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Datasets

We publish a select collection of financial datasets, empowering individuals and businesses to explore and analyze raw data with ease. Whether you're a researcher, analyst, or enthusiast, our downloadable datasets (csv) provide a robust foundation for financial insights and decision-making.​

Spiral Architecture

Rolling Sector Correlation To Market

Description

This dataset contains the rolling 180-day correlation between each sector and the S&P 500. 

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It uses historical data derived from SPDR Sector ETFs.

Dataset (click to download):

Earnings Surprise Volatility 

Description

This dataset describes the volatility in earnings surprise (%) for S&P 500 companies.

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This is derived from first calculating the percentage difference between the expected and reported EPS, then finding the standard deviation of this surprise (%) over a period of multiple years.

Dataset (click to download):

Index Return Data

Description

The following datasets provide extensive historical annual returns for major equity market indexes.

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Annual returns are calculated as the percentage difference between the closing prices of year 'n' and year 'n-1'. 

Datasets (click to download):

Portfolio Jay

Reports

Datasets

About

The content, articles, insights, and information provided on Portfolio Jay are intended for educational and informational purposes only. This website does not constitute professional financial, investment, or legal advice, and Portfolio Jay does not claim to be a licensed financial advisor, broker, or professional consultant. Any decisions you make based on the information provided on this site are strictly at your own discretion and risk. Portfolio Jay aims to provide accurate and timely information, but it does not guarantee the reliability, completeness, or suitability of any data presented. All information, opinions, and analyses shared on this website are based on publicly available information and are subject to change without notice. Readers are encouraged to verify all content independently and consult qualified professionals before taking any action. Investing involves inherent risks, including the potential loss of principal. Historical performance or insights provided on Portfolio Jay are not indicative of future results, and market conditions may change rapidly and unpredictably. It is crucial to conduct thorough research and seek personalized advice that considers your unique financial goals, risk tolerance, and circumstances. Portfolio Jay disclaims any liability for financial losses, damages, or consequences resulting from the use of this website's content.

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