Aggregated earnings data to compute Shiller's CAPE

Discussion in 'Data Sets and Feeds' started by smjohnson, Nov 8, 2018 at 7:46 AM.

  1. smjohnson

    smjohnson

    Hi,
    say you want to verify Shiller's CAPE for a whole market, e.g. the German DAX, but you do not want to laboriously collect and sum up the individual companies values, where do you find the earnings sum on the internet? Is there a free data source besides Shillers website (which is for SP500 only)? I googled quite a bit but, to my surprise, did not find anything.