S&P Index Constituents
A faculty member is looking for the historical membership of the following index groups:
- Standard and Poors 500
- Standard and Poors Midcap 400
- Standard and Poors Smallcap 600
He wanted membership in 2000, 2004 and 2007. This information is available in Compustat on WRDS, but it is limited to faculty and students only. Access is avaiable in the library lab and in Huntley lab.
S&P Index Constituents
This query retrieves historic constituents of the S&P main indices using the Compustat PDE monthly format. The Variable CPSPINM "S&P Primary Index Marker" will have a value of 1 when a company belongs to the S&P 500 at the end of that month; and values of 2 and 3 for members of the S&P MidCap 400 and S&P SmallCap 600 respectively.
Date Range: 1962 - May 2007, Monthly
Update Schedule: Annual
Last Updated: 08/01/2006