S p 500 index book value history returns

The index comprises approximately 85% of the us stock market capitalization. This data set consists of monthly stock price, dividends, and earnings data and the consumer price index to allow conversion to real. Its important to remember that the valuations of different sectors cant be compared directly with each other using the pricetobook ratio. From indias independent mutual fund research house. Browse other questions tagged data index or ask your own question. The index includes 500 leading companies and covers approximately 80% of available market capitalization. It is one of the most commonly followed equity indices, and many consider it to be one of the best representations of the u. Pricetobook pb ratio by sector 1979 2020 siblis research.

If you use our chart images on your site or blog, we ask that you provide attribution via a dofollow link back to this page. Index results assume the reinvestment of all capital gain and dividend distributions. Over the years, the tax costs would have caused the aggregate lag to be substantial. In 2009 when earnings fell close to zero the ratio got out of whack. Also see our capeshiller pe calculator for valuation. The fund will invest at least 90% of its total assets in the securities that comprise the index. However, index performance in 21 st century is worse than its average historical returns. Nm sorts companies on gross profitstototalasstes, ff rank companies on operating profit to market equity. Performance is calculated as the % change from the last trading day of each year from the last trading day of the previous year.

Stock market data used in my book, irrational exuberance princeton university press 2000, broadway books 2001, 2nd ed. The index has returned a historic annualized average return of around 10% since its inception. The returns include both price returns and reinvested dividends. An investment cannot be made directly into an index. The index is often regarded as a proxy for us stock market returns. View historical spx index information to see index performance over time.

View and download daily, weekly or monthly data to help your investment decisions. The average annual total return of the index, including dividends, since. Oct 04, 2019 the table below lists the historical pricetobook p b ratios by sector, calculated using the 500 largest us companies. For all the sectors, the correlation is negative which means that pricetobook ratio higher than the. In the united states broadbased index futures receive special tax treatment under the irs 6040 rule. During this time, the correlation between the two indexes has fallen back towards its longterm average of 0. However, a basket of markets with lower cape ratios beat those returns. The fund will invest at least 90% of its total assets in securities that comprise the index. Backlinks from other sites are the lifeblood of our site and our primary source of new traffic. Other than the current price, all prices are monthly average closing prices. In graham s intelligent investor, he calculates a metric earning book value. I would prefer just holding small cap value stocks index.