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 0.33 %
Data 13 Apr 2021 4,141
12 Apr 2021 4,127

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 4/13/2021

United States: Markets

Reference Last Previous Units Frequency
Average Long-term Government Bond 12 Apr 2021 1.69 1.67 % p.a., NSA Business Daily
Lending Rate 12 Apr 2021 0.07 0.07 % p.a., NSA Business Daily
Stock Market Index 12 Apr 2021 33,745 Index 26May1896=40.94, NSA Daily
Treasury Bills (over 31 days) 12 Apr 2021 0.02 0.02 % p.a., NSA Business Daily
Money Market Rate Mar 2021 0.07 0.06 % p.a., NSA Monthly
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. For the U.S., we have the S&P MidCap 400®, S&P 500®, S&P SmallCap 600®, and S&P Composite 1500®. The Global Indices have cross-country coverage: the Global Broad Market Index (BMI), Global Property Index, and Global REIT Index.

Types of index

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

Classifications and groups

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.

Changes to corpus

The corpus is subject to ongoing change, i.e., series will be added or discontinued without notice.

Timeliness

The daily indexes are computed after close of markets, are posted to S&P's FTP site, and are loaded to Data Buffet, typically by 6:00 pm ET.

There is a known cluster of 80 series (mostly equal-weight indexes of the 400, 500 and 600 capitalization-groups) that is intermittently not posted promptly. These will lag by one day until the next daily update.

On U.S. market holidays there is no dissemination of data. Subsequently, the time series will exhibit a gap.

2019 2020 2021
1 Jan 1 Jan  
21 Jan 20 Jan  
18 Feb 17 Feb  
19 Apr 10 Apr  
27 May 25 May  
4 Jul 3 Jul  
2 Sep 7 Sep  
28 Nov 26 Nov  
25 Dec 25 Dec  

Moody's Analytics supplements

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

Individual series are subject to revision.

On occasion, the end-of-day files are delayed. The data will be captured no later than our next routine daily harvest.

On occasion, the source will "repost" files to correct various issues. These changes are captured in our next daily harvest.

The source's terminology is "indices" but Moody's prefers "indexes".

Announcements from the source

The source transmits numerous daily emails re: the status of index families, individual stocks, and stock exchanges. The only kinds relevant to Data Buffet is the delay of end-of-day files and reposts, which describe situations that are captured by our daily harvest. The others are: "change to US indices", expands an index, rebalance, corporate action, IPO fast track entry.

Further reading

At S&P Dow Jones Indices:

At the official "Indexology" blog:

On Data Buffet News: