Where can I get historic fundamentals data (EPS, DIV, etc) for indexes?

Discussion in 'Data Sets and Feeds' started by maxplanck, Oct 16, 2009.

  1. Where can I find historic fundamentals data (EPS, DIV, etc) for the indices that underly ETFs?

    I found a great spreadsheet that gives me all of the historical fundamentals data for the S&P500 from Robert Shiller at www.irrationalexuberance.com, and the raw data is available from S&P's website as well. But I need data for other indices too, for example the MSCI Brazil Index, the Indus India Index, etc.

    I can't seem to find this data. I asked MSCI, but they sell this data and it's priced for institutional investors (way more than I can afford).

    Anyone know a good solution?

    Thank you
  2. FACTSET is the only company that is authorized by Morgan Stanley to provide the data you are looking for. If you can't pay what they charge for the data, then you are shit out of luck.

    ph# 1(203)810-1000
  3. Thanks

    If you were an individual without the budget to pay thousands of $ for data, and you were shopping for ETFs which track indexes, then what fundamental information would you gather about these indexes and where would you get it?
  4. For P/E ratios and so on I believe some people use the Morningstar database.
  5. Wtf? Many vendors sell historic fundamental data for global markets. Various units of Thomson-Reuters were providing these data long before Factset - although T-R's data aren't inexpensive either.
  6. Thanks for the replies

    Anyone have anything else to add? I can use all the info I can get on this subject.. If anyone has any related general advice, I'd be like to hear it. I'm just an individual investor who's looking for fundamentals data, and doesn't have nearly the budget to pay $1500/month for bloomberg