factorDataSetDjia5Yrs | R Documentation |
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 from Jan 2008 to Dec 2012.
The 9 Sectors correspond to Energy, ConsumerStaples, Industrials, Materials, Financials, InformationTechnology, HealthCare, ConsumerDiscretionary and Telecommunications respectively.
data("factorDataSetDjia5Yrs")
TBA
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