Anyone with WRDS/Compustat access care to help me out? I'm trying to reconstruct S&P500 historical sector weights (including legacy/defunct companies) for 1996-2025.
I started with SPY annual reports and SIC to GICS crosswalk tables, but the large number of companies that have since (for various reasons) ceased to exist has causes an impasse since they are not in present day SIC to GICS crosswalks.
Any other tips on how to do this/suggestions on where else to ask are welcome.
Thanks!