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In my early years of data reporting, I did not save the datasets that I created, on the belief that no one would find a use for them. I have learned that some of you do need to go back in time, either because you need to do a valuation set back in an earlier year, or just because you want to compare numbers over time. In the link below, I have archived data sets, though not for all items, nor for all regions. I am afraid that if you don't see a link here, I don't have that archived data. The data is categorized by when the update occurred. Thus, the 1/14 link will take you to the dataset compiled on January 1, 2014. Since I have had to change the raw data source multiple times in the last 15 years, the industry categories may vary over time.

Topic
Data Item
US Europe Japan Emerging Markets Global
Corporate Governance
Insider and Institutional Holdings by Industry Sector

1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15

1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14,1/15
Discount Rate Estimation
Historical Returns on Stocks, Bonds and Bills - United States
Historical data going back to 1928.
       
Implied Equity Risk Premiums - United States
Has annual ERP going back to 1960 and monthly ERP to September 2008.        

Risk Premiums for Other Markets

1/01, 1/02, 1/03, 1/04, 1/05, 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15


Levered and Unlevered Betas by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04. 1/05 , 1/06 , 1/07. 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15
1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15

Marginal tax rate by country
For full version go to the KPMG site

Includes marginal tax rates for last five years
Total Beta By Industry Sector
1/99, 1/00, 1/01, 1/02, 1/03, 1/04, 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Risk Measures by Market Cap Class          
Costs of Capital by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15
Effective tax rate by Industry 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15
Return Measures
Regression Coefficients By Industry
1/03, 1/04, 1/05, 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15
EVA and Equity EVA by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04, 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15
Capital Structure
Debt Ratio Trade Off Variables by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04, 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Ratings, Spreads and Interest Coverage Ratios
1/14, 1/15        
Operating Lease adjusted values for debt, returns and earnings
1/14, 1/15       1/14, 1/15
Cross Sectional Regression of Debt Ratio
1/14, 1/15
       
Macro Economic Data for Debt Design
Contains hisorical data going back to 1987 for the US
       
Dividend Policy
Dividends versus FCFE 1/99, 1/00, 1/01, 1/02, 1/03, 1/04, 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15
Dividend Policy Trade Off Variables by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04, 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15
1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Cross Sectional Regression of Dividend Ratios
1/14 , 1/15        
Cash Flow Estimation
Capital Expenditures, Depreciation,Reinvestment Rate and Sales to Capital Ratios by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 ,1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15
1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Operating and Net Margins by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Working Capital Requirements by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06, 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/13, 1/14, 1/15 1/13, 1/14, 1/15 1/13, 1/14, 1/15 1/13, 1/14, 1/15
Growth Rate Estimation
Return on Equity decomposition by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04, 1/05, 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Fundamental Growth Rate in EPS by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15
Historical Growth Rate in Earnings by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04, 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15
Fundamental Growth Rate in Operating Income (EBIT) by Industry
1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15
Multiples
PE Ratios, PEG Ratios and Expected Growth Rates by Industry Sector

1/99, 1/00, 1/01, 1/02, 1/03, 1/04, 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15

1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Price and Value to Book Ratios and ROE by Industry Sector

1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15

1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Price and Value to Sales Ratios and Margins by Industry Sector

1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15

1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Value/EBIT & Value/EBITDA Multiples by Industry Sector

1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15

1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15 1/12, 1/13, 1/14, 1/15
Multiples by Market Cap Class (US) 1/13, 1/14, 1/15        
Earnings. Book Value and Sales Multiple Averages by Country
1/13, 1/14, 1/15
Market Regressions of Multiples against fundamentals
1/05, 1/06 , 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15
Option Pricing Models
Firm Value and Equity Standard Deviations (for use in real option pricing models)
1/99, 1/00, 1/01, 1/02, 1/03, 1/04 , 1/05 , 1/06, 1/07, 1/08, 1/09, 1/10, 1/11, 1/12, 1/13, 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15 1/14, 1/15