Where can I look for stocks/companies are included in an index/ETF?

S&P 500 for example

Answers:
Yahoo has a "components" listing for many of the indexes. For example, the S&P 500 and the DJIA:

http://finance.yahoo.com/q/cp?s=^gspc...
http://finance.yahoo.com/q/cp?s=^dji...

Morningstar can give you the top 25 holdings of the ETF pretty easily. For example, here is the link for SPY:

http://quicktake.morningstar.com/etfnet/...

Otherwise, an muncie birder indicated, the parent site should have the complete listing.
i don't know. need to know that, too
go to the parent site of the ETF. There they will tell you the composition of the ETF. Here is an example.

http://www.ishares.com/fund_info/holding...

As you can see, this fund indexed to the S&P 500 is not a balance fund. It is capitalization weighted. The top 20 holdings of the fund make up about 30% of the total holdings of the fund. The other 480 are sort of window dressing.

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