HSI: Hang Seng Index (HSI) Financial Time Series Data

In quarks: Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall

Hang Seng Index (HSI) Financial Time Series Data

Description

A dataset that contains the daily financial data of the HSI from 2000 to December 2023.

Usage

HSI

Format

A data frame with 5914 rows and 11 variables:

ticker

id of the stock

ref_date

date in format YY-MM-DD

price_open

opening price (daily)

price_high

highest price (daily)

price_low

lowest price (daily)

price_close

closing price (daily)

volume

trading volume

price_adjusted

adjusted closing price (daily)

ret_adjusted_prices

returns obtained from the adj. closing prices

ret_closing_prices

returns obtained from the closing prices

cumret_adjusted_prices

accumulated arithmetic/log return for the period

Source

The data was obtained from Yahoo Finance.

quarks documentation built on June 22, 2024, 10:03 a.m.