United States - Stock Price Index: S&P 500

United States: Stock Price Index: S&P 500

Mnemonic SPISP500UD.IUSA
Unit Index 1941 to 1943=10, NSA
Adjustments Not Seasonally Adjusted
Business Daily 0.15 %
Data 05 Dec 2019 3,117
04 Dec 2019 3,112

Series Information

Source S&P Dow Jones Indices LLC
Release S&P Dow Jones Daily Indices
Frequency Business Daily
Start Date 1/3/1928
End Date 12/5/2019

United States: Markets

Reference Last Previous Units Frequency
Average Long-term Government Bond 05 Dec 2019 1.8 1.77 % p.a., NSA Business Daily
Lending Rate 05 Dec 2019 1.55 1.55 % p.a., NSA Business Daily
Treasury Bills (over 31 days) 05 Dec 2019 1.51 1.52 % p.a., NSA Business Daily
Money Market Rate Nov 2019 1.62 1.86 % p.a., NSA Monthly
Stock Market Index 01 Oct 2019 26,573 26,916 Index 26May1896=40.94, NSA Daily
Monetary Policy Rate Apr 2017 0.88 0.88 % - End of period Monthly

Release Information

Data Buffet carries several index families from S&P Dow Jones Indices: The S&P MidCap 400, S&P 500, S&P SmallCap 600 for the U.S.; and the Global Indices, consisting of the Global Broad Market Index, Global Property Index, and Global REIT Index.

Types of index

Price index
Gross total return
See: Total return.
Total return (TR)
Value if regular dividends are reinvested daily; outperforms the price index. Often used when comparing to mutual fund returns.
Net total return (NTR)
Adjusted for withholding tax for non-U.S. investors.

Industry classification

Global Industry Classification Standard (GICS®) as defined by MSCI and S&P Dow Jones Indices.

Country classification

Constituent countries are classified as either developed or emerging, according to these factors: macroeconomic conditions; political stability; legal property rights and procedures; trading and settlement processes and conditions; and feedback from institutional investors.

Size benchmarks

All stocks in the S&P Global BMI are classified into largecap, midcap and smallcap. For each country, three basic size benchmark indices based on cumulative market capitalization are calculated: LargeMidCap, MidSmallCap (Standard/Total) and SmallCap.

Currency hedged indexes

Calculated for the country, region, and composite level, the Currency Hedged Series provides stock market returns for investors who hedge investments against foreign exchange fluctuations.

Style benchmarks

All stocks are classified as either pure growth or value, or with a score defining the growth and value quotient. The S&P Global BMI is divided into three growth variables and four value variables to classify each stock in the universe as 100% growth, 100% value, or a combination of both. Each country has a growth index as well as a value index aggregating into regions and composite.

Volatility indexes

The CBOE VIX® is a measure of implied volatility in the U.S. stock market, specifically, the S&P 500. As of 2016, Moody's Analytics forecasts this measure. Previously, we forecasted a measure of realized volatility in the S&P 500 that we computed; this was highly correlated with the VIX and served as an interim substitute.

Data are subject to revision.