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FRED adds a decade of daily S&P 500 close values after new agreement with S&P Dow Jones, expanding research depth for analysts and investors.
The Federal Reserve Bank of St. Louis and S&P Dow Jones Indices have announced that the FRED database will now host ten years of daily S&P 500 closing values, extending the series back to 2014 and giving market participants a longer, high‑frequency view of the large‑cap benchmark [1].
| At a glance | |
|---|---|
| Data coverage | Daily S&P 500 closes back to 2014 |
| Frequency | Close of market, 4 PM ET (except early‑close holidays) |
| Index type | Price index (excludes dividends) |
| Source | S&P Dow Jones Indices via FRED |
The new agreement between the St. Louis Fed and S&P Dow Jones Indices means that FRED’s S&P 500 series will now contain a full decade of daily observations, rather than the shorter window previously available. The series records the index value at the close of each trading day, with the market typically closing at 4 PM ET, and adjusts for early closures on holidays [1]. Because the index is a price‑only measure, it does not incorporate dividend payouts, which distinguishes it from total‑return versions of the S&P 500.
Analysts rely on long‑run daily data to calibrate models of equity volatility, to back‑test trading strategies, and to assess the relationship between stock prices and macroeconomic variables such as GDP. The added ten‑year span aligns the S&P 500 series with other macro‑economic time series that already have a decade of daily frequency, facilitating more robust econometric work. Moreover, the expanded dataset improves the granularity of research that tracks market reactions to policy announcements, earnings releases, and geopolitical events.
The ten‑year daily S&P 500 record enhances the analytical toolkit for economists, investors, and policymakers, but it also raises questions about how best to integrate price‑only data with total‑return perspectives for a fuller picture of market performance.
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AI-assisted synthesis by the TrendWatcher Editorial Desk · sourced from 4 outlets · Jun 24, 2026 · How we report
It represents about 80% of the total market capitalization of U.S. public companies.
A committee selects components based on criteria including market capitalization (≥ $22.7 billion), liquidity, trading volume, and exchange listing.
Major ETFs include Vanguard's VOO, iShares' IVV, and State Street's SPY, among others.
Since 1926, the index’s compound annual growth rate, including dividends, is approximately 9.8%.
Futures are traded on the Chicago Mercantile Exchange (CME) and options on the index are offered by Cboe Global Markets.