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The indices themselves are revosed regularly through the year
http://www2.standardandpoors.com/spf/pdf/index/Methodology_Finalised_9July03.pdf
A guiding principle of Standard &Poor's index management is the
minimisationof turnover among indexconstituents. An index addition
generally will be made only if an index vacancyis created by an index
deletion.
The Index Committee determinesS&P/ASX index additions based onhistoric
analysis of a stock's market capitalisation, free float, and
liquidity.
Quarterly Rebalance
Constituents are rebalanced quarterly to ensure adequate market capitalisation
and liquidity. Both market capitalisation and liquidity are assessed
using the previous six months' worth of data. Quarterly rebalance
changes
take effect on the third Friday of December, March, June, and September.
The S&P/ASX 300, unlike the other indices, is rebalanced every six
months, with changes taking effect on the third Friday of March and
September.
Intra Quarter
The most common reason for deleting a stock from an S&P index intra
quarter is acquisition by another company.
Additionally, stocks may be deleted for the following reasons:
Voluntary Administration
A company is removed from the index immediately after filing for voluntary
administration.
Restructuring
Each company's restructuring plan is analysed in depth. The
restructured company and any spin-offs are reviewed for index
inclusion or exclusion.
On Thu, 17 Feb 2005 17:42:43 -0800 (PST), Steve Davo
<stevedavo42@xxxxxxxxx> wrote:
>
> Graham,
> just checked S&P website and the dates
> on the indicies lists are 17th Feb, not sure how often
> they are updated.
> Thanks for your excellent work here and
> on Reefcap.
>
> Cheers,
> Steve
> ------------------------------------------------------------------
> --- Graham <kavemanperth@xxxxxxxxx> wrote:
>
> > How recent are the lists?
>
> __________________________________
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--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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