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Open datasets, fully documented — searchable here, and readable by any LLM.

5 datasets

equities
  • US Equity Market Signals (derived)

    US equity market signals (index momentum, volatility, drawdowns, VIX regime)

    Daily equity-market signals derived from FRED's US index and volatility series: 30-day annualized log-return volatility, 3-month momentum, trailing-1-year peak-to-trough drawdowns (the bear-market gauge, index series only), 3-sigma return anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, and the VIX 1-year z-score (the fear-regime gauge). Covers the S&P 500, the Dow Jones Industrial Average, the NASDAQ Composite and the CBOE Volatility Index. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED).

    • equities
    • sp500
    • dow-jones
    • nasdaq
    rows
    28,329
    Quality
    98
    Updated
    Sep 24, 2026
    Fresh
    License
    Commercial use OK
  • US Equity Valuation Signals (derived)

    US equity valuation signals (Shiller CAPE regime gauges)

    Monthly U.S. equity valuation signals from Robert Shiller's long-run stock-market dataset (1871 ->, keyless): the CAPE ratio and excess CAPE yield with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a 20-year CAPE z-score valuation-regime gauge, over/undervalued flags, a >30 high-valuation flag, and an excess-yield-vs-bonds z-score. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw data: Robert J. Shiller

    • equities
    • valuation
    • cape
    • shiller
    rows
    3,498
    Quality
    92
    Updated
    Sep 22, 2026
    Fresh
    License
    License unclear
  • World Bank

    Listed domestic companies (total)

    Total number of domestic companies whose shares are listed on an exchange at the end of the year, for the 8-country panel (USA, Canada, UK, Germany, France, Japan, China, India). Listed domestic companies include foreign companies which are exclusively listed; investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies (holding and investment companies) are excluded, and a company with several classes of shares is counted once. The World Bank publishes the indicator in the World Development Indicators from the World Federation of Exchanges database. It completes the connector's equity-market triad: combined with the market-cap and stocks-traded datasets it yields average market cap per listed company and trading value per company, separating market size from market breadth. The 8-country panel is covered 2000-2025, but France's series is frozen upstream (latest observation 2018) and the UK series ends 2022 - genuine upstream gaps, kept verbatim, never interpolated. Units: companies (count).

    • equities
    • listed-companies
    • finance
    • world-bank
    rows
    208
    Quality
    99
    Updated
    Sep 24, 2026
    Fresh
    License
    Commercial use OK
  • World Bank

    Market capitalization of listed domestic companies (current US$)

    Market capitalization (share price times shares outstanding, including the several classes) of listed domestic companies, in current U.S. dollars, for the 8-country panel (USA, Canada, UK, Germany, France, Japan, China, India). Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. The World Bank publishes the indicator in the World Development Indicators from the World Federation of Exchanges (WFE) database: end-of-year values converted to U.S. dollars at the corresponding year-end foreign exchange rate. France's series is frozen at 2018 and the UK and China have genuine provider gaps: values are null where national statistics are unavailable and are never interpolated. Pairs with the stocks-traded-total-value dataset (size of the listed market vs its trading activity). Units: current US$.

    • market-cap
    • equities
    • finance
    • world-bank
    rows
    208
    Quality
    99
    Updated
    Sep 24, 2026
    Fresh
    License
    Commercial use OK
  • World Bank

    Stocks traded, total value (current US$)

    Total value of shares traded (number of shares traded, domestic and foreign, times their matching prices), single-counted (only one side of the transaction), in current U.S. dollars, for the 8-country panel (USA, Canada, UK, Germany, France, Japan, China, India). Companies admitted to listing and admitted to trading are included. The World Bank publishes the indicator in the World Development Indicators from the World Federation of Exchanges (WFE) database: end-of-year values converted to U.S. dollars at the corresponding year-end foreign exchange rate. France's series is frozen at 2015 and the UK and China have genuine provider gaps: values are null where national statistics are unavailable and are never interpolated. Pairs with the market-cap-listed-companies dataset (trading activity vs the size of the listed market). Units: current US$.

    • trading-volume
    • equities
    • finance
    • world-bank
    rows
    208
    Quality
    99
    Updated
    Sep 24, 2026
    Fresh
    License
    Commercial use OK

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