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I'd like to obtain the historical market capitalization for the S&P 500. I'm seeking monthly data back to 1945. I'd like to examine only non-financial stocks, so the sector would be needed as well.

This post on Quantitative Finance, Historical data for total market capitalization, works for total market cap but only goes back to 1980. (It does not include sector.)

I can obtain the historical constituents of the S&P 500 from AnalyzingAlpha (and these go to 1957).

I can get market cap and sector from Yahoo! Finance.

Is there any site that does all of:

  • Market cap
  • S&P constituent or not
  • Sector
  • (going back to 1945).

I can do this with some patience and coding, but would prefer an out-of-the-box solution.

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  • $\begingroup$ The S&P 500 list on AnalyzingAlpha is wrong - it is missing hundreds of stocks. Norgate has it (for a cost). Historical sectors are difficult because the current classification methods (such as GICS) were not around back then but you might be able to do it based upon SIC. I've not be able to find historical market cap going back a long way in any form - report back here if you find a source. $\endgroup$ Commented Jun 22, 2021 at 2:58

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