Where can I find recent and historical P/E ratios for the S&P 500?
In Datastream, when choosing the ‘Data Category’, select ‘Equity Indices’. Type in the search box ‘S&P 500’ and select the series with code ‘S&PCOMP’. When choosing the datatype, search for ‘DSPE’.
In Compustat via WRDS, go to WRDS and choose ‘Compustat-Capital IQ’. Select ‘North America – Daily’ then select ‘Index Prices’ for prices or ‘Index Fundamentals’ for earnings per share.
In Capital IQ Pro, for comprehensive analysis of the S&P 500, type ‘S&P 500’ in the search bar and select the Index Profile result (you may have to scroll a little).
