S&P 500 Index Researcher Dataset by Siblis Research provides key historical data of all current & past S&P 500 companies between 3/31/1979 and 9/30/2019.
The dataset provides quarterly earnings, share prices, outstanding shares, market caps, enterprise values, P/E & P/B ratios and EV/EBITDA multiples of all the companies. The data is provided for the last day of each month since 1/31/2005 and for the last day of each quarter between 3/31/1979 and 12/31/2004. (Enterprise values since 3/31/1990 and EV/EBITDA multiples since 3/31/1995.)
The dataset provides also adjusted share prices (total returns) on a monthly level since 1/31/1979 which allows you to examine the performance of the companies before/during/after a company was part of the index.
A detailed list of all changes to the index components since 1/1/1963, including ISIN codes of the companies since 1970. 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. Also the GICS Sector classifications are available since 1970 and GICS Industry data since 1979.
Historical weightings of the index components since 3/31/1979.