London Share Price Database

The London Share Price Database (LSPD) is a unique, comprehensive database of UK stock returns covering over 9,000 UK shares from 1955 to date. It is an invaluable resource for both academic researchers and investment practitioners. The LSPD provides a record of total returns to investors, incorporating dividends and capital changes, and includes companies whether they have survived or died. This ensures that research, back testing and performance evaluation focuses on total shareholder return, and is untainted by survivor bias.

LSPD can be accessed as a monthly database, or as the full LSPD including daily prices and returns. The basic monthly LSPD provides monthly stock returns, month-end share prices; a full record of dividend amounts, ex-dividend and pay dates; details of capital changes, adjustment factors and corporate events; market capitalizations; information on suspensions and delistings, including acquisitions, acquirers, and shares that became valueless; industry and index membership; type of listing; and a historical record of all changes in names and Stock Exchange Daily Official List (SEDOL) codes. The full LSPD includes all of the information contained in the monthly database plus a daily stock price and returns file providing full coverage of all UK stocks since the start of 1984.

The LSPD provides monthly returns data on 9,600 UK shares, of which some 2,300 are currently live. For the 1955−74 period, the LSPD comprises a large, fully representative sample of all companies and all new issues. From 1975 to date, there is full coverage of all UK equities, including those traded on junior markets, such as AIM (Alternative Investment Market) and the former USM (Unlisted Securities Market). From 1984 onwards, LSPD provides daily prices for all listed stocks. Daily prices are available for over 7,250 securities, of which some 2,300 are currently live.

The LSPD is used by academic researchers, asset management firms, regulators, and consultants. It is also of interest to hedge funds, investment banks, private equity firms, traders, research analysts, advisors, investor relations firms, corporations, and government agencies.

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Legacy Data Dictionary


Product Description
lspd_daily LSPD Daily Product
lspd_monthly LSPD Monthly Product
lspdsamp_all LSPD sample


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