Classifying stocks by industry (free)
Classifying stocks by industry (free)
Loading saved threads...
Ceeerson · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: Ceeerson
Original post: https://quant.stackexchange.com/questions/40455
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
Is there anyway to get the stock symbols of an exchange classified by industry? For example: AMD-semiconductor
The best I could find was this page:
https://money.cnn.com/data/sectors/tech/electronic/?sector=1300&industry=1305
I wasn't sure if my best bet would be to make something that grabs data off this site or if there was something more convenient already. What do you all think?
Thanks
Quote
Report
lehalle · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: lehalle
Original post: https://quant.stackexchange.com/a/40457
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
First of all, you need to know they are different sector classifications.
The main ones are:
GICS (
Global Industry Classification Standard
) maintained by MSCI and S&P. It is thus "private" and you will (/should?) have to pay to be updated on it.
ICB (
Industry Classification Benchmark
) is maintained by Dow Jones and FTSE. Again it is a private one.
In fact any index provider has to maintain its own list.
This means that
you should not focus on obtaining a very specific classification
, any rough list should be enough.
My advice would be to look at ETF compositions. A lot of ETF indexed on sectors are available, and you will easily find a web site with the composition of an ETF. For instance, I googled "Consumer Staples ETF composition" and found the web page of the
iShares Global Consumer Staples ETF
. There is an excel spread sheet to download there, with the list of stocks included in this ETF. If you look for a 10 to 15 sectors classification, it is about a dozen of google search and a python code to import these lists every week to have a point in time database.
Another solution I found on the web is to rely on wikipedia pages, like
its List of S&P 500 companies
.
This blog post
comments a code to obtain this list in python.
Quote
Report
ernestoeperez88 · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: ernestoeperez88
Original post: https://quant.stackexchange.com/a/40466
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
For US stocks, you can use
Quantopian's Research
platform to access
Morningstar's Industry & Sector Classification
data for free.
All you need is some basic python programming skills. This dataset (and many others) can be accessed using Quantopian's Pipeline API (check out
this tutorial
).
The following example outputs a pandas DataFrame containing industry codes for all stocks that traded on major US exchanges last Friday (06/22/2018):
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data import Fundamentals
from quantopian.research import run_pipeline
def make_pipeline():
industry_code = Fundamentals.morningstar_industry_code.latest
return Pipeline(
columns={
'industry_code': industry_code,
}
)
df = run_pipeline(make_pipeline(), start_date='2018-06-22', end_date='2018-06-22')
From here you can do all kinds of analyses and filtering using python. Check out
Quantopian's Help
page to get mappings from industry code to industry name.
Quote
Report
Chris · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: Chris
Original post: https://quant.stackexchange.com/a/85864
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
Just in case the qestion is still relevant ... I had the same need and developed a Pytohn solution, which retrieves GICS and GECS classificaiotn data from the internet.
https://pypi.org/project/equities-classifier/
https://dornech.github.io/equities-classifier/
Quote
Report
Post Reply
Quoted from Forex.com.bd-Editorial External answer — Quantitative Finance Stack Exchange Author: lehalle Source score (net votes, not local likes): 5 Original post: https://quant.stackexchange.com/a/40457 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. First of all, you need to know they are different sector classifications. The main ones are: GICS ( Global Industry Classification Standard ) maintained by MSCI and S&P. It is thus "private" and you will (/should?) have to pay to be updated on it. ICB ( Industry Classification Benchmark ) is maintained by Dow Jones and FTSE. Again it is a private one. In fact any index provider has to maintain its own list. This means that you should not focus on obtaining a very specific classification , any rough list should be enough. My advice would be to look at ETF compositions. A lot of ETF indexed on sectors are available, and you will easily find a web site with the composition of an ETF. For instance, I googled "Consumer Staples ETF composition" and found the web page of the iShares Global Consumer Staples ETF . There is an excel spread sheet to download there, with the list of stocks included in this ETF. If you look for a 10 to 15 sectors classification, it is about a dozen of google search and a python code to import these lists every week to have a point in time database. Another solution I found on the web is to rely on wikipedia pages, like its List of S&P 500 companies . This blog post comments a code to obtain this list in python.
Checking account access…