Sunday, September 29, 2013

Sources of Data on Stock Market Accumulation Indices

It's easy to get real time information on a wide range of stock market indices and historical data on a daily basis from sites like Yahoo Finance. But getting data on accumulation indices is much harder. Accumulation indices or in US terminology "total return indexes" include dividends in the index return. So they track how much your money would be worth if you could invest in the index and then reinvest all dividends without paying taxes or management fees. I have collected data on the MSCI All Country World Index and S&P500 total return index going back to 1996. My current sources for these indices are here and here.

The MSCI site allows you to select different pages of index returns using menus. I use the ACWI for the Developed and Developing Country, Gross returns, and Standard (midcap and large cap) options. Gross returns also include tax credits. I would include small caps, but that data wasn't available when I started following the series. You can select the data for any date you like.

At the S&P website you need to get the daily fact sheet on each index which includes price only and total return indices. The only way to get exact end of calendar month data is to collect it on the last day of each month. It seems that you now need to subscribe to get historical data. They used to provide a few months for free. You can get Australian indices here as well as the US ones I usually collect from here.

Bigchrisb recently linked to another source for the Australian ASX200 accumulation index - statistics provided by the Reserve Bank of Australia. You can get monthly data for a few recent years there.

Monday, September 02, 2013

Moominvalley August 2013 Report

We have been back home all this month and spending modestly by recent standards. This month's accounts in US Dollars, as usual:

Retirement contributions were higher than normal at $3,630 (AUD 4079) because Snork Maiden got an extra retirement contributions in after last month's three paychecks. Hmmm... I must be missing a contribution somewhere. But there is in fact little line between three paycheck months and three retirement contribution months as retirement contributions don't seem to be sent to the fund on as precise a timing as employees get their cash payment. Snork Maiden's pay was also a bit higher than expected. I haven't checked why.

The Australian Dollar fell a little more this month to exactly 89 US cents. Investment returns in US Dollar terms were 0.68% but in Australian Dollar terms they were 1.34%. For a change, we did much better than global markets due to our focus on Australia. The MSCI lost 2.04% (USD terms) and the S&P 500 2.90%.

Net worth rose in US Dollars by $17k to $873k. In Australian Dollar terms it rose by $A25k to $A981k. Unless there is a sharp fall in the markets we would clear 1 million Australian Dollars this month or next. But this time of year is often volatile :) September has been the second worst month since I started investing (May is worst), while October has been the best. That's surprising given its reputation for stock market crashes. In this timeframe (since 1996) the worst month for both the international indices I track has actually been August and the best April.