Historical P/Es

What is the best and most reliable place to find historical P/E ratios for an industry? Bloomberg? If so what screen?

You might be best off to make your own comp table and work it out yourself. I’d be a bit sceptical of a bloomberg industry number. Often if you look at what constitutes the peers for come companies on there it includes companies that were last comparable in 1972 and have since diversified into completely different sectors. If you have factset, you can make a decent comp table in a few mins. If you’re stuck with ugly old T1A then it’ll take a while longer. Could use Bloomberg excel add in too, or whatever else your firm uses.

Shillers website has the longest history: http://www.econ.yale.edu/~shiller/data.htm

Look closely at how each data provided calculates E. It will vary.