What you are downloading

Free market data is never clean. Everything we repaired or removed is listed here — but Module 1 asks you to find the problems yourself first, so you may prefer to come back to this page afterwards.

80Names included

20Names dropped

2005-04History starts

Choose your window

Depth and breadth trade off against each other. Pick your poison.

Raw (all 100 names, 1995 onwards)

Exactly as it arrives: ragged start dates, real gaps, and the bad prints still in. Use this for Module 1.

View Workbook

Core (2005 onwards) showing

Four crises: the GFC, the 2011 euro crisis, Covid, and the 2022 gilt/LDI crisis. Screened and trimmed. Use this from Module 2 onward.

View Workbook

Long (1995 onwards)

Adds the dot-com bubble and unwind, at the cost of roughly a quarter of the names.

View Workbook

Benchmarks, and why two of them disagree

There is no single thing called “the index”. The file gives you several, and comparing them is the point.

Series	What it actually is
`^FTSE`	FTSE 100 price index. No dividends. The longest history.
`CUKX.L`	iShares Core FTSE 100 accumulating ETF. Dividends reinvested inside the fund, so this genuinely is total return. Regress against this one.
`FTAL.L`	SPDR FTSE UK All-Share accumulating ETF. Total return, wider universe.
`ISF.L`	iShares Core FTSE 100 distributing ETF. Looks like total return. Is not. See Module 1.
`EQUAL_WEIGHT_TR`	Equal-weighted basket of the names in your file.
`CAPFIXED_TR`	The same names at today’s cap weights, held fixed.

The cleaning log

Bad prints we repaired, and scale breaks we could not.

Ticker	Date	Move	Ratio	Verdict
`BGEO.L`	2012-02-28	+5377%	×54.8	excluded
`PCT.L`	2011-04-29	-90%	×10.0	repaired
`PCT.L`	2009-01-02	+942%	×10.4	excluded
`PCT.L`	2013-01-02	-90%	×9.7	excluded

Dropped for bad data: BGEO.L PCT.L
Dropped for too little history: 18 names

The universe

Ticker	Name	ICB industry	Mkt cap (£m)	Weight	From
`III.L`	3i	Financials	24,669	1.01%	1995-01-02
`ADM.L`	Admiral Group	Financials	11,460	0.47%	2004-09-23
`ALW.L`	Alliance Witan	Financials	4,958	0.20%	1995-01-02
`AAL.L`	Anglo American plc	Basic Materials	41,413	1.69%	1999-05-24
`ANTO.L`	Antofagasta plc	Basic Materials	32,277	1.32%	1995-01-02
`ABF.L`	Associated British Foods	Consumer Staples	13,156	0.54%	1995-01-02
`AZN.L`	AstraZeneca	Health Care	202,424	8.27%	1995-01-02
`AV.L`	Aviva	Financials	21,859	0.89%	1995-01-02
`BAB.L`	Babcock International	Industrials	5,006	0.20%	1995-01-02
`BA.L`	BAE Systems	Industrials	60,549	2.47%	1995-01-02
`BBY.L`	Balfour Beatty	Industrials	4,040	0.17%	1995-01-02
`BARC.L`	Barclays	Financials	57,466	2.35%	1995-01-02
`BTRW.L`	Barratt Redrow	Consumer Discretionary	4,348	0.18%	1995-01-02
`BP.L`	BP	Industrials	96,476	3.94%	1995-01-02
`BATS.L`	British American Tobacco	Consumer Staples	97,056	3.97%	1995-01-03
`BLND.L`	British Land	Real Estate	4,324	0.18%	1995-01-02
`BT-A.L`	BT Group	Telecommunications	20,988	0.86%	1995-01-02
`BNZL.L`	Bunzl	Industrials	8,886	0.36%	1995-01-02
`BRBY.L`	Burberry Group	Consumer Discretionary	3,713	0.15%	2002-07-12
`CNA.L`	Centrica	Energy	7,052	0.29%	1997-02-17
`CPG.L`	Compass Group	Industrials	42,840	1.75%	2000-01-04
`CCC.L`	Computacenter	Technology	5,515	0.23%	1998-05-21
`CRDA.L`	Croda International	Basic Materials	5,035	0.21%	1995-01-02
`DCC.L`	DCC Energy	Industrials	5,507	0.23%	2000-01-04
`DGE.L`	Diageo	Consumer Staples	37,851	1.55%	1995-01-02
`DPLM.L`	Diploma	Industrials	9,796	0.40%	1995-01-02
`EZJ.L`	EasyJet	Consumer Discretionary	5,091	0.21%	2000-11-15
`FCIT.L`	F & C Investment Trust	Financials	6,334	0.26%	1995-01-02
`GAW.L`	Games Workshop	Consumer Discretionary	5,300	0.22%	1995-01-02
`GSK.L`	GSK plc	Health Care	72,688	2.97%	1995-01-02
`HLMA.L`	Halma plc	Industrials	13,219	0.54%	1995-01-02
`HSX.L`	Hiscox	Financials	5,839	0.24%	2000-01-04
`HWDN.L`	Howdens Joinery	Consumer Discretionary	4,366	0.18%	1995-01-02
`HSBA.L`	HSBC	Financials	221,028	9.03%	1995-01-02
`ICG.L`	ICG	Financials	5,380	0.22%	1995-01-02
`IGG.L`	IG Group	Financials	3,194	0.13%	2005-04-28
`IHG.L`	IHG Hotels & Resorts	Consumer Discretionary	18,330	0.75%	2003-03-31
`IMI.L`	IMI	Industrials	6,866	0.28%	1995-01-02
`IMB.L`	Imperial Brands	Consumer Staples	21,757	0.89%	1996-10-01
`INF.L`	Informa	Consumer Discretionary	11,271	0.46%	1998-12-22
`IAG.L`	International Airlines Group	Consumer Discretionary	17,822	0.73%	2003-01-02
`ITRK.L`	Intertek	Industrials	9,095	0.37%	2002-05-24
`INVP.L`	Investec	Financials	3,869	0.16%	2002-07-22
`JD.L`	JD Sports	Consumer Discretionary	4,371	0.18%	1996-10-22
`KGF.L`	Kingfisher plc	Consumer Discretionary	5,686	0.23%	1995-01-02
`LAND.L`	Land Securities	Real Estate	5,468	0.22%	1995-01-02
`LGEN.L`	Legal & General	Financials	16,279	0.67%	1995-01-02
`LLOY.L`	Lloyds Banking Group	Financials	56,567	2.31%	1995-12-28
`LSEG.L`	London Stock Exchange Group	Financials	45,261	1.85%	2001-07-20
`MKS.L`	Marks & Spencer	Industrials	8,359	0.34%	1995-01-02
`MRO.L`	Melrose Industries	Industrials	5,919	0.24%	2003-10-28
`NG.L`	National Grid plc	Energy	63,063	2.58%	1995-12-11
`NWG.L`	NatWest Group	Financials	50,233	2.05%	1995-01-02
`NXT.L`	Next plc	Consumer Discretionary	17,528	0.72%	1995-01-02
`PSON.L`	Pearson plc	Consumer Discretionary	7,847	0.32%	1995-01-02
`PRU.L`	Prudential plc	Financials	22,128	0.90%	1995-01-02
`RKT.L`	Reckitt	Industrials	33,454	1.37%	1995-01-02
`REL.L`	RELX	Technology	50,594	2.07%	1995-01-02
`RTO.L`	Rentokil Initial	Industrials	8,731	0.36%	1995-01-02
`RIO.L`	Rio Tinto	Basic Materials	100,934	4.12%	1995-01-02
`RR.L`	Rolls-Royce Holdings	Industrials	104,959	4.29%	1995-01-02
`SGE.L`	Sage Group	Technology	10,379	0.42%	1995-01-02
`SBRY.L`	Sainsbury's	Industrials	7,369	0.30%	1995-01-02
`SMT.L`	Scottish Mortgage Investment Trust	Financials	15,974	0.65%	1995-01-02
`SGRO.L`	Segro	Real Estate	12,304	0.50%	1995-01-02
`SVT.L`	Severn Trent	Energy	9,896	0.40%	1995-01-02
`SHEL.L`	Shell plc	Industrials	228,317	9.33%	1996-08-29
`SMIN.L`	Smiths Group	Industrials	7,537	0.31%	1995-01-02
`SN.L`	Smith & Nephew	Industrials	9,383	0.38%	1995-01-02
`SPX.L`	Spirax Group	Industrials	5,564	0.23%	1995-01-02
`SSE.L`	SSE plc	Industrials	32,137	1.31%	1995-01-02
`STAN.L`	Standard Chartered	Financials	45,712	1.87%	1995-01-02
`STJ.L`	St. James's Place	Financials	5,304	0.22%	1995-01-02
`TSCO.L`	Tesco	Industrials	32,902	1.34%	1995-01-02
`ULVR.L`	Unilever	Industrials	102,756	4.20%	1995-01-02
`UU.L`	United Utilities	Energy	11,314	0.46%	1995-01-02
`VOD.L`	Vodafone Group	Telecommunications	27,048	1.11%	1995-01-02
`WEIR.L`	Weir	Industrials	6,843	0.28%	1995-01-02
`WTB.L`	Whitbread	Consumer Discretionary	4,602	0.19%	1995-01-02
`WPP.L`	WPP	Consumer Discretionary	4,367	0.18%	1995-03-24