The Equity Database contains over 2000 current and 2000 historical data series on more than 100 countries. Stock market indices are provided for each country as far back as data are available. For example, GFD has compiled data for the United Kingdom that extends back to1694 and data for the United States that extends back to1791. For all other major countries data have been collected back to the 1920s.
GFD follows the GICS classification system to make it easier for you to compare sector indices between different countries. Not only does GFD maintain the sector indices that are no longer calculated, but we append them to current indices for long-term coverage. For example, by combining the GICS, S&P and Cowles indices, some United States sectors stretch back to 1871, not just 1989 as provided by traditional data vendors. Historical data for Value, Growth, Large Cap, Midcaps and Small Caps have also been compiled.
In addition to stock market indices, GFD provides data on dividend yields, PE Ratios, capitalization and volume traded. Other indicators are provided for over 50 countries as well, so the variables that influence changes in the stock market can be analyzed for any country in which you invest.
Summary of contents of Equity Data
The Equity Risk Premium - This paper analyzes the relative returns between stocks, bonds and bills to see what the returns to these different asset classes has been in the past, and to enable investors to understand what the relative returns could be in the future.
Could This Decade Be the Next 1930s? - A Review of World Stock Markets in the 1920s looks at whether the current bear market could lead to a global stock market collapse similar to the 1930s.