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Stocks on Russell 2000

I would like to scan stocks that are in the Russell 2000, but there doesn't seem to be an index for it in the indices listed under the scan engine? Is that correct?



  • markdmarkd mod
    edited January 2017
    As far as I can see, you are correct. I remember reading in one of the blogs that SC is expanding the SCTRs to include the Russell, but I don't know if that has happened yet.

    If you can find a list of the Russell symbols in Excel format (I couldn't, just pdfs), you could divide it up into 5 files of 400 each (or four of 500) and make 5 (or 4) lists. Then write a scan with an "or" statement that includes those lists. A bit of work but it should be possible.

    On the other hand, if you run a scan for SCTR.small < 50, and then another for SCTR.small > 49, you get total hits of 1944. That's pretty close to 2000, so if you just use SCTR.small you should get pretty similar results to using Russell 2K, if SC had such a group.
  • I like your idea regarding running a sctr scan. I'll give that a try. Thank you
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