MarketQuote function

Actuarial Excel Addin

See the tutorial on Youtube

The MarketQuote function returns the financial markets indices at month-end (exchange rates, Canadian T-Bills and bonds and stocks). Any date in a given month will return the same value.

* : Required parameter

Parameters
Default
Description
Date *
--
.....
Code
1
See table below

Code
String code
Description
From
1
cad-on-usd
$CAN / $US (Bank of Canada)
1969-Dec
2
cad-on-eur
$CAN / Euro (Bank of Canada)
1991-Jan
5
sp-tsx
S&P/TSX
1919-Jan
6
sp-tsx-total
S&P/TSX total return
1956-Jan
7
sp-500
S&P 500
1989-Sep
8
sp-500-total
S&P 500 total return
1989-Sep
9
ftse-short
Short bonds (FTSE Russell)
1979-Dec
10
ftse-mid
Mid bonds (FTSE Russell)
1979-Dec
11
ftse-long
Long bonds (FTSE Russell)
1979-Dec
12
ftse-universe
Universe bonds (FTSE Russell)
1979-Dec
13
ftse-real-return
Real return bonds (FTSE Russell)
1991-Dec
28
ftse-30
30-day T-bills (FTSE Russell)
2018-Dec
29
ftse-60
60-day T-bills (FTSE Russell)
2018-Dec
14
ftse-91
91-day T-bills (FTSE Russell)
1979-Dec
30
ftse-182
182-day T-bills (FTSE Russell)
2018-Dec
31
ftse-365
365-day T-bills (FTSE Russell)
2018-Dec
15
msci-world
World ($US, MSCI)
1969-Dec
16
msci-world-ex-usa
World ex USA ($US, MSCI)
1969-Dec
25
msci-world-ex-can
World ex Canada ($US, MSCI)
2012-Oct
27
msci-world-local
World (local currency, MSCI)
2015-May
26
msci-world-small
World Small Cap ($US, MSCI)
2013-May
17
msci-eafe
EAFE ($US, MSCI)
1969-Dec
18
msci-europe
Europe ($US, MSCI)
1969-Dec
19
msci-pacific
Pacific ($US, MSCI)
1969-Dec
21
msci-can-cad
Canada ($CAN, MSCI)
1969-Dec
22
msci-can
Canada ($US, MSCI)
1969-Dec
23
msci-usa
USA ($US, MSCI)
1969-Dec
20
msci-em
Emerging markets ($US, MSCI)
2000-Dec
24
msci-bric
BRIC ($US, MSCI)
2012-Jan
Calculated by formula (not stored as columns)
3
cad-on-usd-msci
= msci-can / msci-can-cad / 1.081065
4
usd-on-cad-msci
= msci-can-cad / msci-can * 1.081065