stock-market-data


U.S. Stock Market data from Robert Shiller.

> Data last updated: April 2021

Installation

Install using npm:

``
npm install stock-market-data
`

or yarn:

`
yarn add stock-market-data
`

You can also download the data directly at this link.

Documentation

- Usage
- Data
- Guides ⇗
- Calculating Stock Market Growth ⇗
- Calculating Inflation ⇗
- Calculating Dividend Yield ⇗
- Source

Usage

The main export of this module is an array of stock market data. Each object
in the array is an object that represents a single month of market data.

The earliest year represented is 1871.

`js
import stockMarketData from 'stock-market-data';

console.log(stockMarketData[0]);
// {
// year: 1871,
// month: 1,
// date: 1871.01,
// dateFractionDecimal: 04,
// dateFraction: 1871.04,
// comp: 4.44,
// dividend: 0.26,
// earnings: 0.40,
// cpi: 12.46,
// lir: 5.32,
// realPrice: 88.27,
// realDividend: 5.17,
// realEarnings: 7.95,
// cape: null
// }
`

Data

The following table goes into more detail about the individual data points provided for each month.

| Key | Description |
| ------------------- | --------------------------------------------------------------------------------------------------------------------------------- |
| year | The year |
| month | The month. 1 is January, 12 is December. |
| date | Another numeric representation of the date for this month of data in the format {year}.{month} |
| dateFractionDecimal | Another numeric representation of the date for this month of data in the format {year}.{completionPercentOfYear} |
| dateFraction | Another numeric representation of the date for this month of data. This value represents the completion of the year as a percent. |
| comp | The cost of a single share of the S&P 500 |
| dividend | Dividends paid, in USD |
| earnings | Earnings per share |
| cpi | The value of the Consumer Price Index (CPI) |
| lir | The historical interest rates for the 10-Year Treasury Note |
| realPrice | Inflation adjusted comp (compared against the last month in the dataset) |
| realDividend | Inflated adjusted dividend (compared against the last month in the dataset) |
| realEarnings | Inflation adjusted earnings` (compared against the last month in the dataset) |
| cape | Cyclically Adjusted Price Earnings Ratio |

Source

The information in this package was compiled by Robert Shiller. To
learn more about how this information is collected, refer to the link below.

- U.S. Stock Market Data

Contributing

Looking to help out? Thank you! Refer to the Contributing Guide, which describes how
to update the data.