Locating Historical S&P 500 Constituents
- "Compustat North America"
- From list of Tools on left choose "S&P Index Constituents".
Step One: Date Range
- Set Beginning month and year.
- Set Ending month and year.
Step Two: Select Index
- Select "S&P500".
Step Three: Variables
- Click "Select All" or, at a minimum, check "Date," "GVKEY," "Stock Ticker Symbol", and "Company Name".
Step Four: Output
- Choose "tab-delimited text (*.txt)" as the format.
- Leave all other boxes as is.
Click "Submit Request" button
- "Data Request Summary" window will open.
- Follow the "Download instructions" provided.
- Save as a .txt file to your computer.
Open File in Excel
- Use the "Text Import Wizard" to convert text to columns.
- The spreadsheet should have a column for each variable selected.