Spreadsheets
- Link to yearly data and graphs. The opening page is the one with all the data series. Click sequentially on the additional Sheet’s tabs at the bottom-left. Ignore the numbers used to lable the Sheets. For each sheet there is a graph drawn from a selection of the data.
- Link to a separate monthly spreadsheetof Government Real Return Bond yields, vs. Long Bond yields and inflations.
- Link to spreadsheet with data and graphs from Robert Shiller.
Request for information
There are two widely used sources of financial data used by academics. In the U.S. it is “Stocks, Bonds, Bills, And Inflation Yearbook” published yearly by R.G. Ibbotson Associates. In Canada the CFMRC (Canadian Financial Markets Research Center) collects and published the data. If you have access to this data, please contact the site.
Caveat
Whoever says “you can find anything on the Web” has never tried to compile financial and economic data. All the data used in the following Excel file is on “Sheet 1”. The sources are listed at the bottom of column A. and referenced in each column heading. You can see that much of the data is contradictory. And even when not contradicted, it can sometimes appear improbable. The data appearing most likely correct is highlighted ‘yellow’. When a specific figure seems improbable it is ‘boxed’ as a warning.
All the remaining Sheets are formatted the same way. At the top is a graph, followed by some conclusions that seem realistic from the graph, followed by copies of the data (from Sheet1) used to construct the graph.
Look at the Sheets in the order they sit as tabs (not according to their number). Conclusions reached in earlier graphs are used to understand later graphs.
Recommended Reading
“Triumph of the Optimists” by Elroy Dimson, Paul Marsh, Mike Staunton. (2002) This is chock-a-block with data and graphs. Although you should feel free to disagree with a lot of their conclusions, the data is presented so you can make your own decisions.
References for data sources used:
StatsCanada: Canadian Economic Observer, Annual updates 2004 and 1986: Cataloque 11.210-XPB
The Stingy Investor
Economagic
S&P
Aswath Damadaran
Sauder School of Business
Bank of Canada FX rates
Bank of Canada Long Bond Yields
Morningstar
efmoody
pentegra
Mellon
Duke University finance Course
St Louis Fed
St Louis Fed
St Louis Fed
St Louis Fed
Manfred Gartner
forcast.org
York University
Robert Shiller
EAFE fund results
FamaFrench data series
