Hi,

I can’t believe I’ve just spent 1h looking for the historical S&P 500 earnings yield - unsuccessfully. Would someone be so kind as to point me towards the right direction?

Earnings yield = earnings per share (EPS) / market price per share, i.e. the inverse of the P/E ratio.

It doesn’t seem to be here, which is where I would have expected to find it:

https://wrds-web.wharton.upenn.edu/wrds/ds/crsp/indexes_a/sp500/sp500.cfm

Thanks a lot in advance

Ferdinand