Historical composition of the S&P 500

[sbauchart]

Hi guys,

I am conducting backtests on stocks of the SP 500.

To avoid any "survivor bias" I've to take into account in my backtest delisted stocks.

Do you have an idea of where I could find a list of the historical compostion of the S&P 500 dating back to today ?

I searched on standardandpoors.com without success.

Thanks in advance guys.

Cheers,

Sebastien

 

[sbauchart]

No idea of where I could find this.

For the Nasdaq 100 I found it : http://www.nasdaq.com/indexshares/historical_data.stm

But nothing for the S&P 500.

Cheers,

Sebastien

 

[RoyRodriquez]

You can check this site:

http://marketcapitalizations.com/historical-data/historical-data-categories/indexes/

They list the historical index components for the past eight years for S&P 100, S&P 500 and NASDAQ-100 indexes.

Try to contact them for detailed data, they can provide a list with all the component changes starting from 2000.