S&P 500 Sector/Industry Valuation Researcher Dataset by Siblis Research provides key valuation data by GICS Sector & Industry between 3/31/1979 and 12/31/2019. 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 provides historical P/E (TTM) ratios, P/B ratios, CAPE ratios, Free Cash Flow yields & EV/EBITDA 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 & raw data used to make the calculations.
The dataset includes full historical data of the current & past S&P 500 companies, includingshare 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).
Sector performance (total return by GICS sector) data and GICS Sector/Industry index weightings are provided since 1979.