Annual returns: Stocks, Bonds & Bills: 1928 - Current (Professor Damodaran/St Louis' Fred)

Vegomatic

http://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/histretSP.html
(HTML + Excel)

The raw data for treasury bond and bill returns is obtained from the Federal Reserve database in St. Louis (FRED). The return on stocks includes both price appreciation and dividends. The treasury bill rate is a 3-month rate and the treasury bond is the constant maturity 10-year bond, but the treasury bond return includes coupon and price appreciation. It will not match the treasury bond rate each period. For more details, download the excel spreadsheet that contains the same data.

You can get the excel spreadsheet that contains all of this data and more here...

Hat-tip: https://www.research-finance.com/ and http://aswathdamodaran.blogspot.com/

Ted

@Vegomatic: The Annual returns: Stocks, Bonds & Bills: 1928 is excellent information that I have linked dozens of times over the years. Thanks for posting.
REgards,
Ted

BenWP

Is that the Fred in St Louis I know?

hank

BenWP said:

Is that the Fred in St Louis I know?

Nope. Here’s what Fred stands for in economics: https://en.wikipedia.org/wiki/Federal_Reserve_Economic_Data

But - Nice try @BenWP