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Investment Data Alliance

The Investment Data Alliance is a partnership between the CFA Institute Research Foundation and various investment organizations where data and content related to data is shared with investment professionals. Most of the material is available to all, with some specific data available only to CFA Institute Members. The Research Foundation thanks CFA Institute and the vendors below for their generous support of the Investment Data Alliance.
IDA data wave
Morningstar

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

Access the SBBI data

MSCI company logo

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.

Access the MSCI data

Factset company logo

CFA Institute Member access to three FactSet datasets including:

• FactSet Global Prices and Corporate Actions

• FactSet Fundamentals (Basic)

• FactSet Estimates (Basic)

Access the FactSet data

CalcBench
Coming Soon: Available to CFA Institute Members

Access Calcbench Premium Plan

smartkarma
Coming Soon: Available to CFA Institute Members

Access to Smartkarma's Private Investor Solutions

Duff and Phelps a Kroll Business company logo

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.

Read the SBBI 2020 Summary Edition

Read the SBBI 2021 Summary Edition

Full yearbook version available from Duff & Phelps, A Kroll Business

Valuation Handbook International Guide to Cost of Capital 2021 Summary Edition cover

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.

Download the 2021 IGCC Summary Edition (PDF)

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.

Access the International Cost of Capital Module

World Federation of Exchanges company logo

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.

Access the WFE Statistics

Access the 2020 Annual WFE Statistics Guide

damodaran logo

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.

Current Data

View Archived Data

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

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.

Access the Research Foundation VIX Brief

Access the VIX Historical Data

Research Foundation IDA

This content is proudly curated by the CFA Institute Research Foundation. Donate today to support research that helps advance the investment profession. 

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