stock_returns | R Documentation |
Historical weekly relative returns of common shares of IBM and AAPL, downloaded from Quandl.
data(stock_returns)
A data.frame
object with 1930 observations and 3 columns
The columns are defined as follows:
Date
The closing date at which the return was observed, as a Date
object.
These are Friday dates, ranging from January 1981 through December 2017.
AAPL
The simple returns of AAPL common shares, based on
weekly (adjusted) close prices. A value of 0.01
corresponds to a one percent return.
Close prices are adjusted for splits and dividends by Quandl.
IBM
The simple returns of IBM common shares, based on
weekly (adjusted) close prices. A value of 0.01
corresponds to a one percent return.
Close prices are adjusted for splits and dividends by Quandl.
Steven E. Pav shabbychef@gmail.com
Data were collated from Quandl on August 25, 2018. This data is no longer freely available from Quandl, but may be available directly from Nasdaq, see: https://www.nasdaq.com/market-activity/stocks/aapl/historical and https://www.nasdaq.com/market-activity/stocks/ibm/historical.
data(stock_returns)
str(stock_returns)
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