SEC-filing-implied quarterly prices for historical S&P 500 members.
42,618 quarter-end prices for 959 securities, including departed constituents, with source-filing evidence, price-only returns and documented corporate actions.
Historical S&P 500 Quarterly Prices, 2004–2025
US$199 one time
US$599 one time
Actual quarter-end price observations for a coherent selection of securities; production schema retained. It contains: sample.csv, METHODOLOGY.md, QUALITY_REPORT.md, DATA_DICTIONARY.csv.
Need something more specific?
Don't need the entire dataset? Request an extract for selected years, entities, or records, or a research table or report based on this dataset. We review the scope and quote a price before work begins.
Request a Custom Extract or Report →Who is this dataset for?
- Quantitative researchers studying historical index-member price behavior
- Academic and independent analysts rebuilding quarterly equity panels
- Research-data engineers joining corporate-action evidence to historical prices
What can you do with it?
Build a quarterly price-only panel
Join quarter_end_prices.csv by security_id and quarter_end and inspect price_basis and missingness.
Study supported price-only returns
Load quarterly_price_returns.csv and filter for supported intervals; do not treat returns as dividend-inclusive.
Audit a valuation
Follow price_source_observations.csv back to its SEC filing and recompute market_value / shares.
How to use the files
- Load quarter_end_prices.csv and filter by security_id and quarter_end.
- Check price_basis and n_sp500_funds, then join to quarterly_price_returns.csv only where the return is supported.
- Use price_source_observations.csv and corporate_actions.csv for evidence, and consult EXCEPTIONS.csv for blocked intervals.
Match security_id and quarter_end to a price, inspect the source observation, and divide the filing market value by shares. Do not equate this with an official exchange closing print.
Try real records before buying
The table below uses actual rows from this release’s free sample, not simulated data. Blank cells are left blank as supplied. The preview is shortened for readability; download the sample for all columns and complete cell values.
| security_id | quarter_end | price_usd | price_basis | n_sp500_funds |
|---|---|---|---|---|
| PFHC-0B83D6DAC2 | 2004-09-30 | 96.169967 | MEDIAN_OF_SP500_FUND_IMPLIED_PRICES | 2 |
| PFHC-0B83D6DAC2 | 2004-12-31 | 102.310003 | MEDIAN_OF_SP500_FUND_IMPLIED_PRICES | 1 |
| PFHC-0B83D6DAC2 | 2005-03-31 | 99.900195 | MEDIAN_OF_SP500_FUND_IMPLIED_PRICES | 2 |
| PFHC-0B83D6DAC2 | 2005-06-30 | 103.939687 | MEDIAN_OF_SP500_FUND_IMPLIED_PRICES | 1 |
| PFHC-0B83D6DAC2 | 2005-09-30 | 109.749999 | MEDIAN_OF_SP500_FUND_IMPLIED_PRICES | 2 |
| PFHC-0B83D6DAC2 | 2005-12-31 | 115.530138 | MEDIAN_OF_SP500_FUND_IMPLIED_PRICES | 2 |
| PFHC-0B83D6DAC2 | 2006-03-31 | 138.700204 | MEDIAN_OF_SP500_FUND_IMPLIED_PRICES | 2 |
| PFHC-0B83D6DAC2 | 2006-06-30 | 140.080102 | MEDIAN_OF_SP500_FUND_IMPLIED_PRICES | 2 |
Download sample CSV — no account or email required → · Full sample package (ZIP) →
Which edition and license should you buy?
Standalone companion to Cohort Release 1.1 and the historical Crosswalk, sold separately. Individual licenses one person; Business licenses one legal entity. Same fixed data and no refresh under both tiers.
Why buy this instead of using free source data?
Multiple SEC-filed fund holdings histories have been aligned to the historical reconstructed Cohort, reconciled to 42,678 member quarter-ends, adjusted for supported corporate actions and cash exits, and supplied with source-level evidence and clearly marked gaps.
What happens after payment?
After checkout, a private ZIP download is made available by a seven-day entitlement. The edition can be retained and used under its license; future editions require separate purchase.
What You Get
- 42,618 quarter-end fund-filing-implied prices across 959 Cohort securities
- 41,637 supported price-only return intervals, with missing and blocked intervals preserved
- 383 supported corporate-action records, 95 cash exits and their source evidence
- 140,009 underlying source-observation records and research documentation
- A free ungated sample with actual production-column values
Coverage & Product Facts
- Coverage
- 2004-09-30 – 2025-09-30
- Source
- SEC-filed Vanguard, iShares and SPDR index-fund holdings; SEC issuer filings for corporate actions and cash exits
- Observation Frequency
- Quarter-end observations; subsequent SEC filing-date availability
- Release
- sp500-quarterly-prices-2025-09-30-r1 (2026-10-30)
- Formats
- CSV + ZIP
- Update Policy
- One-time fixed 2025-09-30 release; no future updates or lifetime refresh included.
Methodology & QA
Filed fund value divided by shares; median across multiple fund observations where available, 42,618 of 42,678 member quarter-ends priced (99.86%). Independent 40-observation SEC filing checks passed; missing observations and exceptions are explicitly listed.
Certification status: Engineering certification 8/8 PASS and factual 40/40 spot-check; limited price-only scope. Total returns including dividends are NOT certified. — read the full certification report →
Data Dictionary
| Field | Description |
|---|---|
| security_id | Persistent Cohort 1.1 PFHC security identifier |
| quarter_end | Fund valuation date at a calendar quarter end |
| price_usd | USD value per share implied by filed holdings |
| n_sp500_funds | Number of independent S&P 500 fund observations supporting the median |
| price_basis | Rule producing the selected fund-filing-implied price |
Full data dictionary (JSON) → · Complete dictionary with enumerated values and date semantics (Markdown) →
Pricing & License
Individual / Academic: US$199 one time
Commercial / Business: US$599 one time
Fixed-edition internal-use data license; no resale or redistribution
Coming soon
Known Limitations
- Derived fund valuation per share, not exchange closing prices.
- 60 of 42,678 member quarter-ends are unpriced; 26 return intervals cannot be evaluated and three separation blockers remain.
- No cash dividends, dividend events, dividend-inclusive total returns, daily price paths or estimated/recovered valuations.
- Filing publication occurs after valuation date; quarter-end price is not a contemporaneously knowable signal.
- Post-membership securities and non-cash exits are not covered by the certified base edition.
Persistfolio is independent and is not affiliated with, sponsored by, endorsed by, or authorized by S&P Global or S&P Dow Jones Indices. S&P 500® is a trademark of S&P Dow Jones Indices LLC and/or its affiliates. This product is an independent research reconstruction and is not an official S&P dataset.