Investment Data and Tools
Links and Tools
Free Data and Resources
How have investment assets performed historically, and in particular economic environments? How has stock investment risk changed through time? These any many other questions can be answered directly by those who enjoy analyzing data. If you are interested in pursuing an investment topic with data, a multitude of free data sources are available—see the descriptions and links below.
- Kenneth R. French data library
- U.S. and international research return data, including Fama-French factors
- Robert Shiller online data
- Shiller’s CAPE cyclically-adjusted price-earnings ratio for U.S. stocks since 1871
- U.S. home price data since 1871
- Stock market, earnings, consumption, inflation, and interest rate data since 1871
- William Schwert historical stock price data
- Data available to researchers; monthly U.S. stock returns 1802-1925, daily 1885-1962
- Assorted IPO and takeover data
- CBOE VIX volatility data
- Data back to 1986
- NBER recession data
- Data back to 1854
- Federal Reserve Economic data (FRED)
- 793,000 international time series with data and graphs
- Aswath Damodaran database
- Data on historical stock and bond returns, discount rates, capital structure, dividends, cash flows, valuation multiples and more
- Markowitz portfolio optimization and efficient frontier
- Excel spreadsheet with one riskless and two risky assets example
- Black-Scholes option pricing calculator
- This is an online calculator of call and put prices for non-dividend paying stocks [other sites make downloadable spreadsheets available]
