S&P 500 Sector/Industry Valuation Researcher Dataset by Siblis Research provides key valuation data by GICS Sector & Industry between 3/31/1979 and 6/30/2019.
The dataset includes Sector & Industry specific P/E (TTM), P/B, CAPE ratios, FCF Yields and EV/EBITDA (TTM) multiples. P/E & P/B ratios are available since 3/31/1979, CAPE ratios since 12/31/1984, EV/EBITDA multiples since 3/31/1995 & FCF Yields since 12/31/2001. The dataset includes all the formulas and data used to make the calculations.
The dataset includes full raw data of the current & past index companies, including share prices, market caps, earnings, enterprise values, EBITDAs, free cash flows and historical GICS sector/industry classifications. The data is provided for the last day of each month since 1/31/2005 and for the last day of each quarter between 3/31/1979 and 12/31/2004 (EVs and EBITDAs available since 3/31/1995).
GICS Sector & Industry index weightings since 3/31/1979.