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    • grey gym sock
    • By grey gym sock 14th May 12, 3:46 PM
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    grey gym sock
    Historical FTSE All Share Total Return Index Download?
    • #1
    • 14th May 12, 3:46 PM
    Historical FTSE All Share Total Return Index Download? 14th May 12 at 3:46 PM
    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 )
Page 1
    • SnowMan
    • By SnowMan 15th May 12, 9:10 AM
    • 3,052 Posts
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    SnowMan
    • #2
    • 15th May 12, 9:10 AM
    • #2
    • 15th May 12, 9:10 AM
    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.
    Last edited by SnowMan; 15-05-2012 at 9:12 AM.
    I came, I saw, I melted
    • grey gym sock
    • By grey gym sock 15th May 12, 3:33 PM
    • 3,708 Posts
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    grey gym sock
    • #3
    • 15th May 12, 3:33 PM
    • #3
    • 15th May 12, 3:33 PM
    ah, i didn't know that the total return index only went back to 1993.
    • SnowMan
    • By SnowMan 15th May 12, 4:17 PM
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    SnowMan
    • #4
    • 15th May 12, 4:17 PM
    • #4
    • 15th May 12, 4:17 PM
    ah, i didn't know that the total return index only went back to 1993.
    Originally posted by grey gym sock
    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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