Data by Yearbook |
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Data by Yearbook |
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The SBBI® yearbook is released annually. The data available in the database has changed over the years. The following table shows the available data by yearbook:
Yearbook |
Data |
Starting 2010 |
10, 10a, 10b, 10w, 10x, 10y, 10z and Micro Cap for both mean returns and excess of CAPM. Also includes industry specific risk premia. |
2002 - 2009 |
10, 10a, 10b, and Micro Cap for both mean returns and excess of CAPM. Also includes industry specific risk premia. |
2001 |
10, 10a, 10b, and Micro Cap for both mean returns and excess of CAPM. |
1998 - 2000 |
10th decile and Micro Cap |
1992 - 1997 |
Small stock blended rate |