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New Data: U.S. - S&P 1500 Fundamental Data
Friday, 21 Apr 2017 12:49 ET
By Jay Lynch
Summary
April 2017 -- Data Buffet now carries the "S&P Dow Jones Indices U.S. Fundamental Data Package" with valuations for the detailed GICS industries within the S&P 400, 500, 600 and 1500 index families (2,855 new monthly and 4,659 new quarterly series from 2005).
Detail

The "S&P Dow Jones Indices U.S. Fundamental Data Package" is a comprehensive set of data on the S&P 1500 index family of interest to investment analysts and portfolio managers. Figures are percent (%) or ratio (ratio) not seasonally adjusted (NSA). The series start at January 2005 or 2004Q4. The metrics are the following, divided across the "end of month" and "end of quarter" groups:

  • Dividend yield
  • Return on equity
  • Price to earnings (P/E) ratio (four variations)
  • Price to cash flow ratio
  • Price to book value ratio
  • Price to sales ratio

Series reside in the historical catalog (United States » Equity Markets » S&P Dow Jones Indices » Fundamental Data) and include, for example:

  • SPRSP500PBVUM.IUSA  = S&P 500: Price - Book
  • SP%SP600DYUM.IUSA   = S&P 600: Dividend yield
  • SPRSP1000ROEUQ.IUSA = S&P 1000: Return on equity [ROE]

Because catalog locations are subject to change, the upper-right search box on DataBuffet.com provides a "find in catalog" mode that accepts a mnemonic.

Other
Related ReleaseS&P US Indexes Fundamental EOM Data
SourceS&P Dow Jones Indices LLC
FrequencyMonthly
GeographyUnited States
Upcoming
Release DateReference date
01 May 2024Apr 2024
03 Jun 2024May 2024
01 Jul 2024Jun 2024
01 Aug 2024Jul 2024
Related ReleaseS&P US Indexes Fundamental EOQ Data
SourceS&P Dow Jones Indices LLC
FrequencyQuarterly
GeographyUnited States
Upcoming
Release DateReference date
05 Jul 20241Q 2024