lijuncheng16 / s-and-p-500-companies

List of companies in the S&P 500 together with associated financials

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

Detailed information on the S&P 500 (primarily in xls format) can be obtained from its official webpage on the Standard and Poor's website - it's free but registration is required.

• Index listing - see <data/constituents.csv> 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)
• Constituent financials - see <data/constituents-financials.csv> (source via Yahoo Finance)
• Historical performance (source xls on S&P website)

Notes:

• Market Capitalization and EBIDTA are in Billions

Additional materials

Also provided is a S&P 500 Google Docs spreadsheet incorporating all of the CSVs (but note this may not be kept up to date). This is licensed under the same terms as all the other data.

Note: for aggregate information on the S&P (dividends, earnings etc) see Standard and Poor's 500 Dataset

Preparation

You need python plus dataconverters library tool installed to run the scripts. You also probably need to be on Linux/Unix or Mac for the shell scripts to work.

constituents.csv

Run python script (this in turn runs the shell script scripts/constituents.sh):

  python scripts/constituents.py

constituents-financials.csv

Run python script:

python scripts/process.py

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.