List of companies in the S&P 500 (Standard and Poor's 500). The S&P 500 is a free-float, capitalization-weighted index of the top 500 publicly listed stocks in the US (top 500 by market cap). The dataset includes a list of all the stocks contained therein and associated key financials such as price, market capitalization, earnings, price/earnings ratio, price to book etc.
Data
Information on S&P 500 index used to be available on the official webpage on the Standard and Poor's website but until they publish it back, Wikipedia is the best up-to-date and open data source.
- Index listing - see <data/constituents.csv> extracted from Wikipedia's SP500 list of companies
- Constituent financials - see <data/constituents-financials.csv> (source via Yahoo Finance)
Detailed information on the S&P 500 (primarily in XLS format) used to be obtained from its official webpage on the Standard and Poor's website - it was free but registration was required.
- Index listing - see <data/constituents.csv> used to be extracted from source Excel file on S&P website (Note this Excel is actually S&P 500 EPS
estimates but on sheet 4 it has list of members - [previous file][sp-lsting]
was just members but that 404s as of Dec 2014) (Note:
but note you have to register and login to access- no longer true as of August 2013) - Historical performance (source XLS on S&P website)
Notes:
- Market Capitalization and EBIDTA are in Billions.
Note: For aggregate information on the S&P (dividends, earnings, etc), see Standard and Poor's 500 Dataset.
Preparation
You can run the script yourself to update the data and publish them to GitHub : see scripts README.
General Financial Notes
Publicly listed US companies are obliged various reports on a regular basis with the SEC. Of these 2 types are of especial interest to investors and others interested in their finances and business. These are:
- 10-K = Annual Report
- 10-Q = Quarterly report
License
All data is licensed under the Open Data Commons Public Domain Dedication and License. All code is licensed under the MIT/BSD license.
Note that while no credit is formally required, a link back or credit to Rufus Pollock and the Open Knowledge Foundation is much appreciated.