U.S. Stock Markets 1871 - Present and CAPE Ratio
Monthly S&P 500 Composite Stock Price Index, dividends,earnings, consumer price index, 10-year U.S. bond interest rate, price, dividend and earnings and the CAPE ratio.
Robert Shiller, Yale University.
French Data Library Contains current benchmark returns and historical benchmark returns data, downloads and details.
Kenneth R. French. Dartmouth University