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Where can I find constituent lists for the S&P indices?

76 views   Last updated on Jul 02, 2015    Finance

 

Go to http://www.standardandpoors.com Choose your country and select Indices on the left side of the screen. The lists go back to 29 Dec 2000. For historical constituent lists of the S&P 500 go to COMPUSTAT

Choose: Compustat North America
Choose Prices, Dividends, & Earnings
Format: Monthly Format
Date Range: {For example: Dec 1998- Dec 1998 (one month)}
Search: Entire Database
In Conditional Statements field, use CPSPINM=1
Choose Variables: Company Name , Ticker
Choose Format:: .csv
Run the search

Use Bloomberg, available in the Ford Library.
Type ADD and press GO for Historical Index Additions and Deletions

Come to the Ford Library, Reference Section, and look at the Security Price Index Record HG4501.S76 T711
It contains the S&P 500 companies and the years they appear in the Index.