Where can I find historic ratios by industry?
If you would like to find data on a specific industry/market sector, a good option is IBISworld reports. You can find their site here. You can find reports on almost any major US sector. The reports include historical data as well as financial ratios. In college projects, they were very useful for getting benchmark data to compare an individual business against an industry as a whole.
Here is one the links for Goldmansachs. Not to state the obvious, but most of their research is only available to their clients. http://www.goldmansachs.com/research/equity_ratings.html "Do not reinvent the wheel! Historical data about stock market returns and standard deviations suffer from number of issues such as past-filling and mostly survivorship bias -- that the current answers do not consider at all. I suggest to read the paper ""A Century of Global Stock Markets"" by Philippe Jorion (UC Irvine) and William Goetzmann (Yale), here. William Bernstein comments the results here, notice that rebalancing is sometimes a good option but not always, his non-obvious finding where the low SD did not favour from rebalancing:  Look at the final page of the paper,  ""geometric returns -- represent returns to a buy-and-hold strategy"" and the ""arithmetic averages -- give equal weight to each observation interval."", where you can find your asked ""historical effect of Rebalancing on Return and Standard Deviation"". The paper nicely summarizes the results to this table:  The results in the table are from the interval 1921-1996, it is not that long-time but even longer term data has its own drawbacks. The starting year 1921 is interesting choice because it is around the times of social-economical changes and depressing moments, historical context can be realized from books such as Grapes Of Wrath (short summary here, although fiction to some extent, it has some resonance to the history). The authors have had to ignore some years because of different reasons such as political unrest and wars.  Instead of delving into marketed spam as suggested by one reply, I would look into this search here. Look at the number of references and the related papers to judge their value.  P.s. I encourage people to attack my open question here, hope we can solve it!" "Some years ago, two ""academics,"" Ibbotson and Sinquefield did these calculations. (Roger) Ibbotson, is still around. So Google Roger Ibbotson, or Ibbotson Associates. There are a number of entries so I won't provide all the links." "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." It would be difficult, but it's a statistical task, and you'd need to refer to a competent statistician to really get a sense of what sort of certainty could be derived from the available data.  I believe that you'd start by looking over your state-by-state data on a granular level to try to find if there was any persistent correlation between Amazon's market penetration in a particular area and employment data from the retail industry.  With regards to Ma &amp; Pa's complaint, you're sort of wrong and sort of right.  Obviously they have no direct knowledge that online retail was responsible for the decline in sales that they saw.  In terms of sustainability and mismanagement, however, they can show you their books.  If the business had been established from some time it would be easy to see whether it had indeed been a sustainable business model in prior years.  Sustainability and mismanagement, however, are Scotsmen when it comes to reasoning about causes.  In measuring the effect of Amazon's entry into the market on local businesses, we can just as easily use a model that assumes a perfect market, that inefficiencies on the part of Ma^1 &amp; Pa^1 would lead them to be displaced by Ma^2 &amp; Pa^2, and that on average Ma^x &amp; Pa^x manage their business sufficiently well to extract an optimal return on effort.    If circumstances are such that the role of vendor is not fungible, and the supply of Mas and Pas does not respond to the demand for family stores, then I don't actually know how to do the math, but on the other hand I do recognize a smoking gun. Institute of Supply Management, specifically their Report on Business. Good forward looking indicator.   As far as the weekly report, I'd probably read it, maybe even contribute, but I more of a lurker on this sub. I saw your question and have had some similar experiences so I thought I could help you out. At this time, Google Finance doesn't support historical return or dividend data, only share prices.  The attributes for mutual funds such as return52 are only available as real-time data, not historical.   Yahoo also does not appear to offer market return data including dividends. For example, the S&P 500 index does not account for dividends--the S&P ^SPXTR index does, but is unavailable through Yahoo Finance. I dont know if this data is available for the 1980s, but this response to an old question of mine discusses how you can pull stock related information from google or yahoo finance over a certain period of time. You could do this in excel or google spreadsheet and see if you could get the data you're looking for.  Quote from old post: Google Docs spreadsheets have a   function for filling in stock and fund   prices. You can use that data to graph (fund1   / fund2) over some time period. "This is the same answer as for your other question, but you can easily do this yourself: ( initial adjusted close / final adjusted close ) ^ ( 1 / ( # of years sampled) ) Note: ""# of years sampled"" can be a fraction, so the one week # of years sampled would be 1/52. Crazy to say, but yahoo finance is better at quick, easy, and free data.  Just pick a security, go to historical prices, and use the ""adjusted close"". money.msn's best at presenting finances quick, easy, and cheap." I had a question about this but it apparently wasn’t formed in the right way as I got no explanations and only downvotes, so let me try again.  Given the massive amount of info you gave, I tried to go through and find the data I was asking for- data behind the projections of such a loss.  Perhaps since I’m not a professional economist, It was not immediately apparent to me how to find the data behind the projections.   Would you mind demonstrating how any of these sources provide the data behind how such projections are made?  Or do you have any other advice as to how I could find an answer? Some other ratios:  * Cost per customer (expenses divided by attendance) * Attendance variance year over year * Payroll minutes per patron  Not sure if those help. They have a bunch of smaller performance tracking stats from % of waste from inventory to employee performance.   From talking with my roommate, the theater industry sounds awfully familiar to how the hotel industry tracks it's performance. The hotel industry tracks performance based on occupancy and room revenue. Theaters track performance based on attendance and concession revenue. "For free, 5 years is somewhat available, and 10 years is available to a limited extent on money.msn.com. Some are calculated for you. Gurufocus is also a treasure trove of value statistics that do in fact reach back 10 years. From the Gurufocus site, the historical P/E can be calculated by dividing their figure for ""Earnings per Share"" by the share price at the time.  It looks like their EPS figure is split adjusted, so you'll have to use the split adjusted share price. ""Free cash"", defined in the comments as money held at the end of the year, can be found on the balance sheet as ""Cash, Cash Equivalents, Marketable Securities""; however, the more common term is ""free cash flow"", and its growth rate can be found at the top of the gurufocus financials page." If annualized rate of return is what you are looking for, using a tool would make it a lot easier.   In the post I've also explained how to use the spreadsheet.   Hope this helps. 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. Don't have access to a Bloomberg, Eikon ect terminal but I was wondering if those that do know of any functions that show say, the percentage of companies (in different Mcap ranges) held by differing rates institutionally. For example - if I wanted to compare what percentage of small cap companies' shares are 75% or more held by institutions relative to large cap companies what could I search in the terminal?