factorDataSetDjia5Yrs: DJIA stocks Compustat factors 5yrs

Description Usage Source

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 from Jan 2008 to Dec 2012.

The 9 Sectors correspond to Energy, ConsumerStaples, Industrials, Materials, Financials, InformationTechnology, HealthCare, ConsumerDiscretionary and Telecommunications respectively.

Usage

1
data("factorDataSetDjia5Yrs")

Source

TBA


sangeeuw/factorAnalytics documentation built on May 28, 2019, 3:40 p.m.