stock_indices: Stock Index Data

In qrmdata: Data Sets for Quantitative Risk Management Practice

Stock Index Data

Description

Single stock indices.

Usage

data("SP500")
data("DJ")
data("NASDAQ")
data("FTSE")
data("SMI")
data("EURSTOXX")
data("CAC")
data("DAX")
data("CSI")
data("HSI")
data("SSEC")
data("NIKKEI")

Format

xts objects containing adjusted close prices of the S&P 500 (SP500; ticker symbol “^GSPC”), Dow Jones (DJ; ticker symbol “^DJI”), NASDAQ 100 (NASDAQ; ticker symbol “^NDX”), FTSE 100 (FTSE; ticker symbol “^FTSE”), Swiss Market Index (SMI; ticker symbol “^SSMI”), Euro Stoxx 50 (EURSTOXX; ticker symbol “^STOXX50E”), Cotation Assistée en Continu (CAC; ticker symbol “^FCHI”), Deutscher Aktienindex (DAX; ticker sybmol “^GDAXI”), China Securities Index (CSI; ticker sybmol “000300.SS”), Hang Seng Index (HSI; ticker symbol “^HSI”), Shanghai Stock Exchange Composite Index (SSEC; ticker symbol “000001.SS”) and the NIKKEI (NIKKEI; ticker symbol “^N225”) from their first date of availablility to 2015-12-31.

Author(s)

Marius Hofert

Source

The data was obtained from Yahoo Finance on 2016-01-03 via the function get_data() from qrmtools.

Examples

data("SP500")
data("DJ")
data("NASDAQ")
data("FTSE")
data("SMI")
data("EURSTOXX")
data("CAC")
data("DAX")
data("CSI")
data("HSI")
data("SSEC")
data("NIKKEI")

qrmdata documentation built on June 1, 2022, 9:06 a.m.