I would like to have the 2002 total return data for S&P500 companies.

branton-ga,

This information is easily available through subscriber databases such
as Factiva and CRSP. However the licenses I have for those do not
allow me to publish the results. So I will show you how you can
recreate the results using freely available information on the web.

Step 1 - get the tickers for the 500 constituents of the S&P 500 :

Standard and Poors 500
(to download list of 500 companies on the S&P 500 as of 12/31/02)
http://www.spglobal.com/indexmain500_data.html

A direct link to the file I use is http://www.spglobal.com/sp500.xls

Search Strategy :
s&p 500 companies

Step 2 - get the total return for each constitutent :

Many sites, such as yahoo finance and business week will give you
current and historical stock prices. With this information and
dividend information you can calculate total returns. But it is better
if you can actually get total returns for 2002 directly.
Morningstar.com has this information.

For example 3M (MMM) :
http://quicktake.morningstar.com/Stock/stockperformance.asp?Country=USA&Symbol=MMM#tolretanchor

The return is 6.4%

Step 3 - repeat for all 500 stocks!

So we have :

MMM : 3M Company   : 6.4%
ABT : Abbott Labs  : -26.7%
ACE : ACE Limited  : -26.9%
ADCT: ADC Telecoms : -54.6%
ADBE: Adobe Systems: -20.0%
etc. etc.

Alternatively, given that we are still in the first month of 2003, we
can use the following article from Business Week magazine online :

BW 50 / S&P 500 Scoreboard 
http://research.businessweek.com/scoreboard.asp?page=1&order=CompanyRank&type=1

The column Total Return (1 year) % currently gives the total return
for 1/1/02 through 12/31/02.

(Note: if you download this after Feb 1, 2003 you will get the 1 year
performance for 2/1/02 through 1/31/03)

For copyright reasons, I can't paste the entire article here, but you
can copy and paste each of the 20 pages into excel, trim off the title
rows and combine it into a single table.

Glad I could help.

Regards

calebu2-ga

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Request for Answer Clarification by branton-ga on 16 Jan 2003 12:15 PST

Thank you for those details.  Unfortunately I need to have the data in
a form I can import it a spreadsheet.  The date from the link you
suggest in not in that form.  Please can you provide the data in a
form that I can download.

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Clarification of Answer by calebu2-ga on 16 Jan 2003 14:50 PST

OK. I will compile the list in excel for you and when I have the
complete list, I'll post a link to it below.

Regards

calebu2-ga

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Clarification of Answer by calebu2-ga on 17 Jan 2003 05:58 PST

Below you will find a link to a combined excel spreadsheet containing
information from Standard and Poors and Business Week. All copyright,
errors and ommissions remain with the original compilers of the data,
I simply provide an easily referencable file for your convenience.

http://www2.bc.edu/~lawrenst/sp500.xls

Regards

calebu2-ga

Answer was excellent.  Followed through after I clarified question.  Thank you.