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7 Great Websites for Free Financial and Economic Data » The Calculating Investor

I’m a financial data junkie, so I thought I’d share some of my favorite sites for free financal and economic data.  I’ve also added links to these sites to the sidebar, and I’ll keep the sidebar list updated as I find new data sources.

  • Yahoo! Finance:  Yahoo! Finance is a great site for ETF, mutual fund, and stock data.  The site allows historical price data to be downloaded in a CSV format, and this makes it easy to calculate historical returns.  For example, the R-script I created for calculating Fama-French factor loading automatically downloads the CSV file for the target fund and converts the price data to a monthly return series..
  • Google Finance:  Google Finance is similar to Yahoo! Finance, but it lacks the historical dividend information.  This makes it less useful for analyzing historical returns.  However, Google Docs provides a “GoogleFinance” function which allows stock or fund information to be downloaded directly into a Google Docs Spreadsheet.  This is a great feature which makes it easy to setup a spreadsheet to track your portfolio.  It is possible to directly download stock information from Yahoo! Finance into Excel, but the Google Docs + Google Finance combination makes it easy.
  • Fama-French Data Library:  This site has a large amount of historical data compiled by Eugene Fama and Kenneth French.  The data is updated regularly, and the Fama-French 3-factor data is especially useful for analyzing fund and portfolio performance.
  • Robert Shiller PE10 Data: This site has Robert Shiller’s PE10 data which was used in the book “Irrational Exuberance”.   I used this data to create a regression model for forecasting future returns.  Shiller’s PE10 data is also updated regularly.
  • Federal Reserve Economic Data (FRED):  This site has a wide variety of macroeconomic data including data for unemployment, GDP, interest rates, the money supply, etc.   The site also has pretty good tools for plotting the data.
  • Treasury Yield Curve Rates: This site has historical and current data for the Treasury and TIPS yield curves.  I previously posted an Octave script which uses this data to calculate inflation expectations.
  • Statistical Abstract of the United States:  This site has a variety of U.S. and International Economic data.  I think the data on foreign stock market capitalization is especially interesting and I’m hoping to work this into a future post.

14 Responses to “7 Great Websites for Free Financial and Economic Data”

  1. Another one I like is http://www.economagic.com . It makes it easy to draw economic data graphs and relationships. For example the “Fisher Effect” showing the relationship between nominal interest rates and inflation can be easily done at the site.
    Thanks for the Fama-Fisher site … I have to check it out.

  2. Thanks for these useful resources. I am starting to build out my financial portfolio, just opened a MMA with Aurora Bank and keeping myself informed on economic trends is crucial. Look forward to any other resources that you may have!

  3. Thanks for sharing, I’m a bit of a free financial data junkie too. A great resource for historical FX rates that you can easily download is from Oanda’s website: http://www.oanda.com/currency/historical-rates-classic

  4. A new entrant to the field is ThinkNum(http://www.thinknum.com). In addition to having extensive data sets, it allows users to create and save plots/charts.

  5. Check out http://freemarketdataapi.barchartondemand.com they have tons of data available for free End of day,15 delayed and lots of historical data.

  6. I like to use the Global Economy Database which is provided on the Morethanbrics blog – essentially it’s a useful collection of Worldbank data, all nicely arranged into one Excel which is updated once a month, including up to 169 countries, with monthly data since 1995. -> Link: http://www.morethanbrics.com/blog

  7. Thanks….will check them out. Been using yahoo finance for many years…their key statistics are very thorough….BUT FOR WHATEVER REASON THEY HAVE CHANGED TO A WHOLE DIFFERENT FORMAT…and it pales in comparison. Really screwed up.

  8. Try this: https://www.quandl.com/ FRED, ISM, Trading Economics just to name a few in one site.

  9. I’ve been using yahoo finance for years but it doesn’t allow me to open multiple companies data in 1 country. Lately have been using worldfinancialdata.com for free historical annual reports data of all the banks in the world. It also has historical gdp figures of each country. Some will definitely find it useful for research

  10. Intrinio (https://intrinio.com/) is a great site that offers affordable financial data with a free Excel plug in and screener

  11. Love people. Use money.

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