DJIA: DJIA daily returns

Description Usage Format Details Source References

Description

The dataset contains daily returns of 30 stocks from the Dow Jones Industrial Average (DJIA) from 2001-01-14 until 2003-01-14, that is 507 trading days. Returns are calculated as closing price divided by the closing price of the privious day (price relative). The dataset was used for the analysis of Anticor algorithm by Borodin et al. for example.

Usage

1

Format

A data frame with 507 observations on the following 30 stocks.

Details

The following stocks are included:

alcoa

ALCOA INC

ge

GENERAL ELEC CO

jnj

JOHNSON&JOHNSON

msft

MICROSOFT CP

amxp

AMER EXPRESS CO

gm

GENERAL MOTORS

jpm

JP MORGAN CHASE

pg

PROCTER & GAMBLE

boeing

BOEING CO

homedep

HOME DEPOT INC

coke

COCA COLA CO

sbc

SBC COMMS

citi

CITIGROUP

honey

HONEYWELL INTL

mcd

MCDONALDS CORP

att

AT&T CORP

cat

CATERPILLAR

hp

HEWLETT-PACKARD

mmm

3M COMPANY

utc

UNITED TECH CP

dupont

DU PONT CO

ibm

INTL BUS MACHINE

morris

PHILIP MORRIS

walmart

WAL-MART STORES

disney

WALT DISNEY CO

intel

INTEL CORP

merck

MERCK & CO

exxon

EXXON MOBIL

kodak

EASTMAN KODAK

ip

INTL PAPER CO

Source

Yahoo Finance, according to http://www.cs.technion.ac.il/~rani/portfolios

References

Borodin, A.; El-Yaniv, R. & Gogan, V. Can we learn to beat the best stock, 2004


ngloe/olpsR documentation built on May 23, 2019, 4:42 p.m.