Historical FTSE All Share Total Return Index Download?

grey_gym_sock
grey_gym_sock Posts: 4,508 Forumite
in Savings & investments
for the Total Return version of the All Share Index, the only historical data i've found is: http://markets.ft.com/research/Markets/Data-Archive -> select "Equities" -> select "FTSE Actuaries ..." -> enter a date -> download a PDF (!) and the total return is in the rightmost column ... very cumbersome, and it only goes back 5 years.

for the capital-only All Share Index, big charts has daily closing prices back to about 1988: http://bigcharts.marketwatch.com/historical/default.asp?symb=XX%3AASX ... but no download.

i can't find the Total Return All Share on big charts. rumours that the code to use is XX:1812550 proved to be not (or no longer) true.

yahoo finance has a download of the capital-only All Share Index, but only back to 2000: http://uk.finance.yahoo.com/q/hp?s=^FTAS

does anybody know any better sources?

( a similar, now-closed, thread: http://forums.moneysavingexpert.com/showthread.php?t=2401875 )

Comments

  • SnowMan
    SnowMan Posts: 3,358 Forumite
    Name Dropper First Anniversary First Post Photogenic
    edited 15 May 2012 at 9:12AM
    I am not aware of any information better than you suggest.

    I have been using that long winded FT.com link for a while just to keep an eye on my all share index trackers and that was as good as I could find in terms of the FTSE all share total return index although as you say the problem is the limited back-dating.

    Note the FTSE all share index came into being in 1962 (it was called the FT Actuaries all share index originally).

    The total return index (as opposed to the capital index that doesn't allow for dividends) was introduced in 1993 I think. I am not sure if there was any backdated information made available on total returns when it came into being. I think it was possible before then to allow for dividends through an xd adjustment that was published but that was very messy to do.

    However I have never been able to find freely available historic values at specific pricing dates for the total return index back to (say) 1993.
    I came, I saw, I melted
  • grey_gym_sock
    grey_gym_sock Posts: 4,508 Forumite
    ah, i didn't know that the total return index only went back to 1993.
  • SnowMan
    SnowMan Posts: 3,358 Forumite
    Name Dropper First Anniversary First Post Photogenic
    grey_gym_sock wrote: »
    ah, i didn't know that the total return index only went back to 1993.

    July 1993 according to 5.0 of this document

    http://www.ftse.com/Indices/UK_Indices/Downloads/uk_calculation.pdf
    I came, I saw, I melted
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