Where can I find historical ratios of international stock indexes?
I found a possible data source. It offers fundamentals i.e. the accounting ratios you listed (P/E, dividend yield, price/book) for international stock indexes. International equity indices based on EAFE definitions are  maintained by Professor French of French-Fama fame, at Dartmouth's Tuck Business School website. Specifics of methodology, and countries covered is available here. MSCI is the data source. Historical time interval for most countries is from 1975 onward. (Singapore was one of the countries included). Obtaining historical ratios for international stock indices is not easily found for free. Your question didn't specify free though. If that is not a constraint, you may wish to check the MSCI Barra international stock indices also.
Center for Research in Security Prices would be my suggestion for where to go for US stock price history. Major Asset Classes 1926 - 2011 - JVL Associates, LLC has a PDF with some of the classes you list from the data dating back as far as 1926. There is also the averages stated on a Bogleheads article that has some reference links that may also be useful. Four Pillars of Investing's Chapter 1 also has some historical return information in it that may be of help. The article links to William Bernstein’s plan that he outlined for Business Insider, which says: Modelling this investment strategy Picking three funds from Google and running some numbers. The international stock index only goes back to April 29th 1996, so a run of 21 years was modelled.  Based on 15% of a salary of $550 per month with various annual raises: Broadly speaking, this investment doubles the value of the contributions over two decades. Note:  Rebalancing fees are not included in the simulation. Below is the code used to run the simulation.  If you have Mathematica you can try with different funds.    Notice above how the bond index (VBMFX) preserves value during the 2008 crash.  This illustrates the rationale for diversifying across different fund types. Good day! Did a little research by using oldest public company (Dutch East India Company, VOC, traded in Amsterdam Stock Exchange) as search criteria and found this lovely graph from http://www.businessinsider.com/rise-and-fall-of-united-east-india-2013-11?IR=T :  Why it is relevant? Below the image I found the source of data - Global Financial Data. I guess the answer to your question would be to go there: https://www.globalfinancialdata.com/index.html  Hope this helps and good luck in your search! "The Securities Industry and Financial Markets Association (SIFMA) publishes these and other relevant data on their Statistics page, in the ""Treasury & Agency"" section. The volume spreadsheet contains annual and monthly data with bins for varying maturities. These data only go back as far as January 2001 (in most cases). SIFMA also publishes treasury issuances with monthly data for bills, notes, bonds, etc. going back as far as January 1980. Most of this information comes from the Daily Treasury Statements, so that's another source of specific information that you could aggregate yourself. Somewhere I have a parser for the historical data (since the Treasury doesn't provide it directly; it's only available as daily text files). I'll post it if I can find it. It's buried somewhere at home, I think." Check the answers to this Stackoverflow question https://stackoverflow.com/questions/754593/source-of-historical-stock-data a number of potential sources are listed Thanks to the other answers, I now know what to google for. Frankfurt Stock Exchange: http://en.boerse-frankfurt.de/equities/newissues London Stock Exchange: http://www.londonstockexchange.com/statistics/new-issues-further-issues/new-issues-further-issues.htm Another possibly more flexible option is Yahoo finance here is an example for the dow.. http://finance.yahoo.com/q/hp?s=%5EDJI&a=9&b=1&c=1928&d=3&e=10&f=2012&g=d&z=66&y=0 Some of the individual stocks you can dl directly to a spreadsheet (not sure why this isn't offer for indexs but copy and paste should work). http://finance.yahoo.com/q/hp?s=ACTC.OB+Historical+Prices There are about 250 trading days in a year. There are also about 1,900 stocks listed on the NYSE.  What you're asking for would require about 6.2M rows of data. Depending on the number of attributes you're likely looking at a couple GB of data.  You're only getting that much information through an API or an FTP. "You could use any of various financial APIs (e.g., Yahoo finance) to get prices of some reference stock and bond index funds.  That would be a reasonable approximation to market performance over a given time span. As for inflation data, just googling ""monthly inflation data"" gave me two pages with numbers that seem to agree and go back to 1914.  If you want to double-check their numbers you could go to the source at the BLS. As for whether any existing analysis exists, I'm not sure exactly what you mean.  I don't think you need to do much analysis to show that stock returns are different over different time periods." Investopedia has one and so does marketwatch    I've always used marketwatch, and I have a few current competitions going on if you want me to send the link    They recently remodeled the website so it works on mobile and not as well on desktop    Don't know anything about the investopedia one though At indexmundi, they have some historical data which you can grab from their charts: It only has a price on a monthly basis (at least for the 25 year chart). It has a number of things, like barley, oranges, crude oil, aluminum, beef,  etc.    I grabbed the data for 25 years of banana prices and here's an excerpt (in dollars per metric ton): That page did not appear to have historical prices for gold, though. My level of analysis is not quite that advanced. Can you share what that would show and why that particular measure is the one to use?  I've run regression on prices between the two. VIX prices have no correlation to the s&amp;p500 prices. Shouldn't true volatility result in the prices (more people putting options on the VIX during the bad times and driving that price up) correlate to the selloff that occurs within the S&amp;P500 during recessions and other events that would cause significant or minor volatility? My r2 showed no significance within a measurement of regression within Excel.  But, *gasp* I could be wrong, but would love to learn more about better ways of measurement :) I use Yahoo Finance to plot my portfolio value over time. Yahoo Finance uses SigFig to link accounts (I've linked to Fidelity), which then allows you to see you exact portfolio and see a plot of its historical value. I'm not sure what other websites SigFig will allow you to sync with, but it is worth a try. Here is what the plot I have looks like, although this is slightly out of date, but still gives you an idea of what to expect. I assume you're after a price time series and not a list of S&P 500 constituents?  Yahoo Finance is always a reasonable starting point. Code you're after is ^GSPC: https://finance.yahoo.com/quote/%5EGSPC/history?p=^GSPC  There's a download data button on the right side. I was going to comment above, but I must have 50 reputation to comment. This is a question that vexes me, and I've given it some thought in the past. Morningstar is a good choice for simple, well-organized financial histories.   It has more info available for free than some may realize.  Enter the ticker symbol, and then click either the Financials or the Key Ratios tab, and you will get 5-10 years of some key financial stats.  (A premium subscription is $185 per year, which is not too outrageous.) The American Association of Individual Investors (AAII) provides some good histories, and a screener, for a $29 annual fee. Zacks allows you to chart a metric like EPS going back a long ways, and so you can then click the chart in order to get the specific number.  That is certainly easier than sorting through financial reports from the SEC.  (A message just popped up to say that I'm not allowed to provide more than 2 links, so my contribution to this topic will end here.  You can do a search to find the Zacks website.  I love StackExchange and usually consult it for coding advice.  It just happens to be an odd coincidence that this is my first answer.  I might even have added that aside in a comment, but again, I can't comment as of yet.) It's problem, however, that the universe of free financial information is a graveyard of good resources that no longer exist.  It seems that eventually everyone who provides this information wants to cash in on it.  littleadv, above, says that someone should be paid to organize all this information. However, think that some basic financial information, organized like normal data (and, hey, this is not rocket science, but Excel 101) should be readily available for free.  Maybe this is a project that needs to happen.  With a mission statement of not selling people out later on. The closest thing out there may be Quandl (can't link; do a search), which provides a lot of charts for free, and provides a beautiful and flexible API.  But its core US fundamental data, provided by Sharadar, costs $150 per quarter.  So, not even a basic EPS chart is available there for free. With all of the power that corporations have over our society, I think they could be tabulating this information for us, rather than providing it to us in a data-dumb format that is the equivalent of printing a SQL database as a PDF!  A company that is worth hundreds of billions on the stock market, and it can't be bothered to provide us with a basic Excel chart that summarizes its own historical earnings?  Or, with all that the government does to try to help us understand all of these investments, they cannot simply tabulate some basic financial information for us? This stuff matters a great deal to our lives, and I think that much of it could and should be available, for free, to all of us, rather than mainly to financial professionals and those creating glossy annual reports. So, I disagree that yet another entity needs to be making money off providing the BASIC transparency about something as simple as historical earnings. Thank you for indulging that tangent.  I know that SE prides itself on focused answers.  A wonderful resource that I greatly appreciate.