Stocks, Bonds, Bills, and Inflation® (SBBI®) Yearbook

Stocks, Bonds, Bills, and Inflation® (SBBI®) Yearbook

The Stocks, Bonds, Bills, and Inflation® (SBBI®) Yearbook has been the definitive annual resource for historical U.S. capital markets data for over 30 years.

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Join us for a webinar "Higher for Longer? Cost of Capital in the Current Environment" on September 28, 2023 at 11:30 am ET. Register Now.

The Stocks, Bonds, Bills, and Inflation® (SBBI®) Yearbook has been the definitive annual resource for historical U.S. capital markets data for over 30 years. The SBBI® Yearbook is based upon the work of Roger G. Ibbotson (Professor Emeritus of Finance at the Yale School of Management, former chairman and founder of Ibbotson Associates, Chairman, founder, and CIO of Zebra Capital), and Rex A. Sinquefield (co-founder of Dimensional Fund Advisors, which today oversees more than $350 billion in global assets).

The SBBI® Yearbook includes returns, index values, and statistical analyses of U.S. large company stocks, small company stocks, long-term corporate bonds, long-term government bonds, intermediate-term government bonds, U.S. Treasury bills, and inflation from January 1926 to present (monthly).


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U.S. Asset Classes Included

  • Large-cap Stocks
  • Small-cap Stocks
  • Long-term Corporate Bonds
  • Long-term Government Bonds
  • Intermediate-term Government Bonds
  • U.S. Treasury Bills
  • Inflation

SBBI® Yearbook

Available in print or digital formats
Available in print or digital formats
1926
Data available back to this date
Learn the history and relationships on various asset classes
Learn the history and relationships on various asset classes
Ability to compare multiple industries at once
U.S. capital markets performance data

Purchase Options

Digital
Online, read only
$350+Tax
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Educational Use
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Subscription Products

U.S. Cost of Capital Module

U.S. Cost of Capital Module

Provides size premia, risk premia, equity risk premia, risk-free rates, betas and industry risk premia that can be used to estimate U.S. cost of capital.

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U.S. Industry Benchmarking Module

U.S. Industry Benchmarking Module

Provides U.S. industry-level inputs needed to estimate cost of capital and industry-level benchmarks that can be used to augment and support custom analyses.

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International Cost of Capital Module

International Cost of Capital Module

Provides country risk premia, relative volatility factors, equity risk premia and international industry betas that can be used to estimate cost of capital globally.

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International Industry Benchmarking Module

International Industry Benchmarking Module

Provides global industry-level inputs needed to estimate cost of capital and global industry-level benchmarks that can be used to augment and support custom analyses.

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Company-Level Beta Module

Company-Level Beta Module

Company-Level Beta Module provides a simple tool and dataset that enables users to calculate levered, unlevered and relevered company-level betas.

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Stocks, Bonds, Bills, and Inflation® (SBBI®) Yearbook

The Stocks, Bonds, Bills, and Inflation® (SBBI®) Yearbook has been the definitive annual resource for historical U.S. capital markets data for over 30 years.

Subscribe now
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