Australian (ASX) Stock Market Forum

Historical ASX 200 list

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Does anyone know where I can find a list of stocks in the asx 200 from previous years. I’m doing some back testing on data from 2003-2009 and want to run my back testing on all stocks in 2003 asx 200.
 
Hi all,

restarting this thread in the hope that someone can help me find what I need. The S&P website has changed and I can no longer find historical index lists. Does anyone have these lists. The ASX200 from 2003 would be great.

Harro
 
Hi Guys

The S&P website has changed and google is not my friend.

Does anyone know where I can find a list of old ASX 200components over the last say 10 yrs
 
Hi Guys

The S&P website has changed and google is not my friend.

Does anyone know where I can find a list of old ASX 200components over the last say 10 yrs

The state street ASX200 tracking fund (STW) releases regular lists of holdings...easy to go back ten years on the ASX site to look at there old announcements.
 
Hi,

I am also looking for this type of information as well, though I am looking for data back to 1980's if possible. I know the S&P200 only started from around 2000 but is there any way to find out what the top 50 or 100 stocks were from the 1980's? The All Ords had to have been comprised of something. Your help would be greatly appeciated.
 
Hi there,

Is there any way to find a historical list of companies that asx 200 was comprised of from 2005 onwards.

The link that was quoted in this thread is not working any longer as a result of a change in the S&P website change.

I would greatly appreciate your help as I need this information for my Doctoral Thesis.

Thank you,


Alex
 
Historical top 100/200 ASX list

I need to find the top 200 ASX (and top 100 ASX) for every year from 2000 to 2013.
Does anyone know where I can get this data?
 
Did anyone ever find this historic list? I'd appreciate it being reposted if so. cheers


Hi there,

Is there any way to find a historical list of companies that asx 200 was comprised of from 2005 onwards.

The link that was quoted in this thread is not working any longer as a result of a change in the S&P website change.

I would greatly appreciate your help as I need this information for my Doctoral Thesis.

Thank you,


Alex
 
Did anyone ever find this historic list? I'd appreciate it being reposted if so. cheers

You might want to read the following "Best Data for Me" thread:

https://www.aussiestockforums.com/forums/showthread.php?t=18057&page=3

Richard Dale from Premium Data wrote the following back in 2009/2010:

We'll be looking to do historical index constituents for major indices such as the S&P 500 (1970s) , Russell 1000/2000/3000 (back to 1990), DJIA (back to 1950), NASDAQ 100 (back to inception) on the US front and All Ords (back to 1992), S&P/ASX 20/50/100/200/300 (simulated back to 1992, actual from their inception in 2000) on the ASX front.

We'll implement it as a DLL for software such as AmiBroker where you can simply reference it on a given stock to see if it is an index constituent of a particular index on a particular date.

Given all the work currently ahead of us, I'd say a release date of mid 2010 is possible with testing probably starting in March. It'll also coincide with the next evolution in our data updating software too.

Maybe Richard could help you with this :). It's an interesting topic!

I would also like to know how Alex's Doctoral Thesis is going? I would like to know if Alex researched a topic like approximating the historical ASX 200/500/XXXX Constituents using daily data downloaded from say Premium Data :D.

Cheers,

Andrew.
 
I would also like to know how Alex's Doctoral Thesis is going? I would like to know if Alex researched a topic like approximating the historical ASX 200/500/XXXX Constituents using daily data downloaded from say Premium Data :D.

Haha :D. Universities should have access to Datastream, right? That would have been a better starting point.
 
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