12 datasets found
  1. F

    S&P 500

    • fred.stlouisfed.org
    json
    Updated Jul 11, 2025
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    (2025). S&P 500 [Dataset]. https://fred.stlouisfed.org/series/SP500
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 11, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

    Description

    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.

  2. d

    Daily Treasury Real Yield Curve Rates

    • catalog.data.gov
    • data.wu.ac.at
    Updated Dec 1, 2023
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    Office of Debt Management (2023). Daily Treasury Real Yield Curve Rates [Dataset]. https://catalog.data.gov/dataset/daily-treasury-real-yield-curve-rates
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    Dataset updated
    Dec 1, 2023
    Dataset provided by
    Office of Debt Management
    Description

    These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity. Dataset updated daily every weekday.

  3. f

    Data from: The Earnings/Price Risk Factor in Capital Asset Pricing Models

    • scielo.figshare.com
    xls
    Updated Jun 5, 2023
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    Rafael Falcão Noda; Roy Martelanc; Eduardo Kazuo Kayo (2023). The Earnings/Price Risk Factor in Capital Asset Pricing Models [Dataset]. http://doi.org/10.6084/m9.figshare.20025370.v1
    Explore at:
    xlsAvailable download formats
    Dataset updated
    Jun 5, 2023
    Dataset provided by
    SciELO journals
    Authors
    Rafael Falcão Noda; Roy Martelanc; Eduardo Kazuo Kayo
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    This article integrates the ideas from two major lines of research on cost of equity and asset pricing: multi-factor models and ex ante accounting models. The earnings/price ratio is used as a proxy for the ex ante cost of equity, in order to explain realized returns of Brazilian companies within the period from 1995 to 2013. The initial finding was that stocks with high (low) earnings/price ratios have higher (lower) risk-adjusted realized returns, already controlled by the capital asset pricing model's beta. The results show that selecting stocks based on high earnings/price ratios has led to significantly higher risk-adjusted returns in the Brazilian market, with average abnormal returns close to 1.3% per month. We design asset pricing models including an earnings/price risk factor, i.e. high earnings minus low earnings, based on the Fama and French three-factor model. We conclude that such a risk factor is significant to explain returns on portfolios, even when controlled by size and market/book ratios. Models including the high earnings minus low earnings risk factor were better to explain stock returns in Brazil when compared to the capital asset pricing model and to the Fama and French three-factor model, having the lowest number of significant intercepts. These findings may be due to the impact of historically high inflation rates, which reduce the information content of book values, thus making the models based on earnings/price ratios better than those based on market/book ratios. Such results are different from those obtained in more developed markets and the superiority of the earnings/price ratio for asset pricing may also exist in other emerging markets.

  4. T

    Argentina Stock Market (MERVAL) Data

    • tradingeconomics.com
    • id.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jul 13, 2025
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    TRADING ECONOMICS (2025). Argentina Stock Market (MERVAL) Data [Dataset]. https://tradingeconomics.com/argentina/stock-market
    Explore at:
    excel, json, csv, xmlAvailable download formats
    Dataset updated
    Jul 13, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jun 3, 1991 - Jul 11, 2025
    Area covered
    Argentina
    Description

    Argentina's main stock market index, the Merval, fell to 2008410 points on July 11, 2025, losing 2.92% from the previous session. Over the past month, the index has declined 8.19%, though it remains 17.07% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Argentina. Argentina Stock Market (MERVAL) - values, historical data, forecasts and news - updated on July of 2025.

  5. T

    United States 10 Year TIPS Yield Data

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Nov 5, 2021
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    TRADING ECONOMICS (2021). United States 10 Year TIPS Yield Data [Dataset]. https://tradingeconomics.com/united-states/10-year-tips-yield
    Explore at:
    csv, excel, json, xmlAvailable download formats
    Dataset updated
    Nov 5, 2021
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Feb 3, 1997 - Jul 10, 2025
    Area covered
    United States
    Description

    The yield on 10 Year TIPS Yield eased to 1.98% on July 10, 2025, marking a 0 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.14 points, though it remains 0.04 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for the United States 10 Year TIPS Yield.

  6. T

    Turkey Stock Market Data

    • tradingeconomics.com
    • ar.tradingeconomics.com
    • +13more
    csv, excel, json, xml
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    TRADING ECONOMICS, Turkey Stock Market Data [Dataset]. https://tradingeconomics.com/turkey/stock-market
    Explore at:
    xml, json, excel, csvAvailable download formats
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 2, 1988 - Jul 11, 2025
    Area covered
    Turkey
    Description

    Turkey's main stock market index, the BIST 100, rose to 10362 points on July 11, 2025, gaining 0.30% from the previous session. Over the past month, the index has climbed 8.84%, though it remains 6.35% lower than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Turkey. Turkey Stock Market - values, historical data, forecasts and news - updated on July of 2025.

  7. T

    Silver - Price Data

    • tradingeconomics.com
    • pl.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jul 11, 2025
    + more versions
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    TRADING ECONOMICS (2025). Silver - Price Data [Dataset]. https://tradingeconomics.com/commodity/silver
    Explore at:
    csv, excel, json, xmlAvailable download formats
    Dataset updated
    Jul 11, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 2, 1975 - Jul 11, 2025
    Area covered
    World
    Description

    Silver rose to 38.37 USD/t.oz on July 11, 2025, up 3.65% from the previous day. Over the past month, Silver's price has risen 5.59%, and is up 24.68% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Silver - values, historical data, forecasts and news - updated on July of 2025.

  8. T

    Venezuela Stock Market (IBVC) Data

    • tradingeconomics.com
    • pl.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Aug 25, 2003
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    TRADING ECONOMICS (2003). Venezuela Stock Market (IBVC) Data [Dataset]. https://tradingeconomics.com/venezuela/stock-market
    Explore at:
    xml, json, csv, excelAvailable download formats
    Dataset updated
    Aug 25, 2003
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Apr 25, 2017 - Jul 10, 2025
    Area covered
    Venezuela
    Description

    Venezuela's main stock market index, the IBC, rose to 396202 points on July 10, 2025, gaining 1.00% from the previous session. Over the past month, the index has climbed 13.14% and is up 346.15% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Venezuela. Venezuela Stock Market (IBVC) - values, historical data, forecasts and news - updated on July of 2025.

  9. T

    United States House Price Index YoY

    • tradingeconomics.com
    • fa.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated May 27, 2025
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    TRADING ECONOMICS (2025). United States House Price Index YoY [Dataset]. https://tradingeconomics.com/united-states/house-price-index-yoy
    Explore at:
    json, excel, xml, csvAvailable download formats
    Dataset updated
    May 27, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 31, 1992 - Apr 30, 2025
    Area covered
    United States
    Description

    House Price Index YoY in the United States decreased to 3 percent in April from 3.90 percent in March of 2025. This dataset includes a chart with historical data for the United States FHFA House Price Index YoY.

  10. T

    Australia Stock Market Index Data

    • tradingeconomics.com
    • jp.tradingeconomics.com
    • +12more
    csv, excel, json, xml
    Updated Jul 11, 2025
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    TRADING ECONOMICS (2025). Australia Stock Market Index Data [Dataset]. https://tradingeconomics.com/australia/stock-market
    Explore at:
    json, xml, csv, excelAvailable download formats
    Dataset updated
    Jul 11, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    May 29, 1992 - Jul 11, 2025
    Area covered
    Australia
    Description

    Australia's main stock market index, the ASX200, fell to 8580 points on July 11, 2025, losing 0.11% from the previous session. Over the past month, the index has climbed 0.18% and is up 7.80% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Australia. Australia Stock Market Index - values, historical data, forecasts and news - updated on July of 2025.

  11. T

    Mexico Interest Rate

    • tradingeconomics.com
    • fr.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jun 26, 2025
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    TRADING ECONOMICS (2025). Mexico Interest Rate [Dataset]. https://tradingeconomics.com/mexico/interest-rate
    Explore at:
    excel, json, csv, xmlAvailable download formats
    Dataset updated
    Jun 26, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Oct 14, 2005 - Jun 26, 2025
    Area covered
    Mexico
    Description

    The benchmark interest rate in Mexico was last recorded at 8 percent. This dataset provides - Mexico Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

  12. T

    Pakistan Interest Rate

    • tradingeconomics.com
    • jp.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated May 5, 2025
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    TRADING ECONOMICS (2025). Pakistan Interest Rate [Dataset]. https://tradingeconomics.com/pakistan/interest-rate
    Explore at:
    csv, xml, excel, jsonAvailable download formats
    Dataset updated
    May 5, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Feb 3, 1992 - Jun 16, 2025
    Area covered
    Pakistan
    Description

    The benchmark interest rate in Pakistan was last recorded at 11 percent. This dataset provides - Pakistan Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

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(2025). S&P 500 [Dataset]. https://fred.stlouisfed.org/series/SP500

S&P 500

SP500

Explore at:
82 scholarly articles cite this dataset (View in Google Scholar)
jsonAvailable download formats
Dataset updated
Jul 11, 2025
License

https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

Description

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.

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