Where can I get historical data on UK stock prices going back 100 years or so?
- Thread starter Daal
- Start date
Unlikely you will find anything before the 80's without a professional budget.
At least I've never seen any in my career.
Old data needs to be cleaned up and was often saved by different people at different time/format, providers had to buy them from those various people, aggregate them and clean them, so nobody will give it away for free.
At least I've never seen any in my career.
Old data needs to be cleaned up and was often saved by different people at different time/format, providers had to buy them from those various people, aggregate them and clean them, so nobody will give it away for free.
I got 3 centuries of UK data for free. Only thing I dont have is stock data, everything else (bonds, rates, GDP, inflation) I got
Yes because those are government-issued, publicly-available, data.
all share index, total return. run an investment backtest
You could check with the guy at the bottom of this page to see if he has the data you want or maybe he can tell you where to get it.
http://www.chartsrus.com/
there is a book which may prove useful: Triumph of the Optimists: 101 Years of Global Investment Returns
plus https://www.researchgate.net/publication/4855012_New_Indices_of_British_equity_prices_1870-1913
plus https://www.researchgate.net/publication/4855012_New_Indices_of_British_equity_prices_1870-1913
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Only thing I found was this
http://www.finfacts.ie/Private/curency/ftseperformance.htm
But the compounded growth rate is around 4%, which tells me that index does not include dividends. Any further help would be appreciated
http://www.finfacts.ie/Private/curency/ftseperformance.htm
But the compounded growth rate is around 4%, which tells me that index does not include dividends. Any further help would be appreciated
Found the data.
On the end of the Barclays UK Gilt study they provide an annual series for UK stocks, gilts and bills. Real returns are provided as well
http://hungrydummy.com/media/pdf/EquityGiltStudy2016.pdf
They also put in there a US asset return series
Total money spent: $€£ 0
And I was told it was impossible "At least I've never seen any in my career." lol
Never give up
On the end of the Barclays UK Gilt study they provide an annual series for UK stocks, gilts and bills. Real returns are provided as well
http://hungrydummy.com/media/pdf/EquityGiltStudy2016.pdf
They also put in there a US asset return series
Total money spent: $€£ 0
And I was told it was impossible "At least I've never seen any in my career." lol
Never give up