On the Internet: Market Index Statistics
by CI Staff
Following market indexes can be a great way for investors to keep abreast of general market movements as well as movements in specific market segments. A variety of indexes follow different market sectors, such as the general market, energy, healthcare, emerging markets, and financials. Many mutual funds and now exchange-traded funds (ETFs) are built by following market indexessometimes loosely, other times exactly.
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Most financial Web sites will offer current index prices and charts. For more in-depth data on market index performance, you will need to look at index-related Web sites. The sites discussed below offer a wealth of data on indexes including charting, historical price data, composition, fundamental data and more. Unless otherwise noted, market data is offered for free at each of the Web sites.
Standard & Poors
Standard & Poors offers indexes from a number of countries including the U.S., Canada, Latin America, Australia and New Zealand, Japan, China, Korea, and Russia. S&P index data can be found by choosing Indices from the left menu bar. The Indices page highlights a handful of well-performing S&P indexes and includes links for more detailed information.
Indexes are categorized by equity, fixed income, alternative, custom and strategy. Alternative indexes include those focused on real estate, hedge funds and commodities. Strategy indexes include those focusing on arbitrage, mergers and currencies.
The Equity Indices category is further divided by country/region. The United States page, for example, includes major indexes (S&P 500, MidCap 400, SmallCap 600 and more) and S&P style (growth and value) and pure style indexes (such as the S&P/Citigroup indexes).
Clicking on the index name brings up a short overview that includes a description, index methodology and contact information. Any news relating to the index is archived and downloadable in PDF format. Changes to the index are also tracked. You can search for additions and deletions by ticker symbol. Data on each index consists of dividends; daily, monthly, quarterly and yearly performance data; total return data; turnover and more. Performance data can be customized by date as well.
Dow Jones offers over 130,000 indexes from over 58 countries. Index categories include: blue chips, benchmarks, specialty, energy, China and branded. For each index, you can read a description and get basic performance data and other statistics for free. You must register with a valid E-mail address to access some of the free data.
Data consists of quarterly and monthly performance data, daily performance summary reports and index snapshots. A customizable price chart can also include moving averages. Downloadable fact sheets are available. Fact sheets contain fundamental data such as dividend yield, trailing and forward price-earnings ratios, price-to-book value ratio, and earnings growth rate. Total return data is given for the three-month and year-to-date periods while annualized return data is available for one year, three years, five years and 10 years.
MSCI and Barra joined forces in 2004 to offer investors a wide range of products, including a number of indexes and daily performance data on over 100,000 equity, REIT and hedge funds. In addition to benchmarking and performance measurement, MSCI indexes have been integrated into other areas of investment, including research and asset allocation, and are used as the basis of derivative products.
Barras products include proprietary data for global market investments in a variety of asset classes. Index data comes mainly from the MSCI portion of the site.
Proprietary data includes index construction and maintenance methodology for creating indexes across developed, emerging and frontier markets. Indexes are broken down by category: global, regional and country; sector, industry group and industry; global value and growth; global small cap; thematic and strategy; hedged; GDP-weighted; custom; and real time.
Performance data for indexes includes the latest price; percentage change for the day, one month, three months, and year-to-date; and annualized one-, three-, five-, and 10-year performance. The data can be downloaded to an Excel file and columns can be sorted by heading in ascending or descending order.
To view chart data, you must register with the site using a valid E-mail address. Charts can be customized using a variety of variables such as timeframe, currency, and frequency of price data. Multiple indexes can be viewed and compared on one chart. Index data can be viewed in local currency or in U.S. dollars.
You can also read about the creation and maintenance methodology for each index. In addition, a quarterly review of index performance is available for download.
To access the MSCI Barra index data, choose Products from the Web sites menu bar, then choose MSCI Products.
NASDAQ has numerous market indexes in a variety of market sectors. To access the NASDAQ indexes, go to ETFs, then choose NASDAQ Indexes. NASDAQs indexes are sorted into categories: broad market, sector/theme, international, custom/co-branded and OMX. (OMX indexes cover the NASDAQ OMX stock exchanges in Tallinn, Riga and Vilnius from the Baltic market.) For more information on a specific index, click the index name.
Data on individual indexes includes a description, inception date, current index value, a variety of performance numbers (annualized and cumulative), fundamental data, top 10 companies in the index and a sector breakdown. You can also view a PDF of the index methodology and a list of investment products that follow the index, like ETFs and futures.
Russell offers a number of indexes that track U.S. and global markets. The site further breaks down the indexes into categories by size (broad market and large-, mid-, small- and micro-cap).
For each Russell index, a fact sheet discusses its composition and creation. Daily updated data includes the open and last price, percent and dollar change and the years high and low prices. Monthly data (which is updated mid-month) includes more detailed statistics like average and median market cap, price-to-book value, yield, price-earnings ratio, and long-term growth forecasts.
Charts show total return performance over one month, three months, year-to-date, one year, three years, five years and 10 years. Performance data is compared to a similar Russell index. Finally, lists of the indexs top 10 holdings and top 10 performers, as well as the largest sectors making up the index, are also provided.
To access Russells index data, choose Individual Investors from the sites homepage, then choose Global Index Leadership.
To see a list of all Russell indexes based on performance, you can go to the Performance section of the Web site. Total and annualized returns are given for a variety of time periods and listed by type. All data can be downloaded as a PDF or printed.
The Index Returns Calculator allows you to view total returns over a customized time period for any Russell index.
The Wilshire site breaks down its indexes into six families: broad market, U.S. style, style, target, Internet, and real estate. Individual index data includes a price chart that is customizable by timeframe, a description of the construction and methodology, and a discussion of weighting, adjustments and maintenance.
To access index data from the Wilshire Web site, choose Indexes from the menu bar on the homepage.
Choose Characteristics from the right-hand side of the individual index page for detailed fundamental data. Data includes a variety of market value measures, median share price, price-earnings ratio, price-to-book value and current yield.
You can also see a breakdown that lists the number of stocks included in the index that are traded on various exchanges, the number of stocks in each sector, and number of stocks by investment style (growth or value) and size.
Finally, the Index Return Calculator allows you to create a performance table that displays select Wilshire indexes along with a number of performance figures. You can also choose the data as of date for performance data. The table shows each Wilshire index that you chose and lists the customized performance statistics (for periods of one day, one month, one quarter, year-to-date, one year, two years, three years, five years and 10 years). The table can be printed or downloaded as a .CSV file.