100+ datasets found
  1. T

    United States Stock Market Index Data

    • tradingeconomics.com
    • ar.tradingeconomics.com
    • +15more
    csv, excel, json, xml
    + more versions
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    TRADING ECONOMICS, United States Stock Market Index Data [Dataset]. https://tradingeconomics.com/united-states/stock-market
    Explore at:
    excel, xml, json, 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 3, 1928 - Mar 27, 2025
    Area covered
    United States
    Description

    The main stock market index in the United States (US500) decreased 176 points or 2.99% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from United States. United States Stock Market Index - values, historical data, forecasts and news - updated on March of 2025.

  2. w

    Annual Market Information Indices

    • data.wu.ac.at
    • dtechtive.com
    • +2more
    csv
    Updated Feb 26, 2018
    + more versions
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    https://usmart.io/#/org/dhplg (2018). Annual Market Information Indices [Dataset]. https://data.wu.ac.at/schema/data_gov_ie/NGY1OTg1OTItMmVlZS00YzUzLWI0NzItNzk2YmFhMGM3MmI4
    Explore at:
    csvAvailable download formats
    Dataset updated
    Feb 26, 2018
    Dataset provided by
    https://usmart.io/#/org/dhplg
    License

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

    Description

    House price index is based on average new house price value at loan approval stage and therefore has not been adjusted for changes in the mix of houses and apartments sold. Interest rates is based on building societies mortgage loans, published by Central Statistics Office up to 2007.
    From 2008 interest rates is average rate of all 'mortgage lenders' reporting to the Central Bank.
    From 2014 it is based on the floating rate for new customers as published by the Central Bank (Retail interest rates - Table B2.1). The reason for the drop between 2013 and 2014 is due to the difference in methodology - the 2014 data is the weighted average rate on new loan agreements. Further information can be found here:
    http://www.centralbank.ie/polstats/stats/cmab/Documents/Retail_Interest_Rate_Statistics_Explanatory_Notes.pdf
    Earnings is based on the average weekly earnings of adult workers in manufacturing industries, published by the Central Statistics Office. This series has been updated since 1996 using a new methodology and therefore it is not directly comparable with those for earlier years. House Construction Cost Index is based on the 1st day of the third month of each quarter.
    Consumer Price index is based on the Consumer Price Index, published by the Central Statistics Office.
    The most current data is published on these sheets. Previously published data may be subject to revision. Any change from the originally published data will be highlighted by a comment on the cell in question. These comments will be maintained for at least a year after the date of the value change.

  3. F

    S&P 500

    • fred.stlouisfed.org
    • you.radio.fm
    json
    Updated Mar 26, 2025
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    (2025). S&P 500 [Dataset]. https://fred.stlouisfed.org/series/SP500
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Mar 26, 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.

  4. T

    Japan Stock Market Index (JP225) Data

    • tradingeconomics.com
    • ko.tradingeconomics.com
    • +16more
    csv, excel, json, xml
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    Japan Stock Market Index (JP225) Data [Dataset]. https://tradingeconomics.com/japan/stock-market
    Explore at:
    excel, csv, xml, jsonAvailable 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 5, 1965 - Mar 27, 2025
    Area covered
    Japan
    Description

    The main stock market index in Japan (JP225) decreased 2147 points or 5.38% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from Japan. Japan Stock Market Index (JP225) - values, historical data, forecasts and news - updated on March of 2025.

  5. End-of-Day Pricing Data Namibia Techsalerator

    • kaggle.com
    Updated Aug 23, 2023
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    Techsalerator (2023). End-of-Day Pricing Data Namibia Techsalerator [Dataset]. https://www.kaggle.com/datasets/techsalerator/end-of-day-pricing-data-namibia-techsalerator/code
    Explore at:
    CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
    Dataset updated
    Aug 23, 2023
    Dataset provided by
    Kagglehttp://kaggle.com/
    Authors
    Techsalerator
    Area covered
    Namibia
    Description

    Techsalerator offers an extensive dataset of End-of-Day Pricing Data for all 44 companies listed on the Namibian Stock Exchange (XNAM) in Namibia. This dataset includes the closing prices of equities (stocks), bonds, and indices at the end of each trading session. End-of-day prices are vital pieces of market data that are widely used by investors, traders, and financial institutions to monitor the performance and value of these assets over time.

    Top 5 used data fields in the End-of-Day Pricing Dataset for Namibia:

    1. Equity Closing Price :The closing price of individual company stocks at the end of the trading day.This field provides insights into the final price at which market participants were willing to buy or sell shares of a specific company.

    2. Bond Closing Price: The closing price of various fixed-income securities, including government bonds, corporate bonds, and municipal bonds. Bond investors use this field to assess the current market value of their bond holdings.

    3. Index Closing Price: The closing value of market indices, such as the Botswana stock market index, at the end of the trading day. These indices track the overall market performance and direction.

    4. Equity Ticker Symbol: The unique symbol used to identify individual company stocks. Ticker symbols facilitate efficient trading and data retrieval.

    5. Date of Closing Price: The specific trading day for which the closing price is provided. This date is essential for historical analysis and trend monitoring.

    Top 5 financial instruments with End-of-Day Pricing Data in Namibia:

    Namibia Stock Exchange (NSX) Domestic Company Index: The main index that tracks the performance of domestic companies listed on the Namibia Stock Exchange. This index provides an overview of the overall market performance in Namibia.

    Namibia Stock Exchange (NSX) Foreign Company Index: The index that tracks the performance of foreign companies listed on the Namibia Stock Exchange. This index reflects the performance of international companies operating in Namibia.

    Company X: A prominent Namibian company with diversified operations across various sectors, such as telecommunications, energy, or banking. This company's stock is widely traded on the Namibia Stock Exchange.

    Company Y: A leading financial institution in Namibia, offering banking, insurance, or investment services. This company's stock is actively traded on the Namibia Stock Exchange.

    Company Z: A major player in the Namibian agricultural sector, involved in the production and distribution of agricultural products. This company's stock is listed and actively traded on the Namibia Stock Exchange.

    If you're interested in accessing Techsalerator's End-of-Day Pricing Data for Namibia, please contact info@techsalerator.com with your specific requirements. Techsalerator will provide you with a customized quote based on the number of data fields and records you need. The dataset can be delivered within 24 hours, and ongoing access options can be discussed if needed.

    Data fields included:

    Equity Ticker Symbol Equity Closing Price Bond Ticker Symbol Bond Closing Price Index Ticker Symbol Index Closing Price Date of Closing Price Equity Name Equity Volume Equity High Price Equity Low Price Equity Open Price Bond Name Bond Coupon Rate Bond Maturity Index Name Index Change Index Percent Change Exchange Currency Total Market Capitalization Dividend Yield Price-to-Earnings Ratio (P/E) ‍

    Q&A:

    1. How much does the End-of-Day Pricing Data cost in Namibia ?

    The cost of this dataset may vary depending on factors such as the number of data fields, the frequency of updates, and the total records count. For precise pricing details, it is recommended to directly consult with a Techsalerator Data specialist.

    1. How complete is the End-of-Day Pricing Data coverage in Namibia?

    Techsalerator provides comprehensive coverage of End-of-Day Pricing Data for various financial instruments, including equities, bonds, and indices. Thedataset encompasses major companies and securities traded on Namibia exchanges.

    1. How does Techsalerator collect this data?

    Techsalerator collects End-of-Day Pricing Data from reliable sources, including stock exchanges, financial news outlets, and other market data providers. Data is carefully curated to ensure accuracy and reliability.

    1. Can I select specific financial instruments or multiple countries with Techsalerator's End-of-Day Pricing Data?

    Techsalerator offers the flexibility to select specific financial instruments, such as equities, bonds, or indices, depending on your needs. While the dataset focuses on Botswana, Techsalerator also provides data for other countries and international markets.

    1. How do I pay for this dataset?

    Techsalerator accepts various payment methods, including credit cards, direct transfers, ACH, and wire transfers, facilitating a convenient and secure payment process.

    1. How do I receive the data?

    ‍Techsalerator provides the End-of-Day Pricing Data through multiple delivery methods, such as FTP, SFTP, S3 bucket, or email, ensuring easy access and integration into your systems. The dataset is available in formats like JSON, CSV, TXT, or XLS, allowing seamless data processing.

  6. M

    NASDAQ Composite - 54 Years of Historical Data

    • macrotrends.net
    • new.macrotrends.net
    csv
    Updated Mar 26, 2025
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    NASDAQ Composite - 54 Years of Historical Data [Dataset]. https://www.macrotrends.net/1320/nasdaq-historical-chart
    Explore at:
    csvAvailable download formats
    Dataset updated
    Mar 26, 2025
    Dataset authored and provided by
    MACROTRENDS
    License

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

    Area covered
    World
    Description

    Long term historical dataset of the NASDAQ Composite stock market index since 1971. Historical data is inflation-adjusted using the headline CPI and each data point represents the month-end closing value. The current month is updated on an hourly basis with today's latest value.

  7. T

    China Shanghai Composite Stock Market Index Data

    • tradingeconomics.com
    • jp.tradingeconomics.com
    • +17more
    csv, excel, json, xml
    Updated Mar 27, 2025
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    TRADING ECONOMICS (2025). China Shanghai Composite Stock Market Index Data [Dataset]. https://tradingeconomics.com/china/stock-market
    Explore at:
    xml, csv, excel, jsonAvailable download formats
    Dataset updated
    Mar 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
    Dec 19, 1990 - Mar 27, 2025
    Area covered
    China
    Description

    The main stock market index in China (SHANGHAI) increased 22 points or 0.66% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from China. China Shanghai Composite Stock Market Index - values, historical data, forecasts and news - updated on March of 2025.

  8. T

    United States Stock Market Index Data

    • tradingeconomics.com
    • pl.tradingeconomics.com
    • +2more
    csv, excel, json, xml
    Updated Mar 26, 2025
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    TRADING ECONOMICS (2024). United States Stock Market Index Data [Dataset]. https://tradingeconomics.com/united-states/stock-market??sa=u?ei=ffhqvnvmn5dloatmoocabw&ved=0cjmbebywfq&usg=afqjcngzbcc8p0owixmdsdjcu_endviwgg
    Explore at:
    csv, excel, xml, jsonAvailable download formats
    Dataset updated
    Mar 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
    Jan 3, 1928 - Mar 26, 2025
    Area covered
    United States
    Description

    The main stock market index in the United States (US500) decreased 193 points or 3.28% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from United States. United States Stock Market Index - values, historical data, forecasts and news - updated on March of 2025.

  9. UK House Price Index: data downloads January 2022

    • gov.uk
    • s3.amazonaws.com
    Updated Mar 23, 2022
    + more versions
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    UK House Price Index: data downloads January 2022 [Dataset]. https://www.gov.uk/government/statistical-data-sets/uk-house-price-index-data-downloads-january-2022
    Explore at:
    Dataset updated
    Mar 23, 2022
    Dataset provided by
    GOV.UKhttp://gov.uk/
    Authors
    HM Land Registry
    Area covered
    United Kingdom
    Description

    The UK House Price Index is a National Statistic.

    Create your report

    Download the full UK House Price Index data below, or use our tool to https://landregistry.data.gov.uk/app/ukhpi?utm_medium=GOV.UK&utm_source=datadownload&utm_campaign=tool&utm_term=9.30_23_03_22" class="govuk-link">create your own bespoke reports.

    Download the data

    Datasets are available as CSV files. Find out about republishing and making use of the data.

    Google Chrome is blocking downloads of our UK HPI data files (Chrome 88 onwards). Please use another internet browser while we resolve this issue. We apologise for any inconvenience caused.

    Full file

    This file includes a derived back series for the new UK HPI. Under the UK HPI, data is available from 1995 for England and Wales, 2004 for Scotland and 2005 for Northern Ireland. A longer back series has been derived by using the historic path of the Office for National Statistics HPI to construct a series back to 1968.

    Download the full UK HPI background file:

    Individual attributes files

    If you are interested in a specific attribute, we have separated them into these CSV files:

  10. T

    Russia Stock Market Index MOEX CFD Data

    • tradingeconomics.com
    • ko.tradingeconomics.com
    • +14more
    csv, excel, json, xml
    Updated Mar 26, 2025
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    TRADING ECONOMICS (2025). Russia Stock Market Index MOEX CFD Data [Dataset]. https://tradingeconomics.com/russia/stock-market
    Explore at:
    json, csv, excel, xmlAvailable download formats
    Dataset updated
    Mar 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
    Sep 22, 1997 - Mar 26, 2025
    Area covered
    Russia
    Description

    The main stock market index in Russia (MOEX) increased 264 points or 9.16% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from Russia. Russia Stock Market Index MOEX CFD - values, historical data, forecasts and news - updated on March of 2025.

  11. T

    United States Stock Market Index Data

    • tradingeconomics.com
    • tr.tradingeconomics.com
    • +2more
    csv, excel, json, xml
    Updated Feb 15, 2025
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    TRADING ECONOMICS (2025). United States Stock Market Index Data [Dataset]. https://tradingeconomics.com/united-states/stock-market??sa=u&ei=ffhqvnvmn5dloatmoocabw&ved=0cjmbebywfq&usg=afqjcngzbcc8p0owixmdsdjcu_endviwgg
    Explore at:
    csv, json, excel, xmlAvailable download formats
    Dataset updated
    Feb 15, 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 3, 1928 - Mar 27, 2025
    Area covered
    United States
    Description

    The main stock market index in the United States (US500) decreased 173 points or 2.94% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from United States. United States Stock Market Index - values, historical data, forecasts and news - updated on March of 2025.

  12. w

    Monthly food price estimates by product and market

    • datacatalog.worldbank.org
    html
    + more versions
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    Monthly food price estimates by product and market [Dataset]. https://datacatalog.worldbank.org/search/dataset/0060166/Monthly-food-price-estimates-by-product-and-market
    Explore at:
    htmlAvailable download formats
    License

    https://datacatalog.worldbank.org/public-licenses?fragment=cchttps://datacatalog.worldbank.org/public-licenses?fragment=cc

    Description

    Food price inflation is an important metric to inform economic policy but traditional sources of consumer prices are often produced with delay during crises and only at an aggregate level. This may poorly reflect the actual price trends in rural or poverty-stricken areas, where large populations reside in fragile situations.
    This data set includes food price estimates and is intended to help gain insight in price developments beyond what can be formally measured by traditional methods. The estimates are generated using a machine-learning approach that imputes ongoing subnational price surveys, often with accuracy similar to direct measurement of prices. The data set provides new opportunities to investigate local price dynamics in areas where populations are sensitive to localized price shocks and where traditional data are not available.

    A dataset of monthly food price inflation estimates (aggregated for all food products available in the data) is also available for all countries covered by this modeling exercise.

  13. Price Paid Data

    • gov.uk
    • sasastunts.com
    Updated Mar 3, 2025
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    Price Paid Data [Dataset]. https://www.gov.uk/government/statistical-data-sets/price-paid-data-downloads
    Explore at:
    Dataset updated
    Mar 3, 2025
    Dataset provided by
    GOV.UKhttp://gov.uk/
    Authors
    HM Land Registry
    Description

    Our Price Paid Data includes information on all property sales in England and Wales that are sold for value and are lodged with us for registration.

    Get up to date with the permitted use of our Price Paid Data:
    check what to consider when using or publishing our Price Paid Data

    Using or publishing our Price Paid Data

    If you use or publish our Price Paid Data, you must add the following attribution statement:

    Contains HM Land Registry data © Crown copyright and database right 2021. This data is licensed under the Open Government Licence v3.0.

    Price Paid Data is released under the http://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/" class="govuk-link">Open Government Licence (OGL). You need to make sure you understand the terms of the OGL before using the data.

    Under the OGL, HM Land Registry permits you to use the Price Paid Data for commercial or non-commercial purposes. However, OGL does not cover the use of third party rights, which we are not authorised to license.

    Price Paid Data contains address data processed against Ordnance Survey’s AddressBase Premium product, which incorporates Royal Mail’s PAF® database (Address Data). Royal Mail and Ordnance Survey permit your use of Address Data in the Price Paid Data:

    • for personal and/or non-commercial use
    • to display for the purpose of providing residential property price information services

    If you want to use the Address Data in any other way, you must contact Royal Mail. Email address.management@royalmail.com.

    Address data

    The following fields comprise the address data included in Price Paid Data:

    • Postcode
    • PAON Primary Addressable Object Name (typically the house number or name)
    • SAON Secondary Addressable Object Name – if there is a sub-building, for example, the building is divided into flats, there will be a SAON
    • Street
    • Locality
    • Town/City
    • District
    • County

    January 2025 data (current month)

    The January 2025 release includes:

    • the first release of data for January 2025 (transactions received from the first to the last day of the month)
    • updates to earlier data releases
    • Standard Price Paid Data (SPPD) and Additional Price Paid Data (APPD) transactions

    As we will be adding to the January data in future releases, we would not recommend using it in isolation as an indication of market or HM Land Registry activity. When the full dataset is viewed alongside the data we’ve previously published, it adds to the overall picture of market activity.

    Your use of Price Paid Data is governed by conditions and by downloading the data you are agreeing to those conditions.

    Google Chrome (Chrome 88 onwards) is blocking downloads of our Price Paid Data. Please use another internet browser while we resolve this issue. We apologise for any inconvenience caused.

    We update the data on the 20th working day of each month. You can download the:

    Single file

    These include standard and additional price paid data transactions received at HM Land Registry from 1 January 1995 to the most current monthly data.

    Your use of Price Paid Data is governed by conditions and by downloading the data you are agreeing to those conditions.

    The data is updated monthly and the average size of this file is 3.7 GB, you can download:

    <

  14. T

    Sweden Stock Market Index Data

    • tradingeconomics.com
    • no.tradingeconomics.com
    • +17more
    csv, excel, json, xml
    Updated Apr 25, 2024
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    TRADING ECONOMICS (2024). Sweden Stock Market Index Data [Dataset]. https://tradingeconomics.com/sweden/stock-market
    Explore at:
    csv, excel, xml, jsonAvailable download formats
    Dataset updated
    Apr 25, 2024
    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
    Sep 30, 1986 - Mar 26, 2025
    Area covered
    Sweden
    Description

    The main stock market index in Sweden (Stockholm) increased 140 points or 5.65% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from Sweden. Sweden Stock Market Index - values, historical data, forecasts and news - updated on March of 2025.

  15. J

    The CAPM with Measurement Error: "There's life in the old dog yet!"...

    • journaldata.zbw.eu
    • b2find.dkrz.de
    .dat, .fmt, .gss +8
    Updated Mar 4, 2021
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    Winfried Pohlmeier; Anastasia Simmet; Winfried Pohlmeier; Anastasia Simmet (2021). The CAPM with Measurement Error: "There's life in the old dog yet!" Replication data [Dataset]. http://doi.org/10.15456/jbnst.2019064.103528
    Explore at:
    .out, .fmt, application/vnd.wolfram.mathematica.package, .dat, txt, .gss, pdf, pdb, .inc, csv, .matAvailable download formats
    Dataset updated
    Mar 4, 2021
    Dataset provided by
    ZBW - Leibniz Informationszentrum Wirtschaft
    Authors
    Winfried Pohlmeier; Anastasia Simmet; Winfried Pohlmeier; Anastasia Simmet
    License

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

    Description

    The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper

    1. Monte Carlo Simulation:

    Contains codes and data for simulation study from Section 3.

    Data:

    • MV.mat, MV.txt- monthly data on market capitalization of the 205 stocks of the S&P500 index obtained from DataStream for the period 01.01.1974-01.05.2015

    • sp500_edata.mat - monthly data on close prices of components of S&P500 index for the period 01.01.1974-01.05.2015 processed to obtain excess returns using as a risk free return data on the risk free return from French & Fama database. Description of the price data from DataStream: "The ‘current’ prices taken at the close of market are stored each day. These stored prices are adjusted for subsequent capital actions, and this adjusted figure then becomes the default price offered on all Research programs. " Description of the excess return of the market from French & Fama database : "the excess return on the market, value-weight return of all CRSP firms incorporated in the US and listed on the NYSE, AMEX, or NASDAQ that have a CRSP share code of 10 or 11 at the beginning of month t, good shares and price data at the beginning of t, and good return data for t minus theone-month Treasury bill rate (from Ibbotson Associates)." From the latest file two separate data files were created (see CAPMsim.m):

    • sp500_stocks.txt, sp500_stocks.mat - monthly data on close prices of 205 components of S&P500 index for the period 01.01.1974-01.05.2015

    • FactorData.txt, FactorData.txt - The Fama & French factors from French & Fama database for a period July 1926 - May 2015.

    Codes:

    • CAPMsim.m - the main code that replicates the Monte Carlo simulation of the artificial market and proxy indexes subject to different types of the measurement error.

    • sure.m- obtains the estimated parameters for the SUR system and performs hypothesis testing of the significance of the coefficients.

    2. Empirical Application

    Contains codes and data for empirical application from Section 4.

    Data:

    • data1203.txt - 120 monthly observations on the excess returns on 20 random stocks from S&P500, S&P500 index return, DJIA return from DataStream and excess return of the CRSP index from French & Fama database for a period 01/06/2005-01/05/2015.
    • data1204.txt - 120 monthly observations on the excess returns on 30 stocks from DJIA, S&P500 index return, DJIA return from DataStream and excess return of the CRSP index from French & Fama database for a period 01/06/2005-01/05/2015.

    • DJSTOCKS_60_FF_Z.dat - 60 monthly observations on the excess returns on 30 stocks from DJIA from DataStream and excess return of the CRSP index from French & Fama database for a period 01/06/2010-01/05/2015.

    • DJSTOCKS_60_SP_Z.dat - 60 monthly observations on the excess returns on 30 stocks from DJIA and S&P500 index return from DataStream for a period 01/06/2010-01/05/2015.

      • DJSTOCKS_60_DJ_Z.dat - 60 monthly observations on the excess returns on 30 stocks from DJIA and DJIA return from DataStream for a period 01/06/2010-01/05/2015.
      • STOCKS_60_FF_Z.dat - 60 monthly observations on the excess returns on 20 random stocks from S&P500 from DataStream and excess return of the CRSP index from French & Fama database for a period 01/06/2010-01/05/2015.
      • STOCKS_60_SP_Z.dat - 60 monthly observations on the excess returns on 20 random stocks from S&P500 and S&P500 index return from DataStream for a period 01/06/2010-01/05/2015.
    • STOCKS_60_DJ_Z.dat - 60 monthly observations on the excess returns on 20 random stocks from S&P500 and DJIA return from DataStream for a period 01/06/2010-01/05/2015.

      Description of the variables in the data sets:

    • Z_1, Z_2,...,Z_20,..., Z_30 - returns of individual stocks depending on the data set.

    • For calculation of the returns adjusted prices from DataStream were used (see data from Monte Carlo simulation part). Risk free return is taken from French & Fama database.

    • Time period was shortened from 120 to 60 observations: 01/06/2010-01/05/2015

    • Excess returns from the market and indeces:

      • Z_SP - 60 observations on excess return of the S&P500 from DataStream
      • Z_DJ - 60 observations on excess return of the DJIA from DataStream
      • Z_FF - 60 observations on excess return of the market from French & Fama database

    Codes:

    • load_stocks120.gss - loads the data on the returns of the randomly selected 20 socks of S&P500 and selects last 60 observations
      • load_djstocks120.gss - loads the data on the returns of the 30 socks of the Dow-Jones Industrial Average Index and selects last 60 observations
      • CAPM.prc- contains functions to estimate CAPM model by SUR and Minimum Distance methods
    • CAPM.inc- sets the format for the output files from the GAUSS procedures
    • CAPM_STOCKS20_FF.gss, CAPM_STOCKS20_DJ.gss, CAPM_STOCKS20_SP.gss, CAPM_DJSTOCKS30_FF.gss,CAPM_DJSTOCKS30_DJ.gss,CAPM_DJSTOCKS30_SP.gss - GAUSS procedures to estimate the CAPM models based on particular data set (20 random stocks or 30 stocks from DJIA as well as different market indexes: S&P500, DJIA, CRSP) and generate separate output files. 2019-03-05 11:51:42.893129 The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper
  16. F

    CBOE Volatility Index: VIX

    • fred.stlouisfed.org
    json
    Updated Mar 25, 2025
    + more versions
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    (2025). CBOE Volatility Index: VIX [Dataset]. https://fred.stlouisfed.org/series/VIXCLS
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Mar 25, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for CBOE Volatility Index: VIX (VIXCLS) from 1990-01-02 to 2025-03-24 about VIX, volatility, stock market, and USA.

  17. Toronto Stock Exchange statistics

    • www150.statcan.gc.ca
    • open.canada.ca
    • +2more
    Updated Nov 1, 2023
    + more versions
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    Government of Canada, Statistics Canada (2023). Toronto Stock Exchange statistics [Dataset]. http://doi.org/10.25318/1010012501-eng
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    Dataset updated
    Nov 1, 2023
    Dataset provided by
    Statistics Canadahttps://statcan.gc.ca/en
    Area covered
    Canada
    Description

    This table contains 25 series, with data for years 1956 - present (not all combinations necessarily have data for all years). This table contains data described by the following dimensions (Not all combinations are available): Geography (1 items: Canada ...), Toronto Stock Exchange Statistics (25 items: Standard and Poor's/Toronto Stock Exchange Composite Index; high; Standard and Poor's/Toronto Stock Exchange Composite Index; close; Toronto Stock Exchange; oil and gas; closing quotations; Standard and Poor's/Toronto Stock Exchange Composite Index; low ...).

  18. Turnover in services - index and percentage changes

    • data.europa.eu
    xml
    Updated May 2, 2016
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    Eurostat (2016). Turnover in services - index and percentage changes [Dataset]. https://data.europa.eu/data/datasets/n95mnmmwv7dvyecb8vgyg?locale=en
    Explore at:
    xmlAvailable download formats
    Dataset updated
    May 2, 2016
    Dataset authored and provided by
    Eurostathttps://ec.europa.eu/eurostat
    License

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

    Description

    The dataset "teiis710" has been replaced by "teiis715" since 13/08/2024.

    The objective of the turnover index is to show the development of the market of services. Turnover comprises the totals invoiced by the observation unit during the reference period, and this corresponds to market sales of services supplied to third parties. Turnover also includes all other charges (transport, packaging, etc.) passed on to the customer, even if these charges are listed separately in the invoice. Turnover excludes VAT and other similar deductible taxes directly linked to turnover as well all duties and taxes on services invoiced by the unit. Service is defined as the Nace 2 branches G (Wholesale, retail trade and repair of motor vehicles but retail trade and repair are excluded), H (transportation and storage), I (accommodation and food services activities), J (information and communication), K (financial and insurance activities), L (real estate activities), M (professional, scientific and technical activities) and N (administrative and support service activities). Depending of the countries, the index is compiled either as a Laspeyres type or either as a simple value relative. The current base year is 2021 (Index 2015 = 100). The index is presented in calendar and seasonally adjusted form. Growth rates with respect to the previous quarter (Q/Q-1) are calculated from seasonally and calendar adjusted figures while growth rates with respect to the same quarter of the previous year (Q/Q-4) are calculated from calendar adjusted figures.

  19. M

    U.S. Dollar Index - 43 Years of Historical Data

    • macrotrends.net
    csv
    Updated Mar 25, 2025
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    MACROTRENDS (2025). U.S. Dollar Index - 43 Years of Historical Data [Dataset]. https://www.macrotrends.net/1329/us-dollar-index-historical-chart
    Explore at:
    csvAvailable download formats
    Dataset updated
    Mar 25, 2025
    Dataset authored and provided by
    MACROTRENDS
    License

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

    Area covered
    World
    Description

    Long term historical dataset of the broad price-adjusted U.S. dollar index published by the Federal Reserve. The index is adjusted for the aggregated home inflation rates of all included currencies. The price adjustment is especially important with our Asian and South American trading partners due to their significant inflation episodes of the 80s and 90s.

  20. T

    United States Nahb Housing Market Index

    • tradingeconomics.com
    • de.tradingeconomics.com
    • +17more
    csv, excel, json, xml
    Updated Mar 17, 2025
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    TRADING ECONOMICS (2025). United States Nahb Housing Market Index [Dataset]. https://tradingeconomics.com/united-states/nahb-housing-market-index
    Explore at:
    json, excel, csv, xmlAvailable download formats
    Dataset updated
    Mar 17, 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, 1985 - Mar 31, 2025
    Area covered
    United States
    Description

    Nahb Housing Market Index in the United States decreased to 39 points in March from 42 points in February of 2025. This dataset provides the latest reported value for - United States Nahb Housing Market Index - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

Share
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Cite
TRADING ECONOMICS, United States Stock Market Index Data [Dataset]. https://tradingeconomics.com/united-states/stock-market

United States Stock Market Index Data

United States Stock Market Index - Historical Dataset (1928-01-03/2025-03-27)

Explore at:
23 scholarly articles cite this dataset (View in Google Scholar)
excel, xml, json, 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 3, 1928 - Mar 27, 2025
Area covered
United States
Description

The main stock market index in the United States (US500) decreased 176 points or 2.99% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks this benchmark index from United States. United States Stock Market Index - values, historical data, forecasts and news - updated on March of 2025.

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