Contains MSCI USA (EUSA) and MSCI Min Vol (USMV) Data from 2011-10-31 to 2017-01-05. It includes the weights of each stock in the index, its sector, price, and ticker. The package also includes analysis of sector weights in EUSA and USMV. Daily stock data from WRDS is also included, including calculations of rolling volatility and beta.
Package details |
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Author | John Gilheany |
Maintainer | John Gilheany <johngilheany@gmail.com> |
License | None |
Version | 0.1.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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