Stock Market and Portfolio Anaylsis of the S&P 500 various metrics with pandas and quandl

This post includes code adapted from python for finance and trading algorithms udemy course and python for finance and trading algorithms udemy course notebooks.

import pandas as pd
import quandl

start = pd.to_datetime('2010-01-01')
end = pd.to_datetime('today')

SP500 = quandl.get("MULTPL/SP500_REAL_PRICE_MONTH",start_date = start,end_date = end)

SP500 = quandl.get("MULTPL/SP500_DIV_YIELD_MONTH",start_date = start,end_date = end)
SP500

	Value
Date
2010-01-31	1.98
2010-02-28	2.03
2010-03-31	1.90
2010-04-30	1.83
2010-05-31	1.95
...	...
2020-07-01	1.91
2020-07-31	1.86
2020-08-31	1.76
2020-09-01	1.69
2020-09-30	1.69

136 rows × 1 columns

SP500 = quandl.get("MULTPL/SP500_PE_RATIO_MONTH",start_date = start,end_date = end)
SP500

	Value
Date
2010-01-01	20.70
2010-02-01	18.91
2010-03-01	18.91
2010-04-01	19.01
2010-05-01	17.30
...	...
2020-07-01	27.57
2020-07-31	28.12
2020-08-01	29.16
2020-08-31	30.09
2020-09-01	30.32

138 rows × 1 columns

SP500 = quandl.get("MULTPL/SP500_PE_RATIO_MONTH",start_date = start,end_date = end)
SP500

	Value
Date
2010-01-01	20.70
2010-02-01	18.91
2010-03-01	18.91
2010-04-01	19.01
2010-05-01	17.30
...	...
2020-07-01	27.57
2020-07-31	28.12
2020-08-01	29.16
2020-08-31	30.09
2020-09-01	30.32

138 rows × 1 columns

SP500 = quandl.get("MULTPL/SP500_EARNINGS_YIELD_MONTH",start_date = start,end_date = end)
SP500

	Value
Date
2010-01-01	4.83
2010-02-01	5.29
2010-03-01	5.29
2010-04-01	5.26
2010-05-01	5.78
...	...
2020-07-01	3.63
2020-07-31	3.56
2020-08-01	3.43
2020-08-31	3.32
2020-09-01	3.30

138 rows × 1 columns

SP500 = quandl.get("MULTPL/SP500_INFLADJ_MONTH",start_date = start,end_date = end)
SP500

	Value
Date
2010-01-01	1343.51
2010-02-01	1302.03
2010-03-01	1371.58
2010-04-01	1423.00
2010-05-01	1336.08
...	...
2020-07-01	3207.62
2020-07-31	3271.12
2020-08-01	3391.71
2020-08-31	3500.31
2020-09-01	3526.65

138 rows × 1 columns

SP500 = quandl.get("MULTPL/SP500_DIV_MONTH",start_date = start,end_date = end)
SP500

	Value
Date
2010-01-31	26.59
2010-02-28	26.38
2010-03-31	26.08
2010-04-30	26.09
2010-05-31	26.12
...	...
2020-02-29	59.23
2020-03-31	59.81
2020-04-30	60.25
2020-05-31	60.28
2020-06-30	59.99

126 rows × 1 columns

SP500 = quandl.get("MULTPL/SP500_DIV_YEAR",start_date = start,end_date = end)
SP500

	Value
Date
2010-12-31	26.87
2011-12-31	30.34
2012-12-31	35.26
2013-12-31	38.90
2014-12-31	43.52
2015-12-31	47.53
2016-12-31	49.05
2017-12-31	51.43
2018-12-31	55.43
2019-03-31	55.35
2019-06-30	56.17
2019-09-30	57.32
2019-12-31	58.72
2020-03-31	59.18
2020-06-30	59.99

SP500 = quandl.get("MULTPL/SP500_DIV_GROWTH_YEAR",start_date = start,end_date = end)
SP500

	Value
Date
2010-12-31	1.45
2011-12-31	16.26
2012-12-31	18.25
2013-12-31	11.99
2014-12-31	12.72
2015-12-31	10.00
2016-12-31	5.33
2017-12-31	7.07
2018-12-31	9.84
2019-03-31	9.87
2019-06-30	9.98
2019-09-30	9.32
2019-12-31	8.36
2020-03-31	8.45
2020-06-30	6.43

SP500 = quandl.get("MULTPL/SP500_DIV_GROWTH_QUARTER",start_date = start,end_date = end)
SP500

	Value
Date
2010-03-31	-19.63
2010-06-30	-13.90
2010-09-30	-6.48
2010-12-31	1.45
2011-03-31	6.97
2011-06-30	10.46
2011-09-30	12.65
2011-12-31	16.26
2012-03-31	16.74
2012-06-30	16.35
2012-09-30	17.51
2012-12-31	18.25
2013-03-31	17.40
2013-06-30	17.47
2013-09-30	16.27
2013-12-31	11.99
2014-03-31	12.82
2014-06-30	12.37
2014-09-30	11.89
2014-12-31	12.72
2015-03-31	12.64
2015-06-30	11.67
2015-09-30	10.43
2015-12-31	10.00
2016-03-31	7.52
2016-06-30	6.51
2016-09-30	5.92
2016-12-31	5.33
2017-03-31	5.71
2017-06-30	6.21
2017-09-30	6.99
2017-12-31	7.07
2018-03-31	7.81
2018-06-30	7.99
2018-09-30	8.65
2018-12-31	9.84
2019-03-31	9.87
2019-06-30	9.98
2019-09-30	9.32
2019-12-31	8.36
2020-03-31	8.45
2020-06-30	6.43

SP500.head()

	Value
Date
2010-01-01	1123.58
2010-02-01	1089.16
2010-03-01	1152.05
2010-04-01	1197.32
2010-05-01	1125.06

SP500.tail()

	Value
Date
2020-07-01	3207.62
2020-07-31	3271.12
2020-08-01	3391.71
2020-08-31	3500.31
2020-09-01	3526.65

import matplotlib.pyplot as plt
%matplotlib inline

SP500['Value'].plot(figsize = (12, 8))
plt.title('Total S&P 500 from 2010 to 2020 Value')

Text(0.5, 1.0, 'Total S&P 500 from 2010 to 2020 Value')