I found the answer to your question by downloading and processing
historical stock data from Yahoo! Finance. The list of all S&P 500
components is available at the following address.
Yahoo! Finance: Components for S&P 500
For example, to see stock prices for Aetna Inc. from the end of March
1996 to the end of March 2006, you can go to the following page.
Yahoo! Finance: Historical Prices for Aetna Inc.
You will notice that the web address above includes the notation AET,
which is Aetna's ticker-tape symbol. By replacing this part of the address
with another ticker-tape symbol, let's say CCE for Coca-Cola Enterprises
Inc., we obtain the historical price information for Coca-Cola covering
the same timespan, from the first quarter of 1996 to the first quarter
Yahoo! Finance: Historical Prices for Coca-Cola Enterprises Inc.
Out of the 500 companies currently included in the S&P 500, there are
61 for which stock prices do not extend back to the first quarter of
1996. In each case, this is either because the company was not yet
incorporated at that time, or because the stock in its current form was
not yet listed. Thus, it is not possible to establish a 10-year stock
price comparison in these cases. The following text file contains a full
list of the 61 companies that must be excluded on these grounds.
List of S&P 500 companies without stock data for Q1 1996
For the remaining 439 companies, I have prepared the following text file,
which is sorted by order of the compound annual percentage growth in stock
price for the 10-year span ending in Q1 2006. The file contains one line
for each company, making 439 lines in total. The first element of each
line is the compound annual price growth of the stock, followed by the
full corporation name, then its ticker-tape symbol in parentheses. The
remaining four numbers are, in order: the stock price at the end of
Q1 1996; the stock price at the end of Q1 2006; the absolute change in
stock price; the total percentage change in stock price.
Sorted list of S&P 500 companies with stock data for Q1 1996
The first three lines in this file give us the top three performers in
the S&P 500 over the 10-year span ending in Q1 2006. Thus, we can see
that the top three are: Laboratory Corporation of America, which deals
in medical testing; Noble Corporation, an offshore drilling company;
and Bear Stearns, a financial group. The compound annual return on the
stock price of each company for the 10-year span ending in Q1 2006 is
21.4%, 20.7%, and 19.6%, respectively.
Yahoo! Finance: Laboratory Corp. of America Holdings (LH)
Yahoo! Finance: Noble Corp. (NE)
Yahoo! Finance: Bear Stearns Companies Inc. (BSC)
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s&p 500 components
standard poor 500
historical stock data