(with a lot of links to other blog items)
The least complex merthod is by using Compustat. Sometimes it possible to download historic compositions from certain indexes.
Earlier I explained how and where < this link >
But chances are -m see the lists - there are no historic compositions available.
The easiest (but largest) method is doing it like this.
1. Select e.g. Compustat North America (only S&P compositions)
2. Fundamentals Annual
3. Select your time scope
4. Click link "search entire database"
5. Make certain to select in Screening variables Ïndustry format also FS (fiancials)
6. Select all in Idfentifying information, including Stock Exchange code (for filtering later on)
Searching Data items with CTRL-F:
a. LOC (location, country code) > tells location of head quarters (for filtering later on)
b. Financial data items like balance sheet data and income statement (blog items)
Output format: recommended is Tab delimited TXT (no data loss opening in spread sheet programs)
Date format, by preference
Download and wait untill ready. Open your download in Excel.
Now use Auto filter.
When you want to use this output in either Compustat, of Datastream, copy identifiers, e.g. into another file and Remove Duplicates (excel TAB data)
In our example criterium ISIN
Now use this file in other databases.
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