Daily S&P 500 Total Return data from Jan 3, 1950 to present

Description

Yahoo Finance returns TR data (^SP500TR) from 1988, non-TR (^GSPC) data from 1950. I spent a lot of time working with Bob Schiller's data (http://www.econ.yale.edu/~shiller/data.htm) which contains dividends back to 1871. What I found was that adjusting for dividends was difficult and I could never improve upon appending the TR data to the non-TR data at the 1987-1988 year break. Neither can anyone else I can find on the Internet. I keep hoping to find better data than this but so far I have been stymied.

Usage

SP500TR_1950()

Details

The columns of the data.frame returned

• Date

• Open

• High

• Low

• Close

• Volume

• Adj.Close

• Year

• Month

Value

A data.frame with the daily data

Author(s)

George Fisher

References

Yahoo Finance, Bob Schiller

Examples

sp500_idx <- SP500TR_1950()
head(sp500_idx)
tail(sp500_idx)

Results