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Go to finance.yahoo.com and download the complete Nasdaq historical monthly prices from January 1, 1971 to January 1, 2018 into an Excel worksheet. Just click “monthly†and the first two dates and adjusted closing values should be: Feb 1 1971 (101.34), Mar 1 (105.97), etc. after sorting the file in ascending date order. Save the file as an Excel workbook. From the adjusted closing values of the index in the last column, compute a new column of monthly returns. Note that the first return value will be in the new column cell in the March 1, 1971 row, since it measures the return for the first (partial) month.
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