returns: Real market data for examples

In riskR: Risk Management

Description

Daily log-returns for Standard and Poor's 500 (SP500), Apple (AAPL), Bank of America (BAC), The DOW Chemical Company (DOW), Sun Edison (SUNE).

Usage

data("returns")

Format

A data frame with 503 observations on the following 6 variables.

Date

a vector of dates

SP500

a numeric vector

AAPL

a numeric vector

BAC

a numeric vector

DOW

a numeric vector

SUNE

a numeric vector

Examples

data(returns)
head(returns)

Example output

        Date        SP500         AAPL          BAC          DOW        SUNE
1 03/01/2013 -0.002087796 -0.012702566 -0.005835769  0.003021223 0.070154987
2 04/01/2013  0.004853300 -0.028249940  0.012463806  0.014375808 0.002706362
3 07/01/2013 -0.003128003 -0.005899700 -0.001652853 -0.001190157 0.031917603
4 08/01/2013 -0.003247640  0.002687772 -0.009140149 -0.014695171 0.000000000
5 09/01/2013  0.002652346 -0.015752308 -0.046997075  0.012012217 0.038515672
6 10/01/2013  0.007568700  0.012319800  0.030161635  0.010098086 0.019950786

riskR documentation built on May 2, 2019, 1:43 p.m.