Standard & Poor's Indices

[noirua]

Starting with the constituents of the ASX 200

http://www2.standardandpoors.com/po...s_asx200/2,3,2,8,0,0,0,0,0,0,0,0,0,0,0,0.html

 

[ToddPowers]

What is the point of this thread?

 

[vishalt]

I wonder what makes them choose 200 stocks in the one index ... it just makes it such a complicated measure.

Look @ the FTSE100 for example. You have banking giants like Barclays, Royal Bank of Scotland doing badly which offsets how much better the index could move thanks to the peformance of BHP/AngloA/Rio/Xstrata

I think the Dow30, Dax30, Cac40 which are measured by leadership rather than by cap - are superior models. The best way to monitor the performance of the economy is to list only the industry leaders, and it makes index tracking so much easier.

I know there is an ASX20 model measured by cap (not by industry leadership) which is what CFD providers base their margin % at.

If I could have an ASX30 that follows the US/Euro model I'd put:

1. BHP Billiton (Materials)
2. Woodside Petroleum (Oil producn/explorn)
3. Macquarie Bank (Investment banker)
4. Commonwealth Bank (Commercial bank)
5. Computershare (IT)
6. Woolworths (Diversified retail)
7. WorleyParsons (Engineering services)
8. Qantas (Airlines)
9. CSL (Medical products)
10. Primary (Medical services)
11. ASX (Financial services)
12. News Corp (Media).
13. QBE (Insurance)
14. Telstra - unfortunately (phones)
15. iiNet (Internet services)
16. Incitec Pivot (Fertilizers)
17. Westfield (Properties)
18. Toll Holdings (Building services)
19. Leighton Holdings (Diversified operations)
20. Transurban (transport)
21. Newcrest Mining (Gold)


And I can't think of anymore! Add to my list if you're bored lol .

 

[bvbfan]

DOW 30 is a terrible measure since its weighted by stock price rather than market cap.

There are also ASX 20, 50, 100 you could use if you wanted to but the benchmark has been the XJO for some time now.

The indices are not purely by market cap. It also takes into account free float and liquidity too.

 

[noirua]

Standard and Poors December Quarterly Rebalance: http://www2.standardandpoors.com/spf/pdf/index/120707_ASX-Rebal.pdf

 

[noirua]

Sundance Resources enter the ASX 200 and St Barbara mines enter the ASX All Australia 200: http://www2.standardandpoors.com/spf/pdf/index/20071217IN_SDL.pdf

 

[noirua]

On 2/1/2008, Riversdale Mining (RIV) was added to the ASX200 index and Consolidated Minerals (CSM) was deleted.

 

[noirua]

"Index Performance, Q4 2007"
http://www2.standardandpoors.com/spf/pdf/index/S&PASX200Index_QuarterlyReview_Q42007.pdf

 

[noirua]

Jubilee Mines (JBA) will be removed from the ASX 200 and ASX All Australian 200 at the close on 14th February 2008 and replaced by Abacus Property Group (ABP).

 

[noirua]

St Barbara Ltd will enter the ASX200 index at the close of business on 28th Feb 2008; Bank of Queensland the ASX100; and Felix Resources the ASX All Australian 200.
http://www2.standardandpoors.com/spf/pdf/index/20080221IN_SYB.pdf

 

[noirua]

March Quarterly Rebalance to S&P/ASX indices, after close of trading on 20/3/2008: http://www2.standardandpoors.com/spf/pdf/index/031008_ASX-Rebal.pdf

 

[noirua]

ASX 100 addition is Centennial Coal, and Aquilla Resources joins the ASX200 and All Ordinaries Australia 200.

Queensland Gas has been deleted from the ASX 100, ASX 200 and ASX All Ordinaries Australia 200.

 

[Smurf1976]

Does anyone know how to get the constituent list for the S&P indices to download properly?

They're here http://www.standardandpoors.com/indices/main/en/us/ and I have registered and have password, but it just freezes up when I try to download any of the constituent lists.

 

[Wysiwyg]

Smurf, I can download fine. Until you are hooked up here is the AORD 491 constituents as of yesterday.