Siblis Research provides enterprise-level data services related to global equity markets, aimed for professional/semi-professional investors and institutions. We have specialized in global equity valuations data, covering all major developed and emerging markets in the world. In addition to valuations data, our global stock index database includes historical index membership and weightings data.
In addition to our standard data subscriptions, we are also conducting custom data collection projects for our clients. Our team of data gathering professionals in Manila, the Philippines, has years of experience with challenging research assignments that require a lot of manual work and validation. The projects we are doing are ranging from a few hours of work to weeks of full-time research.
For any additional questions, please don’t hesitate to contact 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.
The data includes weightings and key fundamentals (earnings, revenues, market caps…) of the individual index components for the most followed indices. Contact us now to learn more about this service and the scope of data available.
The subscription price is $48/month (billed annually) or $97/month (billed monthly). You can cancel or place your subscription on hold at any time without any extra fees.
- Start your annual subscription from here ($48/month)
- Start your monthly subscription from here ($97/month)
U.S. & Global Equity Valuations Data:
The Global Equity Valuations Database by Siblis Research provides you key valuation metrics of the largest economies & stock markets in the world. This Professional Subscription Plan to the database gives you full access to the latest and historical valuation data and allows you to analyze valuations in relation to equity returns, earnings growth rates and long-term interest rates.
The valuation data is currently available for more than 35 different countries/indices and we are constantly increasing the scope of our data. The metrics are generally available for the past 20+ years for most of the markets For U.S. stock market, the database provides also key valuation metrics calculated by Sector since the year 1979. Check this sample dataset for full details of the markets and data ranges available.
The subscription price is $48/month (billed annually) or $97/month (billed monthly). You can cancel or place your subscription on hold at any time without any extra fees.
- Start your annual subscription from here ($48/month)
- Start your monthly subscription from here ($97/month)
Examples of academic/working/white papers published utilizing our data:
“The Avoidable Costs of Index Rebalancing” by Robert Arnott, Chris Brightman, Vitali Kalesnik and Lillian WuT, 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