Cowles Data

The Cowles Commission for Research in Economics is a not-for-profit corporation, founded in 1932 for the purpose of conducting and encouraging investigations into economic problems. A function of the COMMISSION is to issue from time to to time papers and monographs of an econometric or economic-statistical nature without, however, assuming responsibility for theories or opinions expressed therein. The Commission is affiliated with the ECONOMETRIC SOCIETY, an international society for the advancement of economic theory in its relation to statistics and mathematics.

 

 

Common Stock Indexes, Second Edition

  • Introduction

    The Cowles Commission for Research in Economics  is a not-for-profit corporation, founded in 1932 for the purpose of conducting and encouraging investigations into economic problems. A function of the commission is to issue from time to to time papers and monographs of an econometric or economic-statistical nature without, however, assuming responsibility for theories or opinions expressed therein. The Commission is affiliated with the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics.

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Charts

  • Prices, Income and Earning Indexes - Periods Covered by Cowles Commission Indexes - 1

  • Prices, Income and Earning Indexes: Periods Covered by Cowles Commission Indexes - 2

  • Comprehensiveness of Cowles Commission Indexes

  • Comparison of Various Industrial Stock Price Indexes

  • Cowles Commission Industrial Indexes

  • Cowles Commission RailRoad Indexes

  • Cowles Commission Utility Indexes

  • Cowles Commission All Stock Indexes

  • Selected Stock Price Indexes, Series C (Including Cash Dividends)

  • Selected Stock Price Indexes, Series C (Including Cash Dividends)

  • Comparison of Dollar Income from Common Stocks and Bonds

  • Comparison of Real Income from Common Stocks and Bonds

  • Comparison of Industrial, RailRoad and Utility Stock Price Indexes

  • Dividend Payments

    The purpose of these indexes is to show fluctuations in dividend income. For any given year, the number here presented is the product of the corresponding item in Series Ya and the average for the year in question of Series P. It represents at any specified time the rate of income in dollars which would be derived from an investment in dollars equivalent the annual average of the Series P index. For comparison with earnings, in order to include the same list of stocks as Series E, it would be necessary to use a Series DEa, which could be computed by multi-plying Series PEa and YEa given in Appendixes III and IV.

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  • Earnings
  • Earnings Price Ratios
  • Index of Bond Interest
  • Prices of Stocks for which Earnings Data Are Available
  • Stock Prices - Annual Average Stock Prices for all Industries (1871- 1940)
  • Stock Prices - Monthly Stock Prices for all Industries (1871 - 1940)
  • Stock Prices - Year End Stock Prices for all Industries (1871 to 1940)

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  • Stock Prices including Cash Dividends

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  • Yields Expectations
  • Yields
  • Yields of Stocks for which Earnings Data Are Available
  • Common Stock Indexes

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