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

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

  1. 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.
     
    #11     Jul 13, 2010
  2. 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.
     
    #12     Jul 13, 2010
  3. 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.
     
    #13     Jul 14, 2010
  4. #14     Jul 14, 2010
  5. #15     Jul 14, 2010
  6. fairy

    fairy

    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.
     
    #16     Jan 22, 2011
  7. ghtrader

    ghtrader

    Do we have some way to get a US stock ticker list sorted by GICS sector?
     
    #17     May 4, 2011
  8. derivs

    derivs

    Hi Johnnyqpublic

    I would be keen to take a look at your code if you can email it to me. Thanks
     
    #18     May 10, 2011
  9. murchu09

    murchu09

    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
     
    #19     May 25, 2012