Stock-market-data NPM

stock-market-data

U.S. Stock Market data from Robert Shiller.

Data last updated: April 2021

Installation

Install using npm:

npm install stock-market-data

or yarn:

yarn add stock-market-data

You can also download the data directly at this link.

Documentation

Usage

The main export of this module is an array of stock market data. Each object in the array is an object that represents a single month of market data.

The earliest year represented is 1871.

import stockMarketData from 'stock-market-data';

console.log(stockMarketData[0]);
// {
//   year: 1871,
//   month: 1,
//   date: 1871.01,
//   dateFractionDecimal: 04,
//   dateFraction: 1871.04,
//   comp: 4.44,
//   dividend: 0.26,
//   earnings: 0.40,
//   cpi: 12.46,
//   lir: 5.32,
//   realPrice: 88.27,
//   realDividend: 5.17,
//   realEarnings: 7.95,
//   cape: null
// }

Data

The following table goes into more detail about the individual data points provided for each month.

Key	Description
year	The year
month	The month. `1` is January, `12` is December.
date	Another numeric representation of the date for this month of data in the format `{year}.{month}`
dateFractionDecimal	Another numeric representation of the date for this month of data in the format `{year}.{completionPercentOfYear}`
dateFraction	Another numeric representation of the date for this month of data. This value represents the completion of the year as a percent.
comp	The cost of a single share of the S&P 500
dividend	Dividends paid, in USD
earnings	Earnings per share
cpi	The value of the Consumer Price Index (CPI)
lir	The historical interest rates for the 10-Year Treasury Note
realPrice	Inflation adjusted `comp` (compared against the last month in the dataset)
realDividend	Inflated adjusted `dividend` (compared against the last month in the dataset)
realEarnings	Inflation adjusted `earnings` (compared against the last month in the dataset)
cape	Cyclically Adjusted Price Earnings Ratio