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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.