data_stock_returns: Financial institutions (banks, insurers and asset managers)...
In SystemicR: Monitoring Systemic Risk
Description
Usage
Format
Source
References
Examples
Description
This dataset includes state variables data extracted from the FRED and Yahoo Finance. Specifically, it includes dates, MSCI STOXX Europe 600 Index returns and banks, insurers and asset managers stock returns.
Usage
1
data("data_stock_returns")
Format
A data frame with 5030 observations on the following 74 variables.
ACKB.BB.Equitya numeric vector
AGN.NA.Equitya numeric vector
AGS.BB.Equitya numeric vector
AIBG.ID.Equitya numeric vector
ALV.GY.Equitya numeric vector
AV..LN.Equitya numeric vector
BALN.SE.Equitya numeric vector
BARC.LN.Equitya numeric vector
BBVA.SQ.Equitya numeric vector
BIRG.ID.Equitya numeric vector
BKT.SQ.Equitya numeric vector
BNP.FP.Equitya numeric vector
BPE.IM.Equitya numeric vector
CBG.LN.Equitya numeric vector
CBK.GY.Equitya numeric vector
CNP.FP.Equitya numeric vector
CS.FP.Equitya numeric vector
CSGN.SE.Equitya numeric vector
DANSKE.DC.Equitya numeric vector
DBK.GY.Equitya numeric vector
DNB.NO.Equitya numeric vector
Datea date vector
EBS.AV.Equitya numeric vector
EMG.LN.Equitya numeric vector
G.IM.Equitya numeric vector
GBLB.BB.Equitya numeric vector
GLE.FP.Equitya numeric vector
HELN.SE.Equitya numeric vector
HNR1.GY.Equitya numeric vector
HSBA.LN.Equitya numeric vector
HSX.LN.Equitya numeric vector
ICP.LN.Equitya numeric vector
III.LN.Equitya numeric vector
INDUA.SS.Equitya numeric vector
INGA.NA.Equitya numeric vector
INVEB.SS.Equitya numeric vector
ISP.IM.Equitya numeric vector
JYSK.DC.Equitya numeric vector
KBC.BB.Equitya numeric vector
KINVB.SS.Equitya numeric vector
KN.FP.Equitya numeric vector
KOMB.CK.Equitya numeric vector
LGEN.LN.Equitya numeric vector
LLOY.LN.Equitya numeric vector
LUNDB.SS.Equitya numeric vector
MAP.SQ.Equitya numeric vector
MB.IM.Equitya numeric vector
MF.FP.Equitya numeric vector
MUV2.GY.Equitya numeric vector
NDA.SS.Equitya numeric vector
NXG.LN.Equitya numeric vector
OML.LN.Equitya numeric vector
PARG.SE.Equitya numeric vector
PRU.LN.Equitya numeric vector
RBS.LN.Equitya numeric vector
RF.FP.Equitya numeric vector
RSA.LN.Equitya numeric vector
SAMPO.FH.Equitya numeric vector
SAN.SQ.Equitya numeric vector
SCR.FP.Equitya numeric vector
SDR.LN.Equitya numeric vector
SEBA.SS.Equitya numeric vector
SHBA.SS.Equitya numeric vector
SLHN.SE.Equitya numeric vector
SREN.SE.Equitya numeric vector
STAN.LN.Equitya numeric vector
STB.NO.Equitya numeric vector
STJ.LN.Equitya numeric vector
SWEDA.SS.Equitya numeric vector
SXXP.Indexa numeric vector
SYDB.DC.Equitya numeric vector
UBSG.SE.Equitya numeric vector
UCG.IM.Equitya numeric vector
ZURN.SE.Equitya numeric vector
Source
Federal Reserve Economic Data (FRED) St. Louis Fed and Yahoo Finance
References
Hasse, Jean-Baptiste. "Systemic Risk: a Network Approach". AMSE Working Paper (2020)
Examples
1
2
data("data_stock_returns")
head(data_stock_returns)
Example output
Date SXXP.Index STJ.LN.Equity ISP.IM.Equity INGA.NA.Equity
1 04/01/2000 0.000000000 0.00000000 -0.020981703 -0.027431486
2 05/01/2000 0.000000000 -0.02483070 -0.002098372 -0.008543926
3 06/01/2000 0.000000000 0.09953704 -0.021224101 -0.006897636
4 07/01/2000 0.000000000 0.06105263 0.023030650 0.019615734
5 10/01/2000 0.000000000 -0.04563492 -0.017276138 0.001192973
6 11/01/2000 -0.001466894 -0.01663202 0.004786734 -0.011902231
CS.FP.Equity NDA.SS.Equity BARC.LN.Equity AGN.NA.Equity AGS.BB.Equity
1 -0.037415095 -0.04400121 0.00000000 -0.036288392 -0.031250021
2 -0.019056324 -0.02301190 -0.02395178 -0.037654825 -0.046920599
3 -0.004662098 0.00000000 -0.03742308 -0.012856704 0.007692361
4 0.026540062 0.01713257 -0.02230548 0.020385424 0.025954159
5 0.005324399 0.05052402 0.01368978 0.001664462 -0.002976353
6 -0.022693357 -0.03406761 -0.02765316 -0.026591748 -0.025671554
BNP.FP.Equity RBS.LN.Equity ALV.GY.Equity SYDB.DC.Equity GLE.FP.Equity
1 -0.027566461 0.000000000 -0.004726898 -0.022801303 -0.004483830
2 -0.021679986 0.009363391 0.028482097 0.000000000 -0.009010096
3 -0.034090240 0.001855107 0.012309659 -0.016666667 -0.009089953
4 0.012353300 0.006481515 0.027810063 0.016949153 0.000000000
5 0.006391701 0.008279853 0.005768407 0.000000000 -0.004586669
6 -0.036952331 -0.011861466 -0.009118027 -0.006666667 0.004607803
GBLB.BB.Equity CBK.GY.Equity BBVA.SQ.Equity KN.FP.Equity EBS.AV.Equity
1 -0.030001647 -0.027856525 -0.02609500 -0.01406043 -0.002676421
2 0.005156672 0.002863562 -0.02244532 -0.00883312 -0.015564898
3 0.000000000 0.011431077 0.00000000 -0.03835422 0.000000000
4 0.000000000 0.032482314 0.01259059 0.00000000 0.045888233
5 0.042733621 -0.002186526 -0.01608887 0.00000000 0.012337098
6 -0.012294939 -0.006034128 -0.02007429 0.01069634 -0.015533814
DBK.GY.Equity SAN.SQ.Equity SDR.LN.Equity CNP.FP.Equity JYSK.DC.Equity
1 -0.012950223 -0.023726247 0.000000000 -0.021163964 -0.036134442
2 0.022304223 -0.024302863 -0.020678246 -0.062160624 -0.020979442
3 0.028025989 0.000000000 -0.055743243 0.008638200 0.007148128
4 0.030304922 0.044283487 0.001788909 0.028863736 0.007097395
5 -0.025763359 -0.008833701 0.072321429 -0.000281215 0.000000000
6 0.003497971 -0.033871125 -0.028309742 0.008056259 -0.007047377
MUV2.GY.Equity INDUA.SS.Equity ACKB.BB.Equity BKT.SQ.Equity MF.FP.Equity
1 0.002102808 -0.034300792 -0.022468142 -0.045455305 -0.090907440
2 0.073373303 -0.027322404 0.001715266 -0.015873294 -0.079501641
3 0.039066222 0.000000000 -0.032534247 0.000000000 0.015753481
4 0.045111385 0.011235955 0.018053097 -0.005157114 0.031015941
5 0.007193401 0.019444444 -0.012517385 0.015998427 0.058091181
6 0.003571013 0.008174387 -0.004929577 0.077659312 0.000489632
SAMPO.FH.Equity STAN.LN.Equity SCR.FP.Equity MAP.SQ.Equity RSA.LN.Equity
1 -0.05897436 0.00000000 -0.018108558 0.001838947 0.000000000
2 -0.04087193 -0.03959630 0.024589468 -0.017679451 0.007954983
3 0.00000000 -0.06740980 0.043333471 0.000000000 0.029312093
4 0.02272727 0.00836546 0.026624638 -0.013080252 0.008762453
5 0.02777778 0.02251155 -0.004149804 0.008868959 0.054288411
6 0.05135135 -0.04055264 -0.012916681 -0.030620308 -0.009783446
BALN.SE.Equity RF.FP.Equity STB.NO.Equity DNB.NO.Equity CSGN.SE.Equity
1 0.000000000 -0.033503521 -0.05690286 -0.033417624 0.000000000
2 0.004858300 -0.019063115 -0.01723890 -0.031460079 -0.011665671
3 -0.004834811 -0.001764289 0.00000000 -0.009744589 0.001679880
4 0.005668016 0.010044692 0.01754129 0.000000000 0.013475344
5 -0.004830918 0.008277878 0.00000000 0.006560320 0.003324043
6 0.002427184 -0.010949442 0.00000000 -0.016293908 -0.001663749
INVEB.SS.Equity HNR1.GY.Equity SEBA.SS.Equity NXG.LN.Equity AV..LN.Equity
1 -0.024793388 -0.023085564 -0.023121310 0.000000000 0.000000000
2 -0.029661017 0.001308433 -0.047337115 0.000000000 -0.029522276
3 0.000000000 -0.010493387 0.000000000 0.000000000 -0.009402655
4 0.065502183 0.024770899 0.031056992 0.000000000 0.022333892
5 0.012295082 -0.015737270 0.006022901 0.000000000 0.006553796
6 0.008097166 0.005237056 0.000000000 0.004545455 -0.022788931
SWEDA.SS.Equity BPE.IM.Equity UCG.IM.Equity SHBA.SS.Equity KINVB.SS.Equity
1 -0.01568322 -0.001607405 -0.024983812 -0.018527778 -0.05789839
2 -0.03984240 -0.032274732 -0.007536517 0.009452919 -0.01675855
3 0.00000000 0.000000000 -0.009980633 0.000000000 0.00000000
4 0.01245071 0.011669027 0.001534389 0.014018561 -0.01137155
5 0.05327308 0.019779867 -0.003720079 0.050681561 0.05747187
6 0.02335121 0.012930808 -0.027454687 -0.004394737 -0.02282205
LGEN.LN.Equity CBG.LN.Equity MB.IM.Equity DANSKE.DC.Equity SLHN.SE.Equity
1 0.000000000 0.000000000 -0.019609979 -0.033041454 0.000000000
2 -0.024093932 -0.007263923 -0.010467830 -0.037973298 -0.032364698
3 -0.010805971 -0.043902439 0.000426736 0.000000000 0.008073526
4 0.006241322 -0.006632653 0.018487753 0.000000000 0.040046111
5 -0.007751571 0.047765794 -0.018361566 0.006583438 -0.027504201
6 -0.042189577 0.000000000 -0.013899649 -0.001313726 -0.022623900
PRU.LN.Equity KOMB.CK.Equity G.IM.Equity BIRG.ID.Equity PARG.SE.Equity
1 0.000000000 0.00000000 -0.013135867 0.000000000 0.000000000
2 -0.052401318 0.00000000 -0.018832143 0.010296069 -0.003137255
3 0.007373017 0.01230769 -0.005623765 -0.029299781 0.007081039
4 0.011893580 0.00000000 0.023625275 0.003936945 -0.005859375
5 0.033453805 0.06382979 -0.021131042 0.013072148 0.009823183
6 -0.041994232 0.02428571 -0.000332448 -0.018064452 -0.001945525
SREN.SE.Equity OML.LN.Equity AIBG.ID.Equity KBC.BB.Equity HSBA.LN.Equity
1 0.000000000 0.00000000 0.000000000 -0.05838041 0.000000000
2 -0.019230769 -0.02548030 -0.020146520 -0.02000000 -0.037082354
3 -0.001633987 -0.05228596 0.009345794 -0.01224490 -0.032827811
4 0.025859247 0.08965878 0.013888889 0.02995868 0.007833473
5 -0.007657945 0.03005899 0.022831050 0.05115346 0.004533637
6 -0.019935691 0.02765014 -0.017857143 -0.02099237 -0.031593714
LUNDB.SS.Equity UBSG.SE.Equity HSX.LN.Equity ICP.LN.Equity ZURN.SE.Equity
1 -0.034482759 0.000000000 0 0.000000000 0.000000000
2 0.008928571 0.000000000 0 -0.002009181 -0.017025996
3 0.000000000 0.004858831 0 -0.003021817 -0.018476231
4 -0.004424779 0.009703346 0 0.000000000 0.005882317
5 0.040000000 0.007183304 0 0.003030976 0.004679251
6 -0.012820513 0.013075465 0 -0.006043634 -0.013969330
LLOY.LN.Equity III.LN.Equity EMG.LN.Equity HELN.SE.Equity
1 0.000000000 0.00000000 0.000000000 0.00000000
2 -0.001377215 -0.03426556 -0.007267312 -0.02856989
3 -0.033101535 -0.02427648 -0.002435897 0.01680579
4 -0.034950797 0.01913867 0.000000000 0.01239602
5 0.028084698 0.04694924 0.000000000 0.02856989
6 -0.045290522 -0.01524697 0.000000000 0.01587219
SystemicR documentation built on July 1, 2020, 10:30 p.m.
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Description Usage Format Source References Examples
Description
This dataset includes state variables data extracted from the FRED and Yahoo Finance. Specifically, it includes dates, MSCI STOXX Europe 600 Index returns and banks, insurers and asset managers stock returns.
Usage
1 | data("data_stock_returns")
|
Format
A data frame with 5030 observations on the following 74 variables.
ACKB.BB.Equitya numeric vector
AGN.NA.Equitya numeric vector
AGS.BB.Equitya numeric vector
AIBG.ID.Equitya numeric vector
ALV.GY.Equitya numeric vector
AV..LN.Equitya numeric vector
BALN.SE.Equitya numeric vector
BARC.LN.Equitya numeric vector
BBVA.SQ.Equitya numeric vector
BIRG.ID.Equitya numeric vector
BKT.SQ.Equitya numeric vector
BNP.FP.Equitya numeric vector
BPE.IM.Equitya numeric vector
CBG.LN.Equitya numeric vector
CBK.GY.Equitya numeric vector
CNP.FP.Equitya numeric vector
CS.FP.Equitya numeric vector
CSGN.SE.Equitya numeric vector
DANSKE.DC.Equitya numeric vector
DBK.GY.Equitya numeric vector
DNB.NO.Equitya numeric vector
Datea date vector
EBS.AV.Equitya numeric vector
EMG.LN.Equitya numeric vector
G.IM.Equitya numeric vector
GBLB.BB.Equitya numeric vector
GLE.FP.Equitya numeric vector
HELN.SE.Equitya numeric vector
HNR1.GY.Equitya numeric vector
HSBA.LN.Equitya numeric vector
HSX.LN.Equitya numeric vector
ICP.LN.Equitya numeric vector
III.LN.Equitya numeric vector
INDUA.SS.Equitya numeric vector
INGA.NA.Equitya numeric vector
INVEB.SS.Equitya numeric vector
ISP.IM.Equitya numeric vector
JYSK.DC.Equitya numeric vector
KBC.BB.Equitya numeric vector
KINVB.SS.Equitya numeric vector
KN.FP.Equitya numeric vector
KOMB.CK.Equitya numeric vector
LGEN.LN.Equitya numeric vector
LLOY.LN.Equitya numeric vector
LUNDB.SS.Equitya numeric vector
MAP.SQ.Equitya numeric vector
MB.IM.Equitya numeric vector
MF.FP.Equitya numeric vector
MUV2.GY.Equitya numeric vector
NDA.SS.Equitya numeric vector
NXG.LN.Equitya numeric vector
OML.LN.Equitya numeric vector
PARG.SE.Equitya numeric vector
PRU.LN.Equitya numeric vector
RBS.LN.Equitya numeric vector
RF.FP.Equitya numeric vector
RSA.LN.Equitya numeric vector
SAMPO.FH.Equitya numeric vector
SAN.SQ.Equitya numeric vector
SCR.FP.Equitya numeric vector
SDR.LN.Equitya numeric vector
SEBA.SS.Equitya numeric vector
SHBA.SS.Equitya numeric vector
SLHN.SE.Equitya numeric vector
SREN.SE.Equitya numeric vector
STAN.LN.Equitya numeric vector
STB.NO.Equitya numeric vector
STJ.LN.Equitya numeric vector
SWEDA.SS.Equitya numeric vector
SXXP.Indexa numeric vector
SYDB.DC.Equitya numeric vector
UBSG.SE.Equitya numeric vector
UCG.IM.Equitya numeric vector
ZURN.SE.Equitya numeric vector
Source
Federal Reserve Economic Data (FRED) St. Louis Fed and Yahoo Finance
References
Hasse, Jean-Baptiste. "Systemic Risk: a Network Approach". AMSE Working Paper (2020)
Examples
1 2 | data("data_stock_returns")
head(data_stock_returns)
|
Example output
Date SXXP.Index STJ.LN.Equity ISP.IM.Equity INGA.NA.Equity
1 04/01/2000 0.000000000 0.00000000 -0.020981703 -0.027431486
2 05/01/2000 0.000000000 -0.02483070 -0.002098372 -0.008543926
3 06/01/2000 0.000000000 0.09953704 -0.021224101 -0.006897636
4 07/01/2000 0.000000000 0.06105263 0.023030650 0.019615734
5 10/01/2000 0.000000000 -0.04563492 -0.017276138 0.001192973
6 11/01/2000 -0.001466894 -0.01663202 0.004786734 -0.011902231
CS.FP.Equity NDA.SS.Equity BARC.LN.Equity AGN.NA.Equity AGS.BB.Equity
1 -0.037415095 -0.04400121 0.00000000 -0.036288392 -0.031250021
2 -0.019056324 -0.02301190 -0.02395178 -0.037654825 -0.046920599
3 -0.004662098 0.00000000 -0.03742308 -0.012856704 0.007692361
4 0.026540062 0.01713257 -0.02230548 0.020385424 0.025954159
5 0.005324399 0.05052402 0.01368978 0.001664462 -0.002976353
6 -0.022693357 -0.03406761 -0.02765316 -0.026591748 -0.025671554
BNP.FP.Equity RBS.LN.Equity ALV.GY.Equity SYDB.DC.Equity GLE.FP.Equity
1 -0.027566461 0.000000000 -0.004726898 -0.022801303 -0.004483830
2 -0.021679986 0.009363391 0.028482097 0.000000000 -0.009010096
3 -0.034090240 0.001855107 0.012309659 -0.016666667 -0.009089953
4 0.012353300 0.006481515 0.027810063 0.016949153 0.000000000
5 0.006391701 0.008279853 0.005768407 0.000000000 -0.004586669
6 -0.036952331 -0.011861466 -0.009118027 -0.006666667 0.004607803
GBLB.BB.Equity CBK.GY.Equity BBVA.SQ.Equity KN.FP.Equity EBS.AV.Equity
1 -0.030001647 -0.027856525 -0.02609500 -0.01406043 -0.002676421
2 0.005156672 0.002863562 -0.02244532 -0.00883312 -0.015564898
3 0.000000000 0.011431077 0.00000000 -0.03835422 0.000000000
4 0.000000000 0.032482314 0.01259059 0.00000000 0.045888233
5 0.042733621 -0.002186526 -0.01608887 0.00000000 0.012337098
6 -0.012294939 -0.006034128 -0.02007429 0.01069634 -0.015533814
DBK.GY.Equity SAN.SQ.Equity SDR.LN.Equity CNP.FP.Equity JYSK.DC.Equity
1 -0.012950223 -0.023726247 0.000000000 -0.021163964 -0.036134442
2 0.022304223 -0.024302863 -0.020678246 -0.062160624 -0.020979442
3 0.028025989 0.000000000 -0.055743243 0.008638200 0.007148128
4 0.030304922 0.044283487 0.001788909 0.028863736 0.007097395
5 -0.025763359 -0.008833701 0.072321429 -0.000281215 0.000000000
6 0.003497971 -0.033871125 -0.028309742 0.008056259 -0.007047377
MUV2.GY.Equity INDUA.SS.Equity ACKB.BB.Equity BKT.SQ.Equity MF.FP.Equity
1 0.002102808 -0.034300792 -0.022468142 -0.045455305 -0.090907440
2 0.073373303 -0.027322404 0.001715266 -0.015873294 -0.079501641
3 0.039066222 0.000000000 -0.032534247 0.000000000 0.015753481
4 0.045111385 0.011235955 0.018053097 -0.005157114 0.031015941
5 0.007193401 0.019444444 -0.012517385 0.015998427 0.058091181
6 0.003571013 0.008174387 -0.004929577 0.077659312 0.000489632
SAMPO.FH.Equity STAN.LN.Equity SCR.FP.Equity MAP.SQ.Equity RSA.LN.Equity
1 -0.05897436 0.00000000 -0.018108558 0.001838947 0.000000000
2 -0.04087193 -0.03959630 0.024589468 -0.017679451 0.007954983
3 0.00000000 -0.06740980 0.043333471 0.000000000 0.029312093
4 0.02272727 0.00836546 0.026624638 -0.013080252 0.008762453
5 0.02777778 0.02251155 -0.004149804 0.008868959 0.054288411
6 0.05135135 -0.04055264 -0.012916681 -0.030620308 -0.009783446
BALN.SE.Equity RF.FP.Equity STB.NO.Equity DNB.NO.Equity CSGN.SE.Equity
1 0.000000000 -0.033503521 -0.05690286 -0.033417624 0.000000000
2 0.004858300 -0.019063115 -0.01723890 -0.031460079 -0.011665671
3 -0.004834811 -0.001764289 0.00000000 -0.009744589 0.001679880
4 0.005668016 0.010044692 0.01754129 0.000000000 0.013475344
5 -0.004830918 0.008277878 0.00000000 0.006560320 0.003324043
6 0.002427184 -0.010949442 0.00000000 -0.016293908 -0.001663749
INVEB.SS.Equity HNR1.GY.Equity SEBA.SS.Equity NXG.LN.Equity AV..LN.Equity
1 -0.024793388 -0.023085564 -0.023121310 0.000000000 0.000000000
2 -0.029661017 0.001308433 -0.047337115 0.000000000 -0.029522276
3 0.000000000 -0.010493387 0.000000000 0.000000000 -0.009402655
4 0.065502183 0.024770899 0.031056992 0.000000000 0.022333892
5 0.012295082 -0.015737270 0.006022901 0.000000000 0.006553796
6 0.008097166 0.005237056 0.000000000 0.004545455 -0.022788931
SWEDA.SS.Equity BPE.IM.Equity UCG.IM.Equity SHBA.SS.Equity KINVB.SS.Equity
1 -0.01568322 -0.001607405 -0.024983812 -0.018527778 -0.05789839
2 -0.03984240 -0.032274732 -0.007536517 0.009452919 -0.01675855
3 0.00000000 0.000000000 -0.009980633 0.000000000 0.00000000
4 0.01245071 0.011669027 0.001534389 0.014018561 -0.01137155
5 0.05327308 0.019779867 -0.003720079 0.050681561 0.05747187
6 0.02335121 0.012930808 -0.027454687 -0.004394737 -0.02282205
LGEN.LN.Equity CBG.LN.Equity MB.IM.Equity DANSKE.DC.Equity SLHN.SE.Equity
1 0.000000000 0.000000000 -0.019609979 -0.033041454 0.000000000
2 -0.024093932 -0.007263923 -0.010467830 -0.037973298 -0.032364698
3 -0.010805971 -0.043902439 0.000426736 0.000000000 0.008073526
4 0.006241322 -0.006632653 0.018487753 0.000000000 0.040046111
5 -0.007751571 0.047765794 -0.018361566 0.006583438 -0.027504201
6 -0.042189577 0.000000000 -0.013899649 -0.001313726 -0.022623900
PRU.LN.Equity KOMB.CK.Equity G.IM.Equity BIRG.ID.Equity PARG.SE.Equity
1 0.000000000 0.00000000 -0.013135867 0.000000000 0.000000000
2 -0.052401318 0.00000000 -0.018832143 0.010296069 -0.003137255
3 0.007373017 0.01230769 -0.005623765 -0.029299781 0.007081039
4 0.011893580 0.00000000 0.023625275 0.003936945 -0.005859375
5 0.033453805 0.06382979 -0.021131042 0.013072148 0.009823183
6 -0.041994232 0.02428571 -0.000332448 -0.018064452 -0.001945525
SREN.SE.Equity OML.LN.Equity AIBG.ID.Equity KBC.BB.Equity HSBA.LN.Equity
1 0.000000000 0.00000000 0.000000000 -0.05838041 0.000000000
2 -0.019230769 -0.02548030 -0.020146520 -0.02000000 -0.037082354
3 -0.001633987 -0.05228596 0.009345794 -0.01224490 -0.032827811
4 0.025859247 0.08965878 0.013888889 0.02995868 0.007833473
5 -0.007657945 0.03005899 0.022831050 0.05115346 0.004533637
6 -0.019935691 0.02765014 -0.017857143 -0.02099237 -0.031593714
LUNDB.SS.Equity UBSG.SE.Equity HSX.LN.Equity ICP.LN.Equity ZURN.SE.Equity
1 -0.034482759 0.000000000 0 0.000000000 0.000000000
2 0.008928571 0.000000000 0 -0.002009181 -0.017025996
3 0.000000000 0.004858831 0 -0.003021817 -0.018476231
4 -0.004424779 0.009703346 0 0.000000000 0.005882317
5 0.040000000 0.007183304 0 0.003030976 0.004679251
6 -0.012820513 0.013075465 0 -0.006043634 -0.013969330
LLOY.LN.Equity III.LN.Equity EMG.LN.Equity HELN.SE.Equity
1 0.000000000 0.00000000 0.000000000 0.00000000
2 -0.001377215 -0.03426556 -0.007267312 -0.02856989
3 -0.033101535 -0.02427648 -0.002435897 0.01680579
4 -0.034950797 0.01913867 0.000000000 0.01239602
5 0.028084698 0.04694924 0.000000000 0.02856989
6 -0.045290522 -0.01524697 0.000000000 0.01587219
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