I'm not sure if I am on the right sub forum for this question but I am looking to back test a variation on the Dogs of the Dow. So can somewhat point me to a place where I can get the data ( I can go back manually and this doesn't have to be automated) for the Dow that will give me the forward price to earnings ratio - 12 month and price to sales ratios.

I want to see how a method performs if I buy the 5 lowest priced stocks in the Dow each quarter that have a positive 12 month forward P/e ratio and a low price to sales ratio. Each quarter I would do the same search again and rotate out to new stocks if/when needed. Re-balancing the portfolio to equal dollar amounts. I want to go back the past 25 years to see how this idea has performed.

any ideas as to where to turn for such data would be appreciated. I apologize if this post is in the wrong place and please help me get it moved to where the appropriate eyes can see it.

Thanks,

Volt

Volt 

I'm not sure if I am on the right sub forum for this question but I am looking to back test a variation on the Dogs of the Dow. So can somewhat point me to a place where I can get the data ( I can go back manually and this doesn't have to be automated) for the Dow that will give me the forward price to earnings ratio - 12 month and price to sales ratios. I want to see how a method performs if I buy the 5 lowest priced stocks in the Dow each quarter that have a positive 12 month forward P/e ratio and a low price to sales ratio. Each quarter I would do the same search again and rotate out to new stocks if/when needed. Re-balancing the portfolio to equal dollar amounts. I want to go back the past 25 years to see how this idea has performed. any ideas as to where to turn for such data would be appreciated. I apologize if this post is in the wrong place and please help me get it moved to where the appropriate eyes can see it. Thanks, Volt

Not sure what's out there for "free" though I suppose you could figure out what individual/component stocks made up the Dow throughout each quarter for the past 25+ years manually. I Googled and found Siblis which appears to have what you're looking for for $49. Never used them and can't vouch for them in the least but it's a start..

From the website:
"DJIA Index Researcher Dataset by Siblis Research that has the monthly share prices, outstanding shares, quarterly earnings, market caps, P/B ratios, total returns and weightings of the individual companies since 3/31/1979."

-Guy

p.s. if you decide to go the manual route, I'd start with Historical components of the Dow Jones Industrial Average to get the list of companies (sadly no symbols), and after getting the symbols, use Yahoo finance Python module (with Pandas) to download the raw data and go from there.