@ /* Data in this file refers to SP500.*/ /* Annual data: 1970 - 1995 */ /* All units in local currency */ /* NOTE: the source of this data file is CRSP, CITIBASE and Cowles Commision */ /* Please, refer to READMEUS file for more information on this data file. */ /* t P(t) D(t) R(t) */ @ 1870 100 -99 -99 1871 109.71 5.824 .155305 1872 115.35 6.772 .113169 1873 105.42 7.381 -.02211 1874 102.48 7.427 .042612 1875 100.68 6.817 .048899 1876 80.14 6.727 -.13722 1877 73.36 4.266 -.03127 1878 80.81 4.063 .156923 1879 115.35 4.56 .483799 1880 139.73 5.846 .262035 1881 133.63 7.111 .00727 1882 131.15 7.201 .035304 1883 116.93 7.562 -.05077 1884 95.71 7.02 -.12143 1885 117.38 5.508 .283962 1886 125.96 4.853 .114423 1887 119.86 5.53 -.00448 1888 118.28 5.124 .029567 1889 121.44 4.853 .067748 1890 109.26 4.966 -.05948 1891 124.38 5.056 .184711 1892 126.64 5.44 .061888 1893 97.52 5.643 -.18538 1894 95.94 4.763 .032639 1895 96.39 4.244 .048941 1896 95.26 4.154 .031382 1897 110.16 4.108 .199526 1898 137.25 4.424 .286066 1899 137.7 4.74 .037829 1900 159.59 6.682 .207541 1901 183.3 7.111 .193069 1902 190.97 7.359 .08202 1903 150.79 7.901 -.16903 1904 190.29 6.93 .307934 1905 222.8 7.472 .210083 1906 215.8 8.984 .008916 1907 154.63 9.932 -.23745 1908 204.52 9.052 .381168 1909 227.54 9.865 .160817 1910 209.26 10.655 -.03353 1911 205.87 10.722 .035059 1912 209.93 10.88 .072588 1913 188.94 10.768 -.04871 1914 168.85 9.549 -.05579 1915 210.61 9.752 .30508 1916 216.03 12.551 .085316 1917 162.75 15.643 -.17419 1918 177.2 12.844 .167684 1919 199.32 11.919 .192102 1920 160.5 11.535 -.13692 1921 164.79 10.474 .091983 1922 200.9 11.512 .289041 1923 199.32 12.009 .05191 1924 238.83 12.506 .260929 1925 285.55 13.634 .252741 1926 301.89 16.853 .116239 1927 395.21 19.856 .374885 1928 544.93 22.632 .436084 1929 480.03 19.041 -.08415 1930 343.29 17.222 -.24897 1931 181.72 12.805 -.43337 1932 154.19 12.639 -.08193 1933 226.03 11.411 .539901 1934 212.6 10.166 -.01443 1935 300.55 13.393 .476688 1936 384.47 18.031 .339213 1937 236.1 13.706 -.35027 1938 295.63 13.949 .311216 1939 279.51 14.898 -.00411 1940 236.77 15.396 -.09784 1941 194.47 14.85 -.11592 1942 218.64 15.387 .203403 1943 261.16 14.108 .258997 1944 297.19 15.556 .197526 1945 388.5 16.979 .364361 1946 342.4 14.745 -.08071 1947 342.4 19.544 .05708 1948 340.16 21.073 .055012 1949 375.07 29.013 .187925 1950 456.75 37.264 .317129 1951 531.95 34.502 .240164 1952 594.61 35.044 .183674 1953 555.22 33.508 -.00989 1954 805.19 42.205 .526236 1955 1017.79 41.54 .315627 1956 1044.42 40.096 .065559 1957 894.93 36.876 -.10782 1958 1235.53 47.468 .433636 1959 1340.27 42.975 .119551 1960 1300.44 46.127 .004696 1961 1601.21 48.895 .268885 1962 1412.11 49.339 -.08729 1963 1678.86 55.221 .228012 1964 1896.61 58.976 .164827 1965 2068.48 64.281 .12451 1966 1797.69 62.626 -.10063 1967 2158.89 69.816 .239757 1968 2324.26 73.426 .110614 1969 2058.85 67.746 -.08505 1970 2062.2 79.134 .040066 1971 2284.65 72.712 .143127 1972 2641.81 76.378 .189761 1973 2183.04 71.445 -.14661 1974 1534.29 70.951 -.26468 1975 2018.34 86.746 .372031 1976 2404.82 94.756 .238432 1977 2128.22 103.838 -.07184 1978 2150.83 117.012 .065602 1979 2415.53 131.892 .184395 1980 3037.92 160.716 .324194 1981 2742.71 146.086 -.04909 1982 3147.56 182.351 .214094 1983 3691.19 165.003 .225138 1984 3742.49 179.998 .062663 1985 4728.41 217.587 .32158 1986 5420.12 181.657 .184705 1987 5530.18 173.456 .052308 1988 6216.33 243.427 .168093 1989 7910.58 263.329 .314908 1990 7391.78 267.822 -.03173 1991 9336.31 313.622 .305495 1992 9753.11 299.316 .076702 1993 10441.2 286.23 .099898 1994 10280.5 297.2 .013073 1995 13787.2 341.24 .374295 1996 -99 -99 -99