S&P 500 inflation adjusted

General
1

Can somebody provide a custom series rule to create a monthly series using the average for the month of the S&P 500 inflation adjusted.

I can do this in excel and then feed it manually into a Data Series for use in P123, but I would like this series to be automatically created as an Aggregate Series.

Thanks fo any help.

2

Not a total solution, but here it is anyway;

UnivSubset("IBM") // This is not a cross-sectional Aggregate Series
UnivAvg("True","Close(0, $sp500) * (324.368 / Close(0, ##CPI))")

The magic number, 324.368, is today's CPI number. I'm not seeing how to get that into the Aggregate Series as a calculation. Maybe someone else can help.

3

Thank you for trying. Also the aggregate series does not have a setting for monthly - only daily or weekly is allowed and also it is only good from 1999 onward, there is no data before Jan-1999 in the series.

I will stay with my manual method and use the “Imported Data Series” method where I can upload data to Jan 1970. I use a 240- month Moving Average of the inflation adjusted S&P 500, so I need data from 1979 onward for my backtest that starts in Jan 1999.