Answered By: IESE Library
Last Updated: Jul 10, 2018     Views: 3

The index members can be found in Bloomberg or Datastream.

For Bloomberg, after you have keyed in the Bloomberg index ticker, say SPX Index for S&P 500, enter MEMB .  Edit to change the date if you are looking for historical members.  Note a different ticker could be used for historical members, click DES for the index subscription.

Alternatively, you can use Bloomberg formula in Excel to retrieve the members.

Here is the formula for your reference: 

 =BDS("SPX Index","INDX_MWEIGHT_HIST","END_DATE_OVERRIDE=20020207")

Syntax: =BDS(ticker, field, overriding field=YYYYMMDD)

 

In Datastream, you can do a Criteria Search or use the Equity Indices Explorer to browse for the equity index, S&P 500 Composite, click on the arrow next to the mnemonic, S&PCOMP, select Display Constituent Equities