Index Research

Advanced tools for index analysis, constituent tracking, and data validation. Essential for accurate backtesting and avoiding survivorship bias in your research.

What is Survivorship Bias?

Survivorship bias occurs when backtesting only includes companies that currently exist in an index, ignoring those that were removed due to bankruptcy, acquisition, or poor performance.

This can significantly overstate historical returns, as failed companies are excluded from the analysis. Studies show survivorship bias can inflate returns by 1-2% annually.

Why Data Validation Matters

Financial data from different providers can vary due to timing differences, data processing methods, and source discrepancies.

Cross-validating data between multiple sources (FMP and EOD) helps identify potential data quality issues before they affect your analysis.

S&P 500 Index Constituents
Track current and historical S&P 500 composition for accurate backtesting and survivorship bias correction
Data Sources
This page uses data from multiple financial data providers

EOD Historical Data (EODHD)

  • • 150,000+ tickers across 70+ exchanges
  • • Historical data from 1972 for US stocks
  • • Index constituent history and changes
  • • ESG scores and fundamental data

Financial Modeling Prep (FMP)

  • • Real-time and historical stock prices
  • • Company fundamentals and financials
  • • Earnings and dividend data
  • • Primary data source for the platform