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S&P 500 dataset (aka Standard and Poor's index of 500 major US stocks)

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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.

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> (source xls on S&P website)
  • Constituent financials - see <data/constituents-financials.csv>

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. 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

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.

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