How do I find data on total return for stocks, bonds, and indexes?
Datastream has daily data for international stocks, bonds and indexes. Use datatype ‘Return Index’ or ‘RI’ to for the selected stock, bond or index.
Bloomberg can perform a Total Return Analysis for a security. Search for the company by typing its name and selecting the best match, then type ‘TRA’ and press Enter. To compare an equity's total return against an index, type ‘COMP’ (‘Comparative Chart’ function) and press Enter.
For US data, use CRSP via WRDS. Daily and monthly stock files and indices are available from December 1925. The files are updated annually.
Consider the following website:
- The NASDAQ website displays total returns for indices in Nasdaq.
