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kmc277


Total Posts: 1
Joined: Dec 2016
 
Posted: 2017-09-23 05:19
Does anyone know where I might find time series data for ETFs? I'm looking specifically for historical earnings and/or book value.

Any help would be greatly appreciated.

finanzmaster


Total Posts: 155
Joined: Feb 2011
 
Posted: 2017-11-23 12:24
Reliable book value for ETFs (probably meaning a weighted average of book values of stocks in ETF)? No way!

As to price time series, look at
AlphaVantage. Yahoo.Finance might also still be helpful if you are ready to request data manually.

Note that for many ETFs (esp for Bond-ETFs that pay dividends every month) you need the adjusted price to get a genuine picture.

www.yetanotherquant.com - Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students
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