Free Historical Data Sources

Every day I receive a slew of emails asking about historical data.  While I use Global Financial Data ($), below are some resources for free and paid historical data.

Please leave a comment if you know of any other good websites.

Multi-Index Data

The book is about $160, although you can probably get one used for less.  Not sure how much the data sub is on Morningstar.    Stocks, Bonds, Bills, and Inflation – Ibbotson (now part of Morningstar).  Includes monthly data for US Stocks Large (1926), US Stocks Small (1926), Long Term Corporate Bonds (1926), Long Term Government Bonds (1926), High Yield Corporate Bonds (1926), Intermediate Term Government Bonds (1926), Inflation (1926), T-Bills (1926).  Since 1969 adds Gold and Value/Growth classifications.  Surprised no one has turned this into an Excel sheet.

Shiller has US Stocks, Dividends, Earnings, Inflation (CPI), and long term interest rates back to the 1870’s on his website.

Ralph Vince’s Barron’s Download


US Stock Index Data

Fama-French (Monthly 1926, Daily 1963)

Foreign Stock Index Data

MSCI Barra

Interest Rate Data

St Louis FRED CPI, Interest Rates, Trade Data

Real Estate Data

REIT data (1972)

Housing Shiller (1890)

Commodity Data

Paid ($$) Data Sources

Morningstar Encorr ($10,000)

Morningstar Dimson, Marsh, Staunton Module ($3,000)



CRSP ($25,000)