|
PureBytes Links
Trading Reference Links
|
Thanks Jose, I had forgotten about your site.
I note you have the index lists in .dat (?) format within the zip
file. Is it possible for you to have that in csv/txt file.
On Fri, 18 Feb 2005 05:30:23 -0000, Jose <josesilva22@xxxxxxxxx> wrote:
>
>
> Yes, that's the theory...
>
> In practice, the ASX300 Group has been 10 stocks short for months, and
> the All Ords (ASX500) is perennially missing 30 stocks.
>
> GICS from S&P is a similar story.
>
> The moral of the story is, don't count on expediency & accuracy from
> Standard & Poor's.
>
>
> jose '-)
> http://www.metastocktools.com
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > 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@xxxx> 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@xxxx> wrote:
> > >
> > > > How recent are the lists?
> > >
> > > __________________________________
> > > Do you Yahoo!?
> > > Yahoo! Mail - You care about security. So do we.
> > > http://promotions.yahoo.com/new_mail
> > >
> > >
> > > Check AmiBroker web page at:
> > > http://www.amibroker.com/
> > >
> > > Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/
> groupfaq.html
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> >
> >
> > --
> > Cheers
> > Graham
> > http://e-wire.net.au/~eb_kavan/
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|