Post

Nasdaq 100 Constituency Changes from December 2010

In Holding Period Impact on Nasdaq 100 Momentum Strategy Performance I wrote about the survivor bias impact on the momentum cascade strategy.

A little internet searching identified the Nasdaq Press releases archive as the best source to determine what changes had take place to the Nasdaq 100 consituents over time.

Note that these press release pages state “These indexes act as benchmarks for financial products such as options, futures, and funds. The NASDAQ-100 is re-ranked each year in December, timed to coincide with the quadruple witch expiration Friday of the quarter”.

The following table lists the changes sourced from this archive since December 2013. This will presently limit the backtesting time window to just over 10 full years.

Date Action Symbol Company Name Source
18/12/2023 Added TTWO Take-Two Interactive Software, Inc. 1
18/12/2023 Removed SGEN Seagen, Inc. 1
18/12/2023 Added CDW CDW Corporation 2
18/12/2023 Added CCEP Coca-Cola Europacific Partners plc 2
18/12/2023 Added DASH DoorDash, Inc. 2
18/12/2023 Added MDB MongoDB, Inc. 2
18/12/2023 Added ROP Roper Technologies, Inc. 2
18/12/2023 Added SPLK Splunk Inc. 2
18/12/2023 Removed ALGN Align Technology, Inc. 2
18/12/2023 Removed EBAY eBay Inc. 2
18/12/2023 Removed ENPH Enphase Energy, Inc. 2
18/12/2023 Removed JD JD.com, Inc. 2
18/12/2023 Removed LCID Lucid Group, Inc. 2
18/12/2023 Removed ZOOM Zoom Video Communications, Inc. 2
19/12/2022 Added CSGP CoStar Group, Inc. 3
19/12/2022 Added RIVN Rivian Automotive, Inc. 3
19/12/2022 Added WBD Warner Bros. Discovery, Inc. 3
19/12/2022 Added GFS GlobalFoundries Inc. 3
19/12/2022 Added BKR Baker Hughes Company 3
19/12/2022 Added FANG Diamondback Energy, Inc. 3
19/12/2022 Removed VRSN VeriSign, Inc. 3
19/12/2022 Removed VRSN Skyworks Solutions, Inc. 3
19/12/2022 Removed SPLK Splunk Inc. 3
19/12/2022 Removed BIDU Baidu, Inc. 3
19/12/2022 Removed MTCH Match Group, Inc. 3
19/12/2022 Removed DOCU DocuSign, Inc. 3
19/12/2022 Removed NTES NetEase, Inc. 3
20/12/2021 Added ABNB Airbnb, Inc. 4
20/12/2021 Added FTNT Fortinet, Inc. 4
20/12/2021 Added PANW Palo Alto Networks, Inc. 4
20/12/2021 Added LCID Lucid Group, Inc. 4
20/12/2021 Added ZS Zscaler, Inc. 4
20/12/2021 Added DDOG Datadog, Inc. 4
20/12/2021 Removed CDW CDW Corporation 4
20/12/2021 Removed FOXA/FOX Fox Corporation 4
20/12/2021 Removed CERN Cerner Corporation 4
20/12/2021 Removed CHKP Check Point Software Technologies Ltd. 4
20/12/2021 Removed TCOM Trip.com Group Limited 4
20/12/2021 Removed INCY CIncyte Corporation 4
21/12/2020 Added AEP American Electric Power Company, Inc. 5
21/12/2020 Added MRVL Marvell Technology Group Ltd. 5
21/12/2020 Added MTCH Match Group, Inc. 5
21/12/2020 Added OKTA Okta, Inc. 5
21/12/2020 Added PTON Peloton Interactive, Inc. 5
21/12/2020 Added TEAM Atlassian Corporation Plc 5
21/12/2020 Removed BMRN BioMarin Pharmaceutical Inc. 5
21/12/2020 Removed CTXS Citrix Systems, Inc. 5
21/12/2020 Removed EXPE Expedia Group, Inc. 5
21/12/2020 Removed LBTYA/LBTYK Liberty Global plc 5
21/12/2020 Removed TTWO Take-Two Interactive Software, Inc. 5
21/12/2020 Removed ULTA Ulta Beauty Inc. 5
23/12/2019 Added ANSS ANSYS, Inc. 6
23/12/2019 Added CDW CDW Corporation 6
23/12/2019 Added CPRT Copart, Inc. 6
23/12/2019 Added CSGP CoStar Group, Inc. 6
23/12/2019 Added SGEN Seattle Genetics, Inc. 6
23/12/2019 Added SPLK Splunk Inc. 6
23/12/2019 Removed HAS Hasbro, Inc. 6
23/12/2019 Removed HSIC Henry Schein, Inc. 6
23/12/2019 Removed JBHT J.B. Hunt Transport Services, Inc. 6
23/12/2019 Removed MYL Mylan N.V. 6
23/12/2019 Removed NLOK NortonLifeLock Inc. 6
23/12/2019 Removed WYNN Wynn Resorts, Limited 6
24/12/2018 Added AMD Advanced Micro Devices, Inc. 7
24/12/2018 Added LULU lululemon athletica inc. 7
24/12/2018 Added NTAP NetApp, Inc. 7
24/12/2018 Added UAL United Continental Holdings, Inc. 7
24/12/2018 Added VRSN VeriSign, Inc. 7
24/12/2018 Added WLTW Willis Towers Watson Public Limited Company 7
24/12/2018 Removed ESRX Express Scripts Holding Company 7
24/12/2018 Removed HOLX Hologic, Inc. 7
24/12/2018 Removed QRTEA Qurate Retail, Inc. 7
24/12/2018 Removed SHPG Shire plc 7
24/12/2018 Removed STX Seagate Technology PLC 7
24/12/2018 Removed VOD Vodafone Group Plc 7
18/12/2017 Added ASML ASML Holding N.V. 8
18/12/2017 Added CDNS Cadence Design Systems, Inc. 8
18/12/2017 Added SNPS Synopsys, Inc. 8
18/12/2017 Added TTWO Take-Two Interactive Software, Inc. 8
18/12/2017 Added WDAY Workday, Inc. 8
18/12/2017 Removed AKAM Akamai Technologies, Inc. 8
18/12/2017 Removed DISCA Discovery Communications Series A 8
18/12/2017 Removed DISCK Discovery Communications Series C 8
18/12/2017 Removed NCLH Norwegian Cruise Line Holdings Ltd. 8
18/12/2017 Removed TSCO Tractor Supply Company 8
18/12/2017 Removed VIAB Viacom Inc. 8
19/12/2016 Added CTAS Cintas Corporation 9
19/12/2016 Added HAS Hasbro, Inc. 9
19/12/2016 Added HOLX Hologic, Inc. 9
19/12/2016 Added KLAC KLA-Tencor Corporation 9
19/12/2016 Removed BBBY Bed Bath & Beyond Inc. 9
19/12/2016 Removed NTAP NetApp, Inc. 9
19/12/2016 Removed SRCL Stericycle, Inc. 9
19/12/2016 Removed WFM Whole Foods Market, Inc. 9
21/12/2015 Added CTRP Ctrip.com International, Ltd. 10
21/12/2015 Added ENDP Endo International plc 10
21/12/2015 Added EXPE Expedia, Inc. 10
21/12/2015 Added MXIM Maxim Integrated Products, Inc. 10
21/12/2015 Added NCLH Norwegian Cruise Line Holdings Ltd. 10
21/12/2015 Added TMUS T-Mobile US, Inc. 10
21/12/2015 Added ULTA Ulta Salon, Cosmetics & Fragrance, Inc. 10
21/12/2015 Removed CHRW C.H. Robinson Worldwide, Inc. 10
21/12/2015 Removed EXPD Expeditors International of Washington, Inc. 10
21/12/2015 Removed GMCR Keurig Green Mountain, Inc. 10
21/12/2015 Removed GRMN Garmin Ltd. 10
21/12/2015 Removed SPLS Staples, Inc. 10
21/12/2015 Removed VIP VimpelCom Ltd. 10
21/12/2015 Removed WYNN Wynn Resorts, Limited 10
21/12/2015 Removed LILA LiLAC Class A Ordinary Shares 10
21/12/2015 Removed LILAK LiLAC Class C Ordinary Shares 10
22/12/2014 Added AAL American Airlines Group, Inc. 11
22/12/2014 Added EA Electronic Arts Inc. 11
22/12/2014 Added LRCX Lam Research Corporation 11
22/12/2014 Added CMCSK Comcast Corporation Class A Special 11
22/12/2014 Added FOX Twenty-First Century Fox 11
22/12/2014 Added LBTYK Liberty Global plc Class C 11
22/12/2014 Removed EXPE Expedia, Inc. 11
22/12/2014 Removed FFIV F5 Networks, Inc. 11
22/12/2014 Removed MXIM Maxim Integrated Products, Inc. 11
23/12/2013 Added DISH DISH Network Corporation 12
23/12/2013 Added ILMN Illumina, Inc. 12
23/12/2013 Added NXPI NXP Semiconductors N.V. 12
23/12/2013 Added TRIP TripAdvisor, Inc. 12
23/12/2013 Added TSCO Tractor Supply Company 12
23/12/2013 Removed FOSL Fossil Group, Inc. 12
23/12/2013 Removed MCHP Microchip Technology Incorporated 12
23/12/2013 Removed NUAN Nuance Communications, Inc. 12
23/12/2013 Removed SHLD Sears Holdings Corporation 12
23/12/2013 Removed XRAY DENTSPLY International Inc. 12
24/12/2012 Added ADI Analog Devices, Inc. 13
24/12/2012 Added CTRX Catamaran Corporation 13
24/12/2012 Added DISCA Discovery Communications, Inc. 13
24/12/2012 Added EQIX Equinix, Inc. 13
24/12/2012 Added LBTYA Liberty Global, Inc. 13
24/12/2012 Added LMCA Liberty Media Corporation 13
24/12/2012 Added REGN Regeneron Pharmaceuticals, Inc. 13
24/12/2012 Added SBAC SBA Communications Corporation 13
24/12/2012 Added VRSK Verisk Analytics, Inc. 13
24/12/2012 Added WDC Western Digital Corporation 13
24/12/2012 Removed APOL pollo Group, Inc. 13
24/12/2012 Removed EA Electronic Arts Inc. 13
24/12/2012 Removed FLEX Flextronics International Ltd. 13
24/12/2012 Removed GMCR Green Mountain Coffee Roasters, Inc. 13
24/12/2012 Removed LRCX Lam Research Corporation 13
24/12/2012 Removed MRVL Marvell Technology Group Ltd. 13
24/12/2012 Removed NFLX Netflix, Inc. 13
24/12/2012 Removed RIMM Research In Motion Limited 13
24/12/2012 Removed VRSN VeriSign, Inc. 13
24/12/2012 Removed WCRX Warner Chilcott plc 13
19/12/2011 Added AVGO Avago Technologies Limited 14
19/12/2011 Added FOSL Fossil, Inc. 14
19/12/2011 Added GOLD Rangold Resources Limited 14
19/12/2011 Added HANS Hansen Natural Corporation 14
19/12/2011 Added NUAN Nuance Communications, Inc. 14
19/12/2011 Removed FLIR FLIR Systems, Inc. 14
19/12/2011 Removed ILMN Illumina, Inc. 14
19/12/2011 Removed NIHD NII Holdings, Inc. 14
19/12/2011 Removed QGEN QIAGEN N.V. 14
19/12/2011 Removed URBN Urban Outfitters, Inc. 14
20/12/2010 Added AKAM Akamai Technologies, Inc. 15
20/12/2010 Added CTRP Ctrip.com International, Ltd. 15
20/12/2010 Added DLTR Dollar Tree, Inc. 15
20/12/2010 Added FFIV F5 Networks, Inc. 15
20/12/2010 Added MU Micron Technology, Inc. 15
20/12/2010 Added NFLX Netflix, Inc. 15
20/12/2010 Added WFMI Whole Foods Market, Inc. 15
20/12/2010 Removed CTAS intas Corporation 15
20/12/2010 Removed DISH DISH Network Corporation 15
20/12/2010 Removed FWLT Foster Wheeler AG 15
20/12/2010 Removed HOLX Hologic, Inc. 15
20/12/2010 Removed JBHT Hunt Transport Services, Inc. 15
20/12/2010 Removed LOGI Logitech International S.A. 15
20/12/2010 Removed PDCO Patterson Companies, Inc. 15

published: DEC 10, 2021 8:00PM EST.

  1. Update: Annual Changes to the Nasdaq-100® Index,published: DEC 8, 2023 8:00PM EST.  2

  2. Annual Changes to the Nasdaq-100 Index, published: DEC 12, 2023 6:00PM EST.  2 3 4 5 6 7 8 9 10 11 12

  3. Annual Changes to the Nasdaq-100 Index, published: DEC 9, 2022 8:00PM EST.  2 3 4 5 6 7 8 9 10 11 12 13

  4. Annual Changes to the Nasdaq-100 Index® 2 3 4 5 6 7 8 9 10 11 12

  5. Annual Changes to the Nasdaq-100 Index, published: DEC 11, 2020 8:05PM EST.  2 3 4 5 6 7 8 9 10 11 12

  6. Annual Changes to the NASDAQ-100 Index, published: DEC 13, 2019 8:05PM EST.  2 3 4 5 6 7 8 9 10 11 12

  7. Annual Changes to the NASDAQ-100 Index, published: DEC 15, 2018 12:00AM EST.  2 3 4 5 6 7 8 9 10 11 12

  8. Annual Changes to the NASDAQ-100 Index, published: DEC 9, 2017 12:00AM EST.  2 3 4 5 6 7 8 9 10 11

  9. Annual Changes to the NASDAQ-100 Index, published: DEC 10, 2016 12:00AM EST.  2 3 4 5 6 7 8

  10. Annual Changes to the NASDAQ-100 Index, published: DEC 12, 2015 12:00AM EST.  2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  11. Annual Changes to the NASDAQ-100 Index, published: DEC 13, 2014 12:00AM EST.  2 3 4 5 6 7 8 9

  12. Annual Changes to the NASDAQ-100 Index, published: DEC 14, 2013 12:00AM EST.  2 3 4 5 6 7 8 9 10

  13. Annual Changes to the NASDAQ-100 Index, published: DEC 15, 2012 12:00AM EST.  2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

  14. Annual Changes to the NASDAQ-100 Index, published: DEC 10, 2011 12:00AM EST.  2 3 4 5 6 7 8 9 10

  15. Annual Changes to the NASDAQ-100 Index, published: DEC 11, 2010 12:00AM EST.  2 3 4 5 6 7 8 9 10 11 12 13 14

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