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.

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.