Hello, I am looking for historical index valuation ratios e.g. P/E ratio for the SP500. I know how to pull it for individual stocks but I dont get any result when I put the index RIC. Is there a way to get them or have to do it the hard way, i.e. pulling historical constituents and estimating the index aggregate ratio?
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Hi @ninja,
You can use the following code to retrieve historical PE for the S&P 500:
spx_pe, err = ek.get_data(['.SPX'], ['TR.Index_PE_RTRS.date' ,'TR.Index_PE_RTRS'], {'SDate':'0D','EDate':'-1CY'})
Thank you @Agnes Terada! And a last question, do you know if the historical ratios for the index are based on the historical constituents of the index (as it was at each point in time) or they are based on its today's constituents (aggregation of historical ratios of the firms that are in the index today)?
