I seek an Excel spreadsheet listing the company names and ticker
symbols including Compustat symbols (for no longer active companies) of
the S&P 500 companies for EACH YEAR (year end) between 1950 and 1975.
Ideally company names in rows and years in columns with a "1" or
"True" value if the company was in the index that year and a "0" or
"False" value if it were not.
Clearly I can't be the first academic researcher to work with the S&P
500 companies over this period, so someone, somewhere must have
created this spreadsheet. I have access to Compustat, CRSP, Bloomberg
and many other data sources through Wharton's WRDS. But I can't find
this data for prior to 1962 (and the 1962-1975 data is missing some
companies). If you can tell me how to easily create/download such a
file from these data services that answer would work as well.
There is a Unix file with this info back to 1950 and earlier
with Compustat symbols) but while I do have Compustat access, I do not
have a Unix account to download this to. There is a web page which
explains this here http://wrds.wharton.upenn.edu/support/docs/sp500.shtml
But one needs a Unix account on the system in order to access the Datasets
through the Unix System directory: /wrds/misc/SPdata . The specific
Datasets I need to identify the S&P 500 companies each year by
Compustat Symbol (Ticker) seem to be " SP500gvk_permno " and "
SP500nomatch ". If anyone has a Unix account with Compustat access
and can transfer this to Excel, this is the answer I seek!
I contacted S&P Index Services
http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=6&ig=48&i=56&si=138&xcd=500
who refered me to the print publication, "Security Price Index Record,
Statistical Service 2004" and I photocopied pages 463-489. This book
lists all companies which were members and their dates of membership
1927-2004, but I'm hoping that someone else has already created and
posted this spreadsheet. It is hard to convert the old company names
to their the compustat symbol (due to mergers, name changes, etc.) and
would take a lot of data entry. I don't believe this data is
proprietay since it is in published library sources - I'm just trying
to save my fingers some typing.
Also I do know the history of the S&P 500 index and that there weren't
actually 500 companies in the composite index until 1957, and that
they were segmented into industrials, rails, and utilities,
http://www.eminisonline.com/minis/ and
http://www.globalfindata.com/articles/GlobalUSA.doc .
Let me emphasize I don't need the index values over this period but
instead need a file of companies/symbols that made up the index each
year. And I have the list companies since the mid 1960s, it is only the list of
companies in early years which seems strangely difficult to find in
electronic form. To me this seems like such an obvious basic need for
researchers it should be posted on the S&P site, but my google
attempts have not found it on the web.
See Also Question ID: 508129 which expired 5/11/05 without an answer. |