factorDataSetDjia: DJIA stocks Compustat factors 14yrs
In kecoli/PCRM: Companion to Portfolio Construction and Risk Management
factorDataSetDjia R Documentation
DJIA stocks Compustat factors 14yrs
Description
Contains returns for 30 DJIA stocks spanned across 9 Sectors -ENERGY, COSTAP, INDUS,T MATRLS,
FINS, INFOTK, HEALTH, CODISC, and TELCOM stocks along with 4 factor data (MKTCAP, ENTVAL, P2B, EV2S, SIZE)
starting from Jan 2000 to march 2013.
The 9 Sectors correspond to Energy,ConsumerStaples, Industrials, Materials, Financials,
InformationTechnology, HealthCare, ConsumerDiscretionary and Telecommunications respectively.
Usage
data("factorDataSetDjia")
Source
TBA
kecoli/PCRM documentation built on May 7, 2022, 9:33 a.m.
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| factorDataSetDjia | R Documentation |
DJIA stocks Compustat factors 14yrs
Description
Contains returns for 30 DJIA stocks spanned across 9 Sectors -ENERGY, COSTAP, INDUS,T MATRLS, FINS, INFOTK, HEALTH, CODISC, and TELCOM stocks along with 4 factor data (MKTCAP, ENTVAL, P2B, EV2S, SIZE) starting from Jan 2000 to march 2013.
The 9 Sectors correspond to Energy,ConsumerStaples, Industrials, Materials, Financials, InformationTechnology, HealthCare, ConsumerDiscretionary and Telecommunications respectively.
Usage
data("factorDataSetDjia")
Source
TBA
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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