Anybody know where I can get something like this (open the .xls DAX Gewichtung): http://deutsche-boerse.com/dbag/dispatch/de/notescontent/gdb_navigation/market_data_analytics/20_indices/20_selection_indices/15_DAX/INTEGRATE/statistic?notesDoc=/maincontent/Kennzahlen+DAX&expand=1.1 for the Russell 2000. I need the constituents list with their market cap (preferably in .xls). Thanks for any inputs.
I can help you get the constitutents and the market cap, but do you need the weights? cos i don’t think i can find the weights.
@ hydrogen, that would be great too. can you post a link?
acttually it is not a link, but rather you have to get data from a database. Unfortunately, the database I am using (wrds) gives data up till 2007…hmm. for some reasson, after tidying up the data i found that the russell 2000 has only 1956 components, which is weird and i cnat figure out why
http://www.russell.com/indexes/documents/Membership/R2000.pdf this is the file that contains the list of members…yep. i referred to that and i found that it consisted only 1956 members?! i copied and pasted the data onto excel…hmmm.
yes, i found the mentioned russell list too, but it’s kind of hard to cut & paste the market cap for 1956?! companies in excel. I thought there should be a “shortcut” out there, that is similar to the German DAX sheet. Do you have access to Wharton and could you send me a .xls of that file? What parameters besides market cap., can you download via wrds? I’m looking for some fundamentals like p/bv, p/e, p/cf… Thanks ptrading1983 at gmail dot com
i am downloading the file now for market cap, but even then it is not a direct method cos I can find only no. of shares outstanding and price. They do not post details like p/bv…hmmm. if i am not wrong u need to use Compustat. I used the CRSP for the price and no.of stock
Unfortunately, Compustat does not offer any trials unless you’re an investment professional. Don’t know why it is so hard in getting this data. Should be easily available to anyone or am I missing something? S&P 500 makes the constituent list available but again without any weights, etc…
go access your email. i sent you what i got so far. not quite perfect