Not sure if this is the best section of the forum for this question, but I was wondering if anyone had any good sources (free or low cost) that provided in-depth information on the S&P 500. Specifically, something that might break out the companies in the index and provide historical information, such as margins, P/Es, growth rates, etc.? Yahoo finance just doesn’t do it for me.
Do you want these figures for the individual companies or in the aggregate? I’d call the Standard & Poors index services area directly and see what they have.
Standard and Poors certainly provides the composition of the index on their website at no cost. The rest of the information may or may not be difficult to find in a consolidated source at no cost.
If you have Stock Investor Pro from AAII you can output into Excel whatever data you want, from whatever time period for all 500 companies in the S&P500. You can then take averages, etc. and do your own analysis. It is simply amazing. You can do it for dow and naz, too. It has zillions of data fields and even analysts’ forecasts.
Hi Virgin, I got SI Pro from AAII, but am not sure where to find price data over specific time periods… I see lots of fundamental data on earnings and stuff, but not daily price or index data. Where do you go to find it? Also, I see earnings data on years 1, 2, 3, 5, and 7, but don’t know how to get years 4 and 6 (or quarters more than 4 quarters back). Is there a way to get at this (other than to try to buy someone’s data from a year ago and filling in the blanks)? I have been looking at XLQ for getting data and am impressed with what you can do for $79 or $115. I think XLQ combined with AAII can get you a long way, especially if you are doing technical or fundamental analysis. The data isn’t quite full enough to do good quant work, as far as I can tell. I have also been thinking about trying the AnalyzerXL package, with comes with the BulkQuotesXL application. Does anyone else use this, and is it better, worse, complementary, or just different from XLQ.
I can probably get you an index comp file. Willy
if you only want the price, yahoo finance has it prepared in csv form. you can even automate it by writing some script if you know how, or have a friend who knows how. (i had a friend who once wrote a script in R to do that, which takes in a list of tickers and it downloads all historical prices from yahoo for all the tickers.)
i don’t know about XLQ but I’ll check it out. SIP takes a while to get up to speed. I only wish it covered Canada. I really think SIP is the best thing in the world for the $$$. For your issue: When you’re looking at that page with earnings for 1,2,3,5,7 you’re looking at the wrong “view” (leftmost tab) For all 7 years earnings of an index, here’s the process… (1)Create a custom view with whatever data you want. -go to “tools” and select “view editor” -name it and save it, etc. -in left column, select “income statement -annual” and expand it. -scroll down and you’ll see years 1-7 and the trailing 12m. -add whichever ones you want. You can add the last 8 quarters, too, or any other financial data you want. Then create a screen for S&P 500 companies. -go to “tools” and select screen editor. -in “field” column expand “company information” and select “S&P stock” -in “operator” select “equals” -in “compare” select “500”… or whichever S&P index you want. Then hit “apply” and it will load your book with those 500 companies. Close that page and choose the “view” tab. Select the custom view you just created to see the earnings in the columns. Then export to Excel to analyze/average,etc.
You can add price histories to your custom view the same way, expand the “price history” tabs and it will give you monthly price history.
Thanks Virgin. This is a help.