US30: Monthly return data for 30 of the largest US stocks
In ROI: R Optimization Infrastructure
US30 R Documentation
Monthly return data for 30 of the largest US stocks
Description
This dataset contains the historical monthly returns of 30 of the
largest US stocks from 1999-01-29 to 2013-12-31. This data is
dividend adjusted based on the CRSP methodology.
Format
A matrix with 30 columns
(representing stocks) and 180 rows (months).
Details
The selected stocks reflect the DJ 30 Industrial Average Index
members as of 2013-09-20
(downloaded from https://www.quandl.com which was acquired by https://data.nasdaq.com/).
The data source is Quandl. Data flagged as "WIKI" in their database is
public domain.
Source
ROI documentation built on April 21, 2023, 1:11 a.m.
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| US30 | R Documentation |
Monthly return data for 30 of the largest US stocks
Description
This dataset contains the historical monthly returns of 30 of the largest US stocks from 1999-01-29 to 2013-12-31. This data is dividend adjusted based on the CRSP methodology.
Format
A matrix with 30 columns (representing stocks) and 180 rows (months).
Details
The selected stocks reflect the DJ 30 Industrial Average Index
members as of 2013-09-20
(downloaded from https://www.quandl.com which was acquired by https://data.nasdaq.com/).
The data source is Quandl. Data flagged as "WIKI" in their database is public domain.
Source
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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