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S&P 500 (Standard and Poor’s 500 Index)

The S&P 500 (Standard and Poor’s 500 Index) is one of the most quoted stock market indices. It is designed to measure performance of the broad US economy through changes in the aggregate market value of 500 stocks representing all major industries. As a widely used index, the S&P 500 is available on several financial databases.

If you are researching US stocks, you may be using WRDS (Wharton Research Data Services) where the S&P 500 is available, but is referred to as S&P’s Composite Index. For example you can get the S&P 500 index level from

  • Web Query : CRSP – Annual Update – Index ; S&P 500 Indexes – Index File on S&P 500 : Variable : Level of S&P Composite Index
  • Web Query : CRSP – Annual Update – Stock / Security Files – Stock Market indexes : Variable :  Level of S&P Composite Index

Note that the “Annual” in CRSP – Annual Update refers to the frequency that the database is updated not the data in the database. You can get monthly and daily data from CRSP – Annual Update. The “Annual” means in Dec 2011 we have access to the data to the end of 2010. There will be an annual update around March 2012 and we will then have access to the data to the end of 2011. (The University of Manchester does not subscribe to the more expensive CRSP Quarterly Update, or CRSP Monthly Update.)

If you want to get recent data values for the S&P 500, or if you are not a WRDS user,  there are other source of data on the S&P 500:

For related information on S&P 500 constituents or total returns:

Where can I find constituent lists for the S&P indices?

How do I find data on total returns for stocks, bonds, and indexes?

[Thanks to the PhD student who highlighted the difficulties in finding S&P 500 on WRDS.]


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