Stocks, Bonds, Bills, and Inflation (SBBI) Dataset

The SBBI data set includes monthly, quarterly and yearly total returns and yields of most of the major US asset classes: large-cap stocks, small-cap stocks, corporate bonds, government bonds of several maturities, and inflation. It measures arithmetic means (simple average), geometric means (annualized returns), standard deviations (risk), correlations, wealth indexes, and a variety of statistical techniques.

Available to CFA Institute Members

CFA Institute Member access to performance for over 80 MSCI indexes in the following areas:

• Climate & ESG
• Factor
• Market Cap
• Sectors
• Thematic

This data set covers several regions and markets (MSCI ACWI, MSCI World, MSCI Emerging Markets) and will provide members with monthly index levels over the last 10 years to assist with their study of markets. This data may be used to review and analyze performance and to build and deepen members’ understanding of global equity markets.

CFA Institute Member access to three FactSet datasets including:

• FactSet Global Prices and Corporate Actions

• FactSet Fundamentals (Basic)

• FactSet Estimates (Basic)

Stocks, Bonds, Bills, and Inflation (SBBI) Summary Edition

The SBBI® Summary Edition will help investment professionals gain an understanding of major asset class returns, return calculations, and the long-term impact of size, value/growth, and liquidity on returns.

International Guide to Cost of Capital Summary Edition

The cost of capital is the expected rate of return that the market requires to attract funds to an investment and is one of the most important concepts in finance. A good understanding of this is essential for making global investment decisions.

The underlying international equity risk premia (ERP) and country risk data can be found in the Cost of Capital Navigator’s International Cost of Capital Module from Duff & Phelps, A Kroll Business.

World Federation of Exchanges

The WFE Statistics Database provides registered users with access to a wide range of market indicators. The data is collected on a monthly and annual basis from WFE members, affiliates and non-members.

Damodaran Online

Links to the free information available on Professor Damodaran’s website containing datasets on corporate governance, discount rate estimation, dollar value measures, COVID effects, return measures, capital structure, dividend policy, cashflow estimation, growth rate estimation, multiples and option pricing models.

The VIX Index and Volatility-Based Global Indexes and Trading Instruments

Tools based on volatility indexes are widely used for hedging, diversification, risk management, and alpha generation, but investors should carefully study the pricing, risks, and other key aspects before deciding to use such products.