In some of my old Aggregate Series I have the Benchmark set to S&P 500 Index ($SP500:USA). Now, when one goes to the Benchmark setting the list that comes up does not include that index - what am I missing?
Has anybody at P123 looked at this?
What’s wrong with SPY:USA? Or don’t you see that either? Did you maybe select Europe or Canada region?
I see SPY, but this is with dividends. I need the S&P500 without dividends. P123 has the data for this because my old aggregate series can access it. There is $SP500PG and $SP500PV on the list, but not $SP500
I guess there is a copyright problem. The series is on FRED, with the following comment:
The Federal Reserve Bank of St. Louis and S&P Dow Jones Indices LLC have reached a new agreement on the use of Standard & Poors and Dow Jones Averages series in FRED. FRED and its associated services will include 10 years of daily history for Standard & Poors and Dow Jones Averages series.
This is a lot of nonsense. There is nothing stopping one to record the daily value and produce the series. It is all public information.
BTW, I have the series daily from 1950 onward, and also with dividends reinvested.
Hi Geov, Why do you need a price return series?
I use it to calculate the monthly average of the S&P500, but I can also ask ChatGPT to work this out for me.
I can ask the same question: Why does anybody need $SP500PG and $SP500PV? I would rather see Gold (GLD) as a benchmark option.
I agree that custom benchmarks or access to any ETF/index with data going back to strategy/series starts ate would be nice…