquidity and activity. The second index used in this study is EGX-30- Capped which is designed to track performance of the most traded companies in accordance with the rules set for mutual funds. The third index is EGX-70 which aims at providing wider tools for investors to monitor market performance. EGX-100 index as a forth dataset evaluates performance of the 100 active firms, including 30 of EGX- 30 index as well as 70 of EGX-70 index. NIlE index avoids concentration on one industry and therefore has a good representation of various industries/sectors in the economy, and the index is weighted by market capitalization and adjusted by free float. The last index is EGX-50-EWI which tracks top 50 companies in terms of liquidity and activity. The index is designed to balance the impact of price changes among the constituents of the index as they will have a fixed weight of 2% at each quarterly review.

We compile raw data from the Datastream database for all stocks traded on the Spanish equity market. Particularly, we compile the following data series: (i) total return index (RI series), (ii) market value (MV series), (iii) market-to-book equity (PTBV series), (iv) total assets (WC02999 series), (v) return on equity (WC08301 series), (vi) dividend yield (DY series), (vii) price-to-earnings ratio (PE series), and (viii) effective tax rate (WC08346 series). We use the filters suggested by Griffin, Kelly, and Nardari (2010) for the Datastream database to exclude assets other than ordinary shares from our sample. Hence, our sample comprises 443 companies, including all firms that started trading within the time interval under study, as well as those that were delisted. As a proxy for the risk-free rate, we use the three-month Treasury Bill rate for Spain, as provided by the OECD. Accordingly, the dataset comprises the following series:

1. Spain_9_Portfolios_SIZE_BEME: Monthly returns for 9 size-book-to-market equity portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
2. Spain_9_Portfolios_DY_PE: Monthly returns for 9 dividend yield-price-to-earnings ratio, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
3. Spain_9_Portfolios_SIZE_TR: Monthly returns for 9 size-effective tax rate portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
4. Spain_FF_3_Factors: Monthly returns for the constituents of the three classic factors of Fama and French, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
5. Spain_FF_5_Factors: Monthly returns for the constituents of the five factors of Fama and French, following the Fama and French (2015) methodology. (Raw data source: Datastream database)
6. Spain_RF: Three-month Treasury Bill rate for Spain. (Raw data source: OECD)
7. Spain_Avg_Tax_Rate: Value-weighted effective tax rate paid by companies traded in Spain. (Raw data source: Datastream database)

REFERENCES:

Fama, E. F. and French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33, 3–56. Fama, E. F. and French, K. R. (2015). A five-factor asset pricing model. Journal of Financial Economics, 116, 1–22. Griffin, J. M., Kelly, P., and Nardari, F. (2010). Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets. Review of Financial Studies, 23, 3225–3277.

Jamaica JM: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 34.688 % in 2011. This records an increase from the previous number of 29.446 % for 2010. Jamaica JM: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 28.987 % from Dec 1993 (Median) to 2011, with 12 observations. The data reached an all-time high of 62.275 % in 2002 and a record low of 21.266 % in 1995. Jamaica JM: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Jamaica – Table JM.World Bank: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.; ; World Federation of Exchanges database.; Weighted average; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Hungary HU: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 22.679 % in 2017. This records an increase from the previous number of 17.926 % for 2016. Hungary HU: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 19.355 % from Dec 2002 (Median) to 2017, with 16 observations. The data reached an all-time high of 36.371 % in 2006 and a record low of 10.358 % in 2014. Hungary HU: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Hungary – Table HU.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.; ; World Federation of Exchanges database.; Weighted average; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Kenya KE: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 24.318 % in 2011. This records a decrease from the previous number of 36.152 % for 2010. Kenya KE: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 24.246 % from Dec 1993 (Median) to 2011, with 18 observations. The data reached an all-time high of 44.057 % in 2006 and a record low of 8.049 % in 2001. Kenya KE: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Kenya – Table KE.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.; ; World Federation of Exchanges database.; Weighted average; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Romania RO: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 7.607 % in 2011. This records a decrease from the previous number of 8.521 % for 2010. Romania RO: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 7.333 % from Dec 1998 (Median) to 2011, with 14 observations. The data reached an all-time high of 20.428 % in 2006 and a record low of 0.850 % in 1998. Romania RO: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Romania – Table RO.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.; ; World Federation of Exchanges database.; Weighted average; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Belgium BE: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 59.173 % in 2018. This records a decrease from the previous number of 87.400 % for 2017. Belgium BE: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 43.024 % from Dec 1975 (Median) to 2018, with 44 observations. The data reached an all-time high of 97.038 % in 2006 and a record low of 7.911 % in 1980. Belgium BE: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Belgium – Table BE.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.;World Federation of Exchanges database.;Weighted average;Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Italy IT: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 27.295 % in 2014. This records a decrease from the previous number of 28.888 % for 2013. Italy IT: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 38.420 % from Dec 1999 (Median) to 2014, with 16 observations. The data reached an all-time high of 67.296 % in 2000 and a record low of 18.956 % in 2011. Italy IT: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Italy – Table IT.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.; ; World Federation of Exchanges database.; Weighted average; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Austria AT: Market Capitalization: Listed Domestic Companies: % of GDP data was reported at 26.082 % in 2022. This records a decrease from the previous number of 33.902 % for 2021. Austria AT: Market Capitalization: Listed Domestic Companies: % of GDP data is updated yearly, averaging 15.825 % from Dec 1975 (Median) to 2022, with 48 observations. The data reached an all-time high of 61.136 % in 2007 and a record low of 1.198 % in 1998. Austria AT: Market Capitalization: Listed Domestic Companies: % of GDP data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Austria – Table AT.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values.;World Federation of Exchanges database.;Weighted average;Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.