Efficient Frontier
William J. Bernstein
Historical Returns and Valuation Data for US and Foreign Stocks
I'm frequently asked for historical returns and valuation data for US stocks. Robert Shiller, Professor of Finance at Yale, has made available annual returns, earnings, and dividend data back to 1871. His excellent home page is also worth a visit.
Another frequent request is for returns data on foreign stocks. Morgan Stanley has finally gotten with it and placed the various MSCI national and aggregate indexes online here.
Both of the above sites are a boon to amateur portfolio modelers, or to small investors who simply want an idea of the returns and risks of investing here and abroad.
copyright (c) 1999, William J. Bernstein