By the way, for P/B, P/E and dividend yield for entire markets I use MSCI factsheets
which are updated monthly (a couple of business days after month-end).
Thanks, when I last looked a few years ago (or maybe more) I couldnt find free data like this online from MSCI. I suspect this data is better than similiar free from state street, russell, s&p, ishares, vanguard, morningstar, etc. I've found terrible data from m*. Not familiar with FT data. There might be better data from Bloomberg terminals, I have no idea.
Those who live near certain cities might be able to find more data from MSCI in publications which might still be called "Red Book" and "Blue Book" and before that was called "Morgan Stanley Capital International Perspective". These might be adjusted for different industry sizes in different countries, I don't recall. They also had more data, such as Price to Sales. There are reasons to doubt the comparison of P/E and probably P/B across countries, but this might be less true for P/S.