SPIndustrials {PCRA} | R Documentation |
SPIndustrials
Description
Year-end data on the S&P Industrials® Index from 1967 to 2007 extracted from a paper copy of the S&P Analysts' Handbook.
Usage
data(SPIndustrials)
Format
A data frame with observations on the S&P Industrials® index from 1967 to 2007
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Year: type 'num'.
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Sales: type 'num'. Revenues per share for the S&P Industrials for the calendar year.
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Operating_Profit: type 'num'. Operating Income per share for the S&P Industrials for the calendar year.
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Profit_Margin_Pct: type 'num'. Ratio of Operating_Profit to Sales for the S&P Industrials from 1993 to 2007 expressed as a percentage. Definition currently unknown for earlier years.
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Depreciation: type 'num'. Depreciation expense per share for the S&P Industrials for the calendar year.
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Income_Tax: type 'num'. Tax expense per share for the S&P Industrials for the calendar year.
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Cash_Flow: type 'num'. Cash Flow per share for the S&P Industrials for the calendar year.
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Diluted_EPS: type 'num'. Fully Diluted As-Reported Earnings per share for the S&P Industrials for the calendar year.
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Earnings_Pct_of_Sales: type 'num'. Ratio of Diluted_EPS to Sales for the S&P Industrials from 1993 to 2007 expressed as a percentage. Definition currently unknown for earlier years.
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Dividends_Per_Share: type 'num'. Dividends per share for the S&P Industrials for the calendar year.
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Dividends_Pct_of_Earnings: type 'num'. Ratio of Dividends_Per_Share to Diluted_EPS for the S&P Industrials, expressed as a percentage.
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Price_High: type 'num'. Highest price level achieved by the S&P Industrials Index during the calendar year.
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Price_Low: type 'num'. Lowest price level achieved by the S&P Industrials Index during the calendar year.
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Price_Close: type 'num'. Year-end (12/31) price of the S&P Industrials Index.
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PE_Ratio_High: type 'num'. Ratio of Price_High to Diluted_EPS for the S&P Industrials Index.
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PE_Ratio_Low: type 'num'. Ratio of Price_Low to Diluted_EPS for the S&P Industrials Index.
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PE_Ratio_Close: type 'num'. Ratio of Price_Close to Diluted_EPS for the S&P Industrials Index.
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Dividend_Yld_High: type 'num'. Ratio of Dividends_Per_Share to Price_High for the S&P Industrials Index.
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Dividend_Yld_Low: type 'num'. Ratio of Dividends_Per_Share to Price_Low for the S&P Industrials Index.
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Dividend_Yld_Close: type 'num'. Ratio of Dividends_Per_Share to Price_Close for the S&P Industrials Index.
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Total_Return_Index: type 'num'. Cumulative total return of the S&P Industrials Index including both dividends and price return. Start date for the series is not known.
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Book_Value_Per_Share: type 'num'. Year-end (12/31) Book Value (or Shareholders' Equity) per share for the S&P Industrials Index.
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Book_Value_Pct_Return: type 'num'. Definition Unknown.
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Price_to_Book_Ratio: type 'num'. Ratio of Price_Close to Book_Value_Per_Share for the S&P Industrials Index.
Details
Data for the S&P® Industrials is taken from a paper copy of the S&P® Analysts' Handbook published in 2008. The average price level of the index in 1941-1943 was set to 100. See https://globalfinancialdata.com/the-sp-composite-before-1957 for a useful history of the various S&P® indices.
Source
S&P Dow Jones Indices. S&P®, S&P 400 Industrials®, S&P 425 Industrials®, S&P Industrials®and S&P 500® are registered trademarks of Standard & Poor’s Financial Services LLC, and Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC. © 2023 S&P Dow Jones Indices LLC, #' its affiliates and/or its licensors. All rights reserved. Redistribution of the data is not permitted, and use of the data in derivative works is not permitted without the written permission of S&P Dow Jones Indices LLC.
References
Chapter 13 (Expected Returns) of Martin, Philips, Scherer, Stoyanov and Li, Portfolio Construction and Risk Analysis, Springer, 2024.
Examples
data(SPIndustrials)
names(SPIndustrials)
head(SPIndustrials, 5)
tail(SPIndustrials, 5)