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

Discussion in 'Risk Management' started by dareminator, Dec 21, 2009.

  1. 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/2009/12/s-500-constituents-gics-sector-industry.html
  2. tortoise


  3. xxxskier

    xxxskier Guest

  4. Do you have the weightings or #shs in the index?
  5. Nope.
  6. 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!
  7. 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.
  8. h1l0


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

    Companies in North America

    Click the <Download this list> for csv format.
    #10     Jul 12, 2010