I want to download historical EV/EBITDA multiple and dividend yield for stock index (for instance, IMOEX). So I have 2 questions:
1. How can I do it (I guess it's possible to get historical EV/EBITDA for index, since P/E history for stock indexes is available).
2. How are multipes for stock indexes calculated? Are they equal to the weighted sum of index constituents multiples? Are the wheights proportional to index wheights or to the market cap of companies?
Any help appreciated, thank you in advance.