S&P 500 Index Researcher Dataset by Siblis Research provides key historical data of all current and past S&P 500 companies between 3/31/1979 and 12/31/2019.
An updated file with up-to-date data will be provided to you at the beginning of every quarter. Your subscription is valid for one year.
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 also provides 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.
The subsctiption includes a detailed list of all changes to the index components since 1/1/1963, including a summary sheet that allows you to quickly check the index components for any date. GICS Sector classifications are available since 1970 and GICS Industry data since 1979. Historical weightings of the index components are available since 3/31/1979.