Siblis Research offers enterprise-grade data services focused on global equity markets, catering to professional and semi-professional investors as well as institutions. We specialize in global equity valuation data, covering all major developed and emerging markets. Our comprehensive equity index database also includes historical index membership and weightings data.
Beyond our standard data subscriptions, we undertake custom data collection projects tailored to our clients’ needs. Our dedicated team of research professionals in Manila, Philippines, has extensive experience handling complex data-gathering assignments that require meticulous manual work and validation. These projects range from brief research tasks to weeks of full-time analysis.
For any inquiries, don’t hesitate to reach out to us.
Historical Stock Index Constituents & Constituent Changes:
The U.S. & Global Stock Indices Constituents & Changes data subscription by Siblis Research provides you the current and historical components of all the major equity indices in the world. In addition to the latest index membership data, the subscription includes full details of the constituent changes happened in the past, including the dates of additions/removals and also the dates when the constituent changes were announced.
Siblis Research’s U.S. & Global Stock Indices Constituents & Changes data subscription provides comprehensive historical and current membership data for all major equity indices worldwide. Along with up-to-date index constituent information, the subscription includes detailed records of past changes, specifying the dates when stocks were added or removed, as well as the announcement dates of these changes. For the most widely followed indices, the dataset also includes historical index weightings of the constituents.
The subscription is available for $48/month (billed annually) or $97/month (billed monthly), with the flexibility to cancel or pause anytime without additional fees.
U.S. & Global Equity Valuations Data:
Siblis Research’s Global Equity Valuations Database offers key valuation metrics for the world’s largest economies and stock markets. With the Professional Subscription Plan, you gain full access to both current and historical valuation data, allowing you to analyze valuations in relation to equity returns, earnings growth rates, and long-term interest rates.
The database covers 35+ countries and indices, with new markets added regularly. Most valuation metrics are available for 40+ years. For U.S. stock market, the subscription includes sector-specific valuations dating back to 1979. View a sample dataset for details on available markets and data ranges.
The subscription is available for $48/month (billed annually) or $97/month (billed monthly). You can cancel or place your subscription on hold at any time with no additional fees.
Examples of academic/working/white papers published utilizing our data:
“The Passive Ownership Share is Double What You Think It Is” by Alex Chinco and Marco Sammon, Journal of Financial Economics, Volume 157, July 2024
“Passive Investing in a Warming World – An Evaluation of Fossil Fuel Impacts on Equity Portfolios” by Connor Chung and Dan Cohn, Institute for Energy Economics & Financial Analysis, February 2024
“The Disappearing Index Effect” by Robin Greenwood and Marco Sammon,
Harvard Business School Working Paper 23-025, November 2023
“The Avoidable Costs of Index Rebalancing” by Robert Arnott, Chris Brightman, Vitali Kalesnik and Lillian Wu, Social Science Research Network, May 2022
“Is Stock Index Membership for Sale?” by Kun Li, Shang-Jin Wei, and Xin Liu, National Bureau of Economic Research, NBER Working Paper Seriest, October 2021
“Climate Change Risk Disclosures and the Securities and Exchange Commission” by Rena S. Miller, Gary Shorter, and Nicole Vanatko, Congressional Research Service, April 2021
“More Stories of Unconventional Monetary Policy” by Evan Karson, and Christopher J. Neely
Federal Reserve Bank of St. Louis Working Paper, October 2020
“Does Joining a Major Index Hurt Firms?” by Benjamin Bennett, René M. Stulz & Zexi Wang
National Bureau of Economic Research, NBER Working Paper Seriest, July 2020
“Modern Portfolio Theory And The Efficient Markets Hypothesis” by Jim Fischer
12th Economics and Finance Conference, International Institute for Social and Economic Sciences, October 2019
“Index Affiliation and Stock Price Informativeness” by Shinhua Liu
Journal of Behavioral Finance, October 2019
“Es-CAPE Velocity: Value-Driven Sector Rotation” by Corey Hoffstein
Newfound Research, August 2019
“Buy High and Sell Low with Index Funds” by Rob Arnott, Vitali Kalesnik & Lillian Wu
Research Affiliates, June 2018
“Equity Valuation Science, Art, or Craft?” by Frank J. Fabozzi, Sergio M. Focardi & Caroline Jonas
CFA Institute Research Foundation Publications, December 2017, Volume 2017, Issue 4
“Intangibles: The Impaired Accounting Challenge” by John H. Nugen, Alex Pomelnikov, & Kerry Webb,
Journal of Business & Economic Policy, March 2017, Volume 4, Issue 1