Questions tagged [sp500]

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How to download the record of firms included in the SP100 index?

I need to download a dataset that describes the constituents of the SP100 index over time. I have an account on WRDS and hence I can get the constituents of the SP500 fairly easily, but it seems that ...
Raul Guarini Riva's user avatar
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Free historical data for options [duplicate]

is there a way to get options historical data for free or for a cheap price, let's say 2 years at least for both EOD data and hourly ones for just one underlying instrument such as sp500? Or ...
fede72bari's user avatar
1 vote
1 answer

Why do better-performing index funds not get a higher weight? [closed]

Most financial advisors recommend to inexperienced investors to put a large part of their investment in broad index funds (e.g. SPY). They will usually reiterate that most actively managed funds ...
user2845840's user avatar
1 vote
3 answers

Uncorrelation between SP500 and USDJPY?

I'm planning to start a strategy on SP500 hedging losses on USDJPY, because USD usually goes the opposite of SP500. I'm also considering other symbols (USDCAD, USDCHF, USDX) I just took the charts of ...
Giova Next's user avatar
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Why is the adjusted close equal to the "normal" closing price of the S&P500? (Yahoo finance)

I was looking for both the daily adjusted close and the normal close of the S&P500. On Yahoo Finance i found data that included both of these prices, but the two were identical. These are the R-...
Ton910's user avatar
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Large price adjustment for capitalization-weighted index

Assume we are calculating a value-weighted index of a set of stocks that have more or less the same capitalization. However, one of the stocks has substantially larger price than others (although ...
Kreol's user avatar
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1 vote
2 answers

Pricing binary options

A binary option pays an amount of money if an event takes place and zero otherwise. Binary options are usually used to insure portfolios against large drops in the stock market. On March 25, 2021 the ...
arbitrageandy's user avatar
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How much of historic S&P500 gains are from price appreciation vs. dividends?

Several sources suggest 70% or so of Stock Market (S&P 500) gains are from Dividend payments (according to several sources, below) But dividend payments average for the S&P 500 have been about ...
Clay Nichols's user avatar
1 vote
1 answer

where to find historical ticker data for securities no longer in s&p 500 index?

im looking for the complete intraday ticker data time-series for a number of securities that formerly were part of the s&p 500 index. eg. PGN, Progress Energy Inc, removed from index 2012 because: ...
mrchance's user avatar
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2 answers

Daily US stock price data provider with opening Auction prices

I'm looking for a data provider with historical open auction prices (i.e. not opening trade as found on most providers) for SP500 stocks. This is the price obtained by a MOO order. Thanks.
ladidalimey's user avatar
3 votes
2 answers

How are the divisor of SP500 determined?

I read through the definition of S&P 500, there is no clear explanation of the Divisor. I wonder what is it and where can I read more about it?
Preston Lui's user avatar
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3 answers

What is the difference between ^GSPC and ^SPX in yahoo finance? [closed]

I have understood that both display the same valute (S&P 500) but in ^SPX there are more option's data (more expiries).
Zhadàr's user avatar
2 votes
1 answer

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 ...
Noir's user avatar
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1 vote
2 answers

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 ...
Niek de Meijier's user avatar
2 votes
1 answer

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?
apocalypsis's user avatar
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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} \\...
Marco Demaio's user avatar