sp500_multiples

Get historical S&P 500 multiples and Shiller PE ratios.

Examples

from openbb import obb
obb.index.sp500_multiples(provider='nasdaq')
obb.index.sp500_multiples(series_name='shiller_pe_year', provider='nasdaq')

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Parameters

• standard
• nasdaq

Name	Type	Description	Default	Optional
series_name	Literal['shiller_pe_month', 'shiller_pe_year', 'pe_year', 'pe_month', 'dividend_year', 'dividend_month', 'dividend_growth_quarter', 'dividend_growth_year', 'dividend_yield_year', 'dividend_yield_month', 'earnings_year', 'earnings_month', 'earnings_growth_year', 'earnings_growth_quarter', 'real_earnings_growth_year', 'real_earnings_growth_quarter', 'earnings_yield_year', 'earnings_yield_month', 'real_price_year', 'real_price_month', 'inflation_adjusted_price_year', 'inflation_adjusted_price_month', 'sales_year', 'sales_quarter', 'sales_growth_year', 'sales_growth_quarter', 'real_sales_year', 'real_sales_quarter', 'real_sales_growth_year', 'real_sales_growth_quarter', 'price_to_sales_year', 'price_to_sales_quarter', 'price_to_book_value_year', 'price_to_book_value_quarter', 'book_value_year', 'book_value_quarter']	The name of the series. Defaults to 'pe_month'.	pe_month	True
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format.	None	True
provider	Literal['nasdaq']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'nasdaq' if there is no default.	nasdaq	True

Name	Type	Description	Default	Optional
series_name	Literal['shiller_pe_month', 'shiller_pe_year', 'pe_year', 'pe_month', 'dividend_year', 'dividend_month', 'dividend_growth_quarter', 'dividend_growth_year', 'dividend_yield_year', 'dividend_yield_month', 'earnings_year', 'earnings_month', 'earnings_growth_year', 'earnings_growth_quarter', 'real_earnings_growth_year', 'real_earnings_growth_quarter', 'earnings_yield_year', 'earnings_yield_month', 'real_price_year', 'real_price_month', 'inflation_adjusted_price_year', 'inflation_adjusted_price_month', 'sales_year', 'sales_quarter', 'sales_growth_year', 'sales_growth_quarter', 'real_sales_year', 'real_sales_quarter', 'real_sales_growth_year', 'real_sales_growth_quarter', 'price_to_sales_year', 'price_to_sales_quarter', 'price_to_book_value_year', 'price_to_book_value_quarter', 'book_value_year', 'book_value_quarter']	The name of the series. Defaults to 'pe_month'.	pe_month	True
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
provider	Literal['nasdaq']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'nasdaq' if there is no default.	nasdaq	True
transform	Literal['diff', 'rdiff', 'cumul', 'normalize']	Transform the data as difference, percent change, cumulative, or normalize.	None	True
collapse	Literal['daily', 'weekly', 'monthly', 'quarterly', 'annual']	Collapse the frequency of the time series.	None	True

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Returns

OBBject
    results : List[SP500Multiples]
        Serializable results.

    provider : Optional[Literal['nasdaq']]
        Provider name.

    warnings : Optional[List[Warning_]]
        List of warnings.

    chart : Optional[Chart]
        Chart object.

    extra : Dict[str, Any]
        Extra info.

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Data

• standard
• nasdaq

Name	Type	Description
date	date	The date of the data.

Name	Type	Description
date	date	The date of the data.