Historical Earnings and Dividends Data for Various Indexes

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Historical Earnings and Dividends Data for Various Indexes

Postby SumOfDivs » Thu Jun 27, 2013 5:37 pm

The historical data for S&P earnings and dividends can be found at: http://people.stern.nyu.edu/ADAMODAR/Ne ... spearn.htm . Does anyone know where I can find this type of data for other indexes? I understand that some of the indexes may not have been around this long, but how about EAFE? Due to the scarcity of low cost investment options in my employer sponsored tax deferred account, I am 100% invested in a low cost S&P 500 index fund. The data in the above link gave me the courage to stay the course through the last bear market. If I could find similar data about other asset classes, it would better help me formulate my investment allocation. Thank you for your help.
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Re: Historical Earnings and Dividends Data for Various Index

Postby pkcrafter » Sat Jun 29, 2013 11:39 am

Here's a link to MSCI data.

http://www.bogleheads.org/forum/viewtopic.php?f=1&t=6212

There may be problems with what you want to do. First, what are you looking for, maximum drawdown, volatility, something else? You are correct, many indexes have not been around long enough to give you useful data. Beyond this is the power of diversification. If properly diversified you can get the same returns with less risk, or increased returns with the same risk, so looking at fund data in isolation may not be the best idea, but it depends on what you're looking for. A 100% holding in equity isn't a good idea, and holding it all in a single asset class is even riskier.

Paul
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Re: Historical Earnings and Dividends Data for Various Index

Postby SumOfDivs » Mon Jul 01, 2013 7:14 pm

Hi Paul. Thank you for your reply. I have been invested in VINIX 100% in my 457. It is the lowest cost option in my 457 plan. I have abour 262k in it now. Looking at the dividend numbers I think this gives me about 5k in dividend income per year. I am currently 37 years old, and I will be able to retire from my present job with a defined benefit plan which would pay me about 70k(todays dollars) in about 12 years. The county I work for has a AAA bond rating so I am hopeful that I will be able to collect this benefit. In that time I think the dividends from the VINIX fund could easily be 10k, but if I continue to max my contribution, I estimate that the total dividend of this portfolio could approach 20k. This focus on dividends rather than price allows me to become "greedy when other are fearful, and fearful when other are greedy". Outside of my 457, I hold individual long term investment grade municipal bonds(which I picked up just over 2 years ago at attractive prices after Merideth Whitney made her call) and my wife holds the total bond market in her 401k. I am reaching for an asset allocation of 50% domestic, 25% bonds, and 25% international, but my intl allocation is short of the mark, and my bond allocation is to high. In the international markets I am currently purchasing the total international stock market index in my wife's 401k plan, and the european index outside of the plan.

VGK(european index) looks particularly attractive to me because of the dividend yield, which is currently higher than other major asset classes. What do you think of the idea of adjusting purchases to favor higher yielding major asset classes? For example buying munis(in the fixed income portion of the portfolio) after Whitney's call caused them to sell off, or buying the European index now in the intl portion of the portfolio because it appears to be the highest yielding asset in the group?
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