S&P 500 components weight

S

solk

Where can I find a list of the index components with their individual weight?

I've searched everywhere (even on s&p site) and nothing...

Thank you
 
The document only specify the methodology of the index.
Since they aren't balancing it on a minute basis, I need to find out the current weight of the components.
If I'll calculate it myself it will be right only for now and not for backtest.

On their site, S&P only list the top 10 heavy weight stocks of the index
 
Quote from solk:

The document only specify the methodology of the index.
Since they aren't balancing it on a minute basis, I need to find out the current weight of the components.
If I'll calculate it myself it will be right only for now and not for backtest.

On their site, S&P only list the top 10 heavy weight stocks of the index
More...

As I said, if you can't compute it yourself you need to buy it.
I know that Bloomberg sells it. However I'm not sure if they provide historical weights.

Ninna
 
BIG APPL - That is exactly what I am looking for. Their site lists dow and nasdaq, but he s&p was removed.

nLepwa - You mean they don't publicly publish the components weight? Do you know the reason why?

Thank you
 
OK, I've contact indexarb and asked why they removed the weights, this is there reply:

"S&P was threatening to launch a lawsuit against us unless we removed the index weights from the free portion of our website.

We are still allowed to list the weights in our subscriber section.

S&P wants those weights to be available only by subscription so those list are only available from S&P, us, and Bloomberg.

Happy New Year to you as well,"
 
s&p is being silly. you can get the weights every day using multiple regression. someone should just build a web site showing them every day.
 
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