The S&P 500 dataset contains data on the S&P 500 index (aka Standard and Poor's 500) -- 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 their associated financials.
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> (source xls on S&P website)
- Constituent financials - see <data/constituents-financials.csv>
Notes:
- Market Capitalization and EBIDTA are in Billions
Also provided is a S&P 500 Google Docs spreadsheet incorporating all of the CSVs. 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 Poors 500 Shiller Dataset
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
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.