Forums - S&P 500 Constituents - GICS Sector, Industry Group, and Industry Classification

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Posted by dareminator on 12-21-09 02:49 PM:

S&P 500 Constituents - GICS Sector, Industry Group, and Industry Classification

I compiled a table listing the GICS Sector, Industry Group, and Industry codes for the stocks in the S&P 500. It took me a few hours to put it together and I figured I'll save the next soul who needs it some time. The constituent list reflects S&P's index changes that were scheduled to go into effect on December 18, 2009. You can download from http://dareminator.blogspot.com/200...r-industry.html

Posted by tortoise on 12-24-09 09:56 AM:

thanks!

Posted by xxxskier on 12-31-09 02:16 AM:

ditto.

Posted by dareminator on 02-25-10 11:11 AM:

A few people asked me if I also have a list of S&P 500 index additions and deletions. The change history is available at http://dareminator.blogspot.com/201...ge-history.html

Posted by WinstonTJ on 02-25-10 01:13 PM:

Do you have the weightings or #shs in the index?

Posted by dareminator on 02-26-10 06:32 AM:

Quote from WinstonTJ:

Do you have the weightings or #shs in the index?

Nope.

Posted by dareminator on 07-12-10 12:26 PM:

There were a number of changes in the S&P 500 constituents since I last posted this list 7 months ago.

Up-to-date version as of July 12, 2010 is at: http://dareminator.blogspot.com/201...ics-sector.html

Posted by DarthSidious on 07-12-10 03:28 PM:

dareminator, Since you have looked into this, let me ask a related question. I am looking for (ticker, % weight in the index) for both S&P 500 & Nasdaq 100. Any idea where I can get this? Just this - nothing else is needed. I am doing correlation analysis and need to know the % weights. Thanks!

Posted by johnnyqpublic on 07-12-10 04:07 PM:

Quote from WinstonTJ:

Do you have the weightings or #shs in the index?

I have shares outstanding for each constituent, and some code that will calculate an index value in real time, but no access to public float information. Is this hard to come by, or am I looking in the wrong places?

Have also done some work using Eureqa (http://ccsl.mae.cornell.edu/eureqa) to calculate the weightings, but at present it's not possible as >256 variables, and secondary constraints, are not supported.

Posted by h1l0 on 07-12-10 05:35 PM:

You can find an almost complete sector/industry listn for all U.S. stocks at the nasdaq site.

Companies in North America

Click the for csv format.

Posted by dareminator on 07-13-10 07:41 AM:

Quote from DarthSidious:

dareminator, Since you have looked into this, let me ask a related question. I am looking for (ticker, % weight in the index) for both S&P 500 & Nasdaq 100. Any idea where I can get this? Just this - nothing else is needed. I am doing correlation analysis and need to know the % weights. Thanks!

DarthSidious, I don't use that info and if there is an easy listing somewhere I wouldn't know. An idea would be to use your charting app (Amibroker/Amiquote will do it) to download "Fundamental" data from Yahoo, which gives you Outstanding and Free float shares. Multiply with share price and divide by total market cap of your basket to get the market cap weight or float weight.

Posted by dareminator on 07-13-10 07:47 AM:

Quote from johnnyqpublic:

... but no access to public float information. Is this hard to come by, or am I looking in the wrong places?

Have also done some work using Eureqa (http://ccsl.mae.cornell.edu/eureqa) to calculate the weightings, but at present it's not possible as >256 variables, and secondary constraints, are not supported.

Yahoo lists both outstanding and free float. I don't know how accurate it is. The resolution is fairly low (IBM is displayed as 1.28 B). You can use Amibroker/Amiquote, and probably many other charting apps, to download and automate your calculations.

Eureqa looks like one neat technology. Thanks for the pointer.

Posted by johnnyqpublic on 07-14-10 05:12 AM:

Quote from dareminator:

Yahoo lists both outstanding and free float. I don't know how accurate it is. The resolution is fairly low (IBM is displayed as 1.28 B). You can use Amibroker/Amiquote, and probably many other charting apps, to download and automate your calculations.

Eureqa looks like one neat technology. Thanks for the pointer.

Thanks for the Yahoo tip. A little more poking around led me to Bloomberg's site, which has the float numbers in greater precision, as well as info for some stocks that Yahoo lacks, such as BRK/B.

I've got some Ruby+Nokogiri code to pull float information (could be used to pull any field Yahoo or Bloomberg exposes) from the command line, if anyone would find it useful.

Posted by Rodney King on 07-14-10 03:55 PM:

Quote from WinstonTJ:

Do you have the weightings

This guy http://web.archive.org/web/20080731...ntWtsSP500.html used to publish a nice list of weightings, but hasn't updated it lately. You might ping him, see if he could help you offline and/or update his site.

Posted by johnnyqpublic on 07-15-10 02:28 AM:

Quote from Rodney King:

This guy http://web.archive.org/web/20080731...ntWtsSP500.html used to publish a nice list of weightings, but hasn't updated it lately. You might ping him, see if he could help you offline and/or update his site.

Following up on my previous post, I've written some code that uses the Bloomberg numbers (and falls back on Yahoo's) to calculate the float-adjusted weightings. The results are here: http://tx-0.org/sp500/

Posted by fairy on 01-22-11 03:24 PM:

help

hi, i'm a graduate student in china, could you send me the list of the GICS Sector, Industry Group, and Industry codes for the stocks in the S&P 500, i need it for my paper. tks.

Posted by ghtrader on 05-04-11 05:44 AM:

All US stock ticker list sorted by GICS sector

Do we have some way to get a US stock ticker list sorted by GICS sector?

Posted by derivs on 05-11-11 01:42 AM:

S&P500 constituents

Quote from johnnyqpublic:

Thanks for the Yahoo tip. A little more poking around led me to Bloomberg's site, which has the float numbers in greater precision, as well as info for some stocks that Yahoo lacks, such as BRK/B.

I've got some Ruby+Nokogiri code to pull float information (could be used to pull any field Yahoo or Bloomberg exposes) from the command line, if anyone would find it useful.

Hi Johnnyqpublic

I would be keen to take a look at your code if you can email it to me. Thanks

Posted by murchu09 on 05-25-12 08:57 PM:

S&P 500 weights

Re: "I've got some Ruby+Nokogiri code to pull float information (could be used to pull any field Yahoo or Bloomberg exposes) from the command line, if anyone would find it useful."
If your offer still stands and the process is not too technical, I would appreciate a copy.

Regards

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