The index that includes the largest number of actively-traded stocks is

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The Wilshire 5000 Index includes approximately 3,500 actively-traded stocks from a variety of exchanges, including the NYSE, NASDAQ, and AMEX. This makes it the broadest U.S. stock market index based on the number of companies included. The NASDAQ Composite Index primarily includes technology stocks, the NYSE Composite Index includes all the common stocks listed on the NYSE, and the Value Line Composite Index includes approximately 1,700 stocks selected by the Value Line Investment Survey.

The Index That Includes the Largest Number of Actively-Traded Stocks