Does anybody know where I can get free data going back 20 to 25 years
for stock data (US) that includes dividends reinvested? Here's my
dilemma: I can go to Yahoo/Google and get price data for the S&P500,
Dow, etc, but this data does not include the dividend. Usually the
last 10 years the dividend has been rather small, but it skews my
numbers when the dividend is not included in the number. I would like
to get either month-by-month data or year end data for any 'broad' US
stock index. At one point, I was getting this for free at MSCI Barra
but last I logged on they've changed their policy and this data is no
longer available.
So, in summary, I need free data to do the following:
get the total return between two points in time, starting in 1980.
Say I want to know the return of the stock market (including dividends
reinvested) from March 12, 1986 to June 1, 2005. I would get two
numbers for these two dates (or closest date to these two dates), plug
them into my financial calculator, then get the geometric return per
year.
Thank you
RL
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