Historical Data needed

CFA General
#1

I need to get a hold of historical P/E ratios for several indexes (big ones like SP 500, Russell 2000, etc). I would also like to know how the earnings are calculated, I know that S&P uses some core earnings thing in addition to reported earnings. Does anybody know where I could get this information? It would be really great if I could get a graph of the P/E ratio as far back as possible. Oh yeah…budget is zero, as usual. Thanks in advance.

#2

someone posted here early: http://www.econ.yale.edu/~shiller/data.htm

#3

Thanks! This is good. I will have to dig a little deeper on the earnings, but this is a great start.

#4

Anybody else?

#5

asworth damodoran’s NYU website has some good historical return data but I’m not sure if it has p/e

#6

Is Dr. Damodoran’s data up to date?