stock_returns: Stock Returns Data

In madness: Automatic Differentiation of Multivariate Operations

Stock Returns Data

Description

Historical weekly relative returns of common shares of IBM and AAPL, downloaded from Quandl.

Usage

data(stock_returns)

Format

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.

Author(s)

Steven E. Pav [e-mail]

Source

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 for example https://www.nasdaq.com/market-activity/stocks/aapl/historical and https://www.nasdaq.com/market-activity/stocks/ibm/historical

Examples

data(stock_returns)
str(stock_returns)

madness documentation built on July 15, 2026, 1:08 a.m.