Russell 2000 Index Researcher Dataset by Siblis Research provides key historical data of all current & past Russell 2000 companies between 12/31/1995 and 6/30/2018.
The dataset includes quarterly earnings, revenues, share prices, outstanding shares & market caps. The data is provided at a quarterly basis.
The dataset also includes monthly total returns (dividends included) for all companies which allows you to calculate total returns for any time period.
A detailed list of all changes to the index components since 12/31/1995. Component change history is provided on a monthly level. The file includes a summary sheet that allows you to quickly check the index composition for the last day of any month. If a company has changed its name or ticker symbol in the past, the previous names and tickers are listed next to the current names.
GICS Sector classifications provided for all the companies.