Returns Daily Total Return For An Index

This query calculates the daily total return and daily price return for the S&P 500 Index from the current date, as far back as data is available for Index Value - Total Return - Dividends (PRCCDDIV) and Index Value - Price (PRCCD):

Enhancement Date: 7/1/2020

  • SourceMarket Intelligence
  • Data Packages Required
    CoreCore 2MSCI Index Level Data(Legacy)
  • Associated Datasets
    インデックスデータCompustat® 財務情報

Query Types

  • MSSQL
  • PostGreSQL
  • Snowflake