Wealth-Lab 100 DataSet
Author: cicerotullius
Creation Date: 5/19/2013 12:23 PM
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cicerotullius

#1
Dear Community, I deleted by accident the WL100 Data set and now I wanted to know if somebody could post the Symbol list or tell me where to download it without new Installation.

Another question: what was the selection criteria for WL100 compared to SP100 or US100?

thx
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Eugene

#2
Hi Gernot,

Here's the latest WL100 DataSet:

QUOTE:
AA,AAPL,AES,AIG,ALTR,ALU,AMCC,AMTD,AMZN,ATML,AXP,BA,BAX,BBBY,BIIB,BMY,BRCM,BSX,BVSN,C,CAT,CBS,CCU,CHKP,CIEN,CL,CMCSK,CMVT,COP,COST,CPWR,CSCO,CTXS,DELL,DIS,DISH,EA,EMC,ETFC,FISV,FITB,GE,GPS,HD,HNZ,HON,HPQ,IACI,IBM,INTC,INTU,IP,JDSU,JNJ,JNS,JPM,KLAC,KO,LIFE,MCD,MCHP,MCO,MDP,MLNK,MMM,MO,MOLX,MSFT,MSI,MWW,MXIM,NTAP,ORCL,PCAR,PEP,PFE,PG,PMCS,QLGC,RFMD,RHI,S,SANM,SAPE,SPLS,STT,T,TER,TLAB,TROW,TWX,UTX,VZ,WFC,WFM,WPI,XLNX,XOM,YHOO,ZMH
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cicerotullius

#3
thx a lot.
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cicerotullius

#4
can you pls. also tell me whats the criteria compared to SP100?
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Cone

#5
The S&P 100 are the 100 largest U.S. companies by market capitalization, and therefore a subset of the S&P 500.

The Wealth-Lab 100 is also a subset of the S&P 500 companies, but was originally created more than 10 years ago by random selection for the purpose of ranking "ChartScripts" at the legacy site, wl4.wealth-lab.com. (However, we're no longer supporting that site nor its ChartScript Rankings.)

When a company leaves the WL-100 (buyout, merger, etc.) it is replaced by the S&P 500 company whose price history is most highly correlated with the exiting stock. The idea is to keep a list of current symbols that alter back tests as little as possible through the symbol changes.
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cicerotullius

#6
Thx, I didnt expect that one, but thats actually quite helpful.
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hrplein

#7
Where can I find an updated list of the WL 100 Dataset?
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Cone

#8
This seems to be as good as place as any to post updates, but I can add the latest list to the Yahoo! Classification file too.

Before today, the last update I had was this:
CODE:
Please log in to see this code.


But SAPE needs to be removed (buy out) and was most highly correlated with CTSH in the S&P 500, so the current WL 100 is:

CODE:
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Edit:
The Yahoo! Classification file has been updated, and contains this and other numerous changes to Index DataSets.
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hrplein

#9
Thanks for the update. Is there a way we can be notified when a change is made to this dataset?
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Eugene

#10
Options > Bookmark topic > "Do you want to get informed about new posts via Email?" > Yes.
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PFNikolai

#11
Symbol Quarantine is telling me that ALTR, ALU, CMCSK, IACI, and PMCS will not be updated and they are in the Wealth-Lab 100 data set so I found this topic. I was going to ask for the current symbol list but it sounds like the Wealth-Lab 100 data set is no longer used for anything so I may be better off just deleting it. Is there any reason not to?
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Eugene

#12
To update the Wealth-Lab 100 DataSet, use the Yahoo! provider's Classification Groups feature: click "New DataSet" > Select the symbols from predefined C. groups > click "Refresh classification". The updated list will be under "WealthSignals". Wealth-Data can take care of this automatically, see my answer to your other question.
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hplein

#13
I do not know where to find the Yahoo Classifications file. Has it bee updated and where would I find the updated list of the WLP 100 Dataset?
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Eugene

#14
The instructions in my post #12 above are pretty clear. It's not required to find anything, just follow them.
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Cone

#15
I try to update the Yahoo Classification file once each quarter, but I missed it last quarter. I just updated it now for WealthSignals, U.S., German, Australian, India, and a few other index constituents.

It's very hard to keep up with all the world indices, so if anyone sees errors or has updates for any of the index components, please lets us know and we'll update the list immediately for everyone. Thanks!