Questions tagged [sp500]

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Did I correctly calculate all the elements of the Sortino ratio?

I wish to verify my understanding and correctness of my methodology with this question, when calculating the sortino ratio for the SP500. My base data is the total returns SP500 index from Yahoo ...
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2answers
61 views

How to find/calculate daily S&P500 dividends?

I need a time series with daily dividend data on the S&P500. I understand most dividend data is on a quarterly basis but I'm looking to model short-term effects of COVID-19 on dividends so I need ...
2
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1answer
82 views

Finding ISIN of current/past futures

Where can I find the ISIN of futures on say SP500 eg ESM20? Is there a way to retrieve ISINs for past futures contracts?
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0answers
34 views

Correct way to calculate the S&P500 average CAGR of earnings over 10 years rolling periods

Let's say we have only the following data for the earnings (e) and we calculated for each 10 years period the total earnings growth (G) and its Compounded Annual Growth Rate (AG) \begin{equation} \\...