where can I find some good reliable historical data (going back 10ish years or more) for the aggregate S&P500 and the several sector sub-indices of the S&P 500 (energy, materials, industrials, consumer discretionary, consumer staples, healthcare, financials, IT, telecommunications, utilities). getting the index level is easy but I am talking about other metrics such as ratios (P/E, ROE, etc.) and dividend yield?
I think you can get some of that from Bloomberg Excel. The “EQY_DVD_YLD_12M” tag, for instance, returns the dividend yield.
thanks, I will check this… CapIQ doesn’t seem to have this detail or at least I’m not seeing it, but perhaps Bloomberg will
Robert Shiller’s website has S&P data of S&P Price, Earnings & Dividend for well over 100 years. (its in an excel spreadsheet you can download). I’m not sure about the sub sector data.