SP500 Dataset

 

Market: Standard & Poor’s 500

Number of stocks: 25

Number of days: 1276 (5 years)

Period: Jan 2, 1998 to Jan 31, 2003

Other info: 25 largest market cap stocks in the SP500 index (as of Apr 2003). Source: MSN Money

Stock Composition:

  1. General Electric Company (273 Bil)
  2. Microsoft Corporation (259 Bil)
  3. Wal-Mart Stores, (234 Bil)
  4. Exxon Mobil Corporation (230 Bil)
  5. Pfizer Inc (194 Bil)
  6. Citigroup Inc. (192 Bil)
  7. Johnson & Johnson (170 Bil)
  8. American International Group (138 Bil)
  9. International Business Machines Corporation (136 Bil)
  10. Merck & Co., Inc. (124 Bil)
  11. Procter & Gamble Company (115 Bil)
  12. Intel Corporation (110 Bil)
  13. Bank of America Corporation (107 Bil)
  14. Coca-Cola Company (102 Bil)
  15. Cisco Systems, Inc. (94 Bil)
  16. Verizon Communications Inc. (93 Bil)
  17. Wells Fargo & Company (78 Bil)
  18. Amgen Inc. (75 Bil)
  19. Dell Computer Corporation (73 Bil)
  20. PepsiCo, Inc. (69 Bil)
  21. SBC Communications Inc. (69 Bil)
  22. Fannie Mae S&P (68 Bil)
  23. ChevronTexaco Corporation (68 Bil)
  24. Viacom Inc'b' (66 Bil)
  25. Eli Lilly and Company (66 Bil)