Answered By: IESE Library Last Updated: Nov 21, 2016 Views: 1
For active companies, the total return index datatype is also available through Thomson One (Note: this resource only works in Internet Explorer).
For US data, try WRDS, and choose CRSP. Daily and monthly stock files and indices from December 1925 -- The files are updated annually.
Datastream (access: Barcelona and Madrid Libraries only) has daily data for international bonds. Use datatype RI total return index, and calculate total return from the change in this index.
Bloomberg (access to Barcelona Library Documentation room) can perform a Total Return Analysis for a security:
- Type the company's ticker symbol
- Hit the yellow EQUITY key
- Type TRA then hit GO.
- To compare an equity's total return against an index, type the company's ticker symbol, hit EQUITY, type COMP, then hit GO.
NBER Economic indicators and releases. This list is developed by the National Bureau of Economic Research; it is frequently updated Monday through Friday.
Use Moneycentral.msn.com website for total returns of the Dow Jones Industrial Average, S&P 500, NASDAQ, AMEX. The index for DJIA comes up automatically, and you can lay in the other indices for comparison.
The NASDAQ website displays total returns for that index.
Also, see the following: