Home Forum Research My PhD and CasP Reply To: My PhD and CasP

#247025

Hi all,

I just wanted to pick your brains about something. I’m looking for earnings data for the S&P 500 (going back 10-15 years or so). Although I have access to Rober Shiller’s data (www.econ.yale.edu/~shiller/data.htm), I’m a little confused as to what this data represents.

What’s confusing me is that I’ve seen Shiller’s referred to as pertaining to both the “S&P Composite” AND the “S&P 500”. However, according to the S&P website the S&P 500 and the S&P Composite (1500) are separate indexes- the former representing the 500 largest corporations, the latter “combining three leading indices, the S&P 500®, the S&P MidCap 400®, and the S&P SmallCap 600®, to cover approximately 90% of U.S. market capitalization.”

https://www.spglobal.com/spdji/en/indices/equity/sp-500/#overview

https://www.spglobal.com/spdji/en/indices/equity/sp-composite-1500/#overview

So, basically, what I’m asking is whether Shiller’s earnings data (at least that covering the period 2010-2020) represents the S&P 500 (or something else)?

Thanks in advance,
Adam