I am trying to build something that allows me to obtain the yields I would earn on an investment between two dates. Building this has been pretty simple, but one of the things I would like to look into is the hidden effect of dividends, mostly on the FTSE100.
I'm starting with the FTSE100 and FTSE250 and total return data for their lifetime, is proving elusive so I am now seeing if it can be done from a first principles approach using raw share price and dividend data.
Picking this up for the last 10 years is easy with a lot of manual digging around, but beyond this I get nothing. As such I'm wondering at this point whether there exists any books or data sets that will give me as much historic dividend or share price data for the UK that I get my hands on.
This is a long term project so taking time is fine, but data that doesn't include dividends is pretty useless given the compounded effect those dividends will be having over time.
Bit of a long post, but I'm hitting a brick wall on this one and someone's either going to know if this data exists or not.
I'm starting with the FTSE100 and FTSE250 and total return data for their lifetime, is proving elusive so I am now seeing if it can be done from a first principles approach using raw share price and dividend data.
Picking this up for the last 10 years is easy with a lot of manual digging around, but beyond this I get nothing. As such I'm wondering at this point whether there exists any books or data sets that will give me as much historic dividend or share price data for the UK that I get my hands on.
This is a long term project so taking time is fine, but data that doesn't include dividends is pretty useless given the compounded effect those dividends will be having over time.
Bit of a long post, but I'm hitting a brick wall on this one and someone's either going to know if this data exists or not.
