S&P 500 Sector/Industry Valuation Researcher Dataset by Siblis Research provides key valuation data by GICS Sector & Industry between 3/31/1979 and 9/30/2019.
An updated file with up-to-date data will be provided to you at the beginning of every quarter. Your subscription is valid for one year.
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 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.