Comments on: Looking for investment calculator with real historical data
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data/
Comments on Ask MetaFilter post Looking for investment calculator with real historical dataMon, 30 Mar 2009 08:14:03 -0800Mon, 30 Mar 2009 08:14:03 -0800en-ushttp://blogs.law.harvard.edu/tech/rss60Question: Looking for investment calculator with real historical data
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data
I'm seeking an online tool that will project the present value of a monthly investment in a given stock, mutual fund or market index. <br /><br /> I'm comparing some investments and want to be able to compare their performance over arbitrary date ranges. The closest thing I've found so far are some calculators that calculate compound interest based on periodic investments, but I am looking for something which uses actual historic market data.<br>
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The question I want to answer is "if I invested X dollars each month in security Y starting in August 2003, how much money would I have in February 2009?" Of course, I'd like to be able to change those date ranges so that I can see performance through good times and bad. <br>
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It would be ideal if this calculator would work for any stock or mutual fund, but even the ability to do it only for a market index (like the S&P 500 or Wilshire 5000) would still be better than nothing.post:ask.metafilter.com,2009:site.118107Mon, 30 Mar 2009 07:27:57 -0800tomwheelerinvestmentprojectionBy: misterbrandt
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data#1691805
Well, you can put your ticker(s) into <a href="http://www.google.com/finance">Google Finance</a>, drag the date range to whatever, and it will give you percent returns for each fund.comment:ask.metafilter.com,2009:site.118107-1691805Mon, 30 Mar 2009 08:14:03 -0800misterbrandtBy: fiercekitten
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data#1691812
Strangely, most investment firms don't offer this sort of thing. Probably because they see it as a liability, implying performance when there is none. The closest thing I can think of is a <a href="http://apps.finra.org/investor_Information/Calculators/1/RetirementCalc.aspx">good retirement calculator.</a> You'll have to figure out what the median gain is for any investment you're interested in (Morningstar or your broker should have this info) and enter that in as your annual yield.<br>
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Financial planners do like to use <a href="http://www.investopedia.com/articles/07/monte_carlo_intro.asp">Monte Carlo Simulations</a> to help with risk predictions. The math is WAY above me, but I know there's software out there to do it.comment:ask.metafilter.com,2009:site.118107-1691812Mon, 30 Mar 2009 08:21:25 -0800fiercekittenBy: Kwantsar
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data#1691910
I don't know of a web tool that can do what you want. You can bake your own with Excel and one of <a href="http://www.google.com/search?q=yahoo+finance+downloader&ie=utf-8&oe=utf-8&aq=t&rls=org.mozilla:en-US:official&client=firefox-a">these</a> tools. Dividend-paying stocks-- though only slightly more difficult to model in Excel-- may be tougher as I don't know how straightforward the dividend data is from the free providers.comment:ask.metafilter.com,2009:site.118107-1691910Mon, 30 Mar 2009 09:21:30 -0800KwantsarBy: hAndrew
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data#1692934
Your question ("if I invested ... in August 2003 ...") is the sort of thing that is easy to answer with Mathematica, because it has <a href="http://reference.wolfram.com/mathematica/ref/FinancialData.html">current and historial prices for all manner of stocks and indices and what-have-you</a>.<br>
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Here is what I typed to answer your question for GE shares, investing $1000/month since August 2003:<br>
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FinancialData["GE"]*Total[1000/FinancialData["GE", {{2003, 8}, {2009, 2}, "Month"}][[All, 2]]]<br>
>> 23533.7<br>
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Here is the same thing but with "August 2003" replaced with sliders you can scroll around:<br>
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Manipulate[FinancialData["GE"]*Total[1000/FinancialData["GE", {{year, month}, {2009, 2}, "Month"}][[All, 2]]], {year, 1999, 2008, 1}, {month, 1, 12, 1}]<br>
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A plot would be equally straightforward.comment:ask.metafilter.com,2009:site.118107-1692934Tue, 31 Mar 2009 02:03:33 -0800hAndrewBy: Kwantsar
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data#1692985
I could be mistaken but from the looks of it I don't think that Mathematica example catches dividends, either.comment:ask.metafilter.com,2009:site.118107-1692985Tue, 31 Mar 2009 04:33:38 -0800KwantsarBy: hAndrew
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data#1693537
A variety of dividend-related data is there:<br>
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FinancialData["GE", "DividendPerShare"]<br>
>> 1.24<br>
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I don't really know how to incorporate this sort of information properly because I don't know much about finance as a subject.<br>
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The current and historical stuff it seems to know about "GE" (and other stocks) are:<br>
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FinancialData["GE", "Properties"]<br>
>> <small>{Ask, AskSize, Average200Day, Average50Day, AverageVolume3Month, Bid, BidSize, BookValuePerShare, Change, Change200Day, Change50Day, ChangeHigh52Week, ChangeLow52Week, CIK, Close, Company, CumulativeFractionalChange, CumulativeReturn, CUSIP, Dividend, DividendPerShare, DividendYield, EarningsPerShare, EBITDA, Exchange, FloatShares, ForwardEarnings, ForwardPERatio, FractionalChange, FractionalChange200Day, FractionalChange50Day, FractionalChangeHigh52Week, FractionalChangeLow52Week, High, High52Week, ISIN, LastTradeSize, LatestTrade, Lookup, Low, Low52Week, MarketCap, Name, Open, PEGRatio, PERatio, Price, PriceTarget, PriceToBookRatio, PriceToSalesRatio, QuarterForwardEarnings, Range, Range52Week, RawClose, RawHigh, RawLow, RawOpen, RawRange, Return, Sector, SEDOL, ShortRatio, SICCode, StandardName, Symbol, Volatility20Day, Volatility50Day, Volume, Website, YearEarningsEstimate, YearPERatioEstimate}</small><br>
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Again, I don't know all the finance jargon, but you could take a look at the documentation I linked to my earlier post. It describes some more about what the various properties mean.comment:ask.metafilter.com,2009:site.118107-1693537Tue, 31 Mar 2009 11:15:51 -0800hAndrewBy: tomwheeler
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data#1694294
Looks like I will need to write a program to do this... good thing I am a programmer :-)comment:ask.metafilter.com,2009:site.118107-1694294Tue, 31 Mar 2009 22:01:36 -0800tomwheelerBy: misterbrandt
http://ask.metafilter.com/118107/Looking-for-investment-calculator-with-real-historical-data#1695325
Or <a href="http://blog.makezine.com/archive/2008/10/howto_track_stocks_in_google_s.html">you can do this</a> in a spreadsheet in Google documents, again pulling current + historical data from Google Finance.comment:ask.metafilter.com,2009:site.118107-1695325Wed, 01 Apr 2009 15:58:15 -0800misterbrandt