historical data for REITs and Foreign Stocks

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matthewmatt
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Joined: Sat May 20, 2017 4:21 pm

historical data for REITs and Foreign Stocks

Postby matthewmatt » Sun Jul 16, 2017 6:32 pm

We know that the average P/E ratio for SP-500 during 1926-2015 was 15.8
According to Fama and French, the annualized returns for US stocks between 1926 and 2000 were as below.
Large Value Stocks: 12.87%
Large Growth Stocks: 10.77%
Small Value Stocks: 14.87%
Small Growth Stocks: 9.92%

I wonder if anyone has comparable data for developed world, Emerging Markets and REITs (REITs were introduced in early sixties)

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