minvol: MSCI Min Volatility data from 10/31/2011 to 01/05/2017

In johngilheany/Thesis: Display MSCI USA and MSCI Min Volatility Data

Description

This data frame contains the MSCI Min Volatility indices and their consitutents from 2011-10-31 to 2017-01-05.

Format

A data frame with 11 variables

• Ticker = The symbol of each security.

• Name = The name of each security.

• Asset Class = The asset class of each security.

• Weight = The weight of each asset relative to the entire portfolio

• Price = Spot price of asset

• Shares = Number of shares of asset in portfolio

• Market Value = Market Value of asset at spot price

• Notional Value = Total amount of security's underlying asset value at spot price

• Sector = Sector of asset

• SEDOL = Stock Exchange Daily Official List Number

• ISIN = International Securities Identification Number

• Exchange = Stock Exchange where asset is traded

• Date = Date when asset was in the portfolio

johngilheany/Thesis documentation built on May 19, 2019, 5:15 p.m.