PCRA (version 1.2)

SPIndustrials: SPIndustrials

Description

Year-end data on the S&P Industrials® Index from 1967 to 2007 extracted from a paper copy of the S&P Analysts' Handbook.

Usage

data(SPIndustrials)

Format

A data frame with observations on the S&P Industrials® index from 1967 to 2007

• Year: type `num`.

• Sales: type `num`. Revenues per share for the S&P Industrials for the calendar year.

• Operating_Profit: type `num`. Operating Income per share for the S&P Industrials for the calendar year.

• Profit_Margin_Pct: type `num`. Ratio of Operating_Profit to Sales for the S&P Industrials from 1993 to 2007 expressed as a percentage. Definition currently unknown for earlier years.

• Depreciation: type `num`. Depreciation expense per share for the S&P Industrials for the calendar year.

• Income_Tax: type `num`. Tax expense per share for the S&P Industrials for the calendar year.

• Cash_Flow: type `num`. Cash Flow per share for the S&P Industrials for the calendar year.

• Diluted_EPS: type `num`. Fully Diluted As-Reported Earnings per share for the S&P Industrials for the calendar year.

• Earnings_Pct_of_Sales: type `num`. Ratio of Diluted_EPS to Sales for the S&P Industrials from 1993 to 2007 expressed as a percentage. Definition currently unknown for earlier years.

• Dividends_Per_Share: type `num`. Dividends per share for the S&P Industrials for the calendar year.

• Dividends_Pct_of_Earnings: type `num`. Ratio of Dividends_Per_Share to Diluted_EPS for the S&P Industrials, expressed as a percentage.

• Price_High: type `num`. Highest price level achieved by the S&P Industrials Index during the calendar year.

• Price_Low: type `num`. Lowest price level achieved by the S&P Industrials Index during the calendar year.

• Price_Close: type `num`. Year-end (12/31) price of the S&P Industrials Index.

• PE_Ratio_High: type `num`. Ratio of Price_High to Diluted_EPS for the S&P Industrials Index.

• PE_Ratio_Low: type `num`. Ratio of Price_Low to Diluted_EPS for the S&P Industrials Index.

• PE_Ratio_Close: type `num`. Ratio of Price_Close to Diluted_EPS for the S&P Industrials Index.

• Dividend_Yld_High: type `num`. Ratio of Dividends_Per_Share to Price_High for the S&P Industrials Index.

• Dividend_Yld_Low: type `num`. Ratio of Dividends_Per_Share to Price_Low for the S&P Industrials Index.

• Dividend_Yld_Close: type `num`. Ratio of Dividends_Per_Share to Price_Close for the S&P Industrials Index.

• Total_Return_Index: type `num`. Cumulative total return of the S&P Industrials Index including both dividends and price return. Start date for the series is not known.

• Book_Value_Per_Share: type `num`. Year-end (12/31) Book Value (or Shareholders' Equity) per share for the S&P Industrials Index.

• Book_Value_Pct_Return: type `num`. Definition Unknown.

• Price_to_Book_Ratio: type `num`. Ratio of Price_Close to Book_Value_Per_Share for the S&P Industrials Index.

Details

Data for the S&P® Industrials is taken from a paper copy of the S&P® Analysts' Handbook published in 2008. The average price level of the index in 1941-1943 was set to 100. See https://globalfinancialdata.com/the-sp-composite-before-1957 for a useful history of the various S&P® indices.

References

Chapter 13 (Expected Returns) of Martin, Philips, Scherer, Stoyanov and Li, Portfolio Construction and Risk Analysis, Springer, 2024.

Examples

 
data(SPIndustrials)
names(SPIndustrials)
head(SPIndustrials, 5)
tail(SPIndustrials, 5)