stock_returns: Stock Returns Data
In shabbychef/SharpeR: Statistical Significance of the Sharpe Ratio
Description
Usage
Format
Note
Author(s)
Source
Examples
Description
Nineteen years of daily log returns on three stocks and an ETF.
Usage
1
Format
An xts object with 4777 observations and 4 columns.
The columns are the daily log returns for the tickers IBM, AAPL, SPY and XOM,
as sourced from Yahoo finance using the quantmod package.
Daily returns span from January, 2000 through December, 2018.
Returns are ‘log returns’, which are the differences of the logs of
daily adjusted closing price series, as defined by Yahoo finance (thus presumably
including adjustments for splits and dividends). Dates of observations are
the date of the second close defining the return, not the first.
Note
The author makes no guarantees regarding correctness of this data.
Author(s)
Steven E. Pav shabbychef@gmail.com
Source
Data were collected on October 2, 2019, from Yahoo finance using the
quantmod package.
Examples
1
2
3
4
if (require(xts)) {
data(stock_returns)
as.sr(stock_returns)
}
shabbychef/SharpeR documentation built on Aug. 21, 2021, 8:50 a.m.
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Description Usage Format Note Author(s) Source Examples
Description
Nineteen years of daily log returns on three stocks and an ETF.
Usage
1 |
Format
An xts object with 4777 observations and 4 columns.
The columns are the daily log returns for the tickers IBM, AAPL, SPY and XOM,
as sourced from Yahoo finance using the quantmod package.
Daily returns span from January, 2000 through December, 2018.
Returns are ‘log returns’, which are the differences of the logs of
daily adjusted closing price series, as defined by Yahoo finance (thus presumably
including adjustments for splits and dividends). Dates of observations are
the date of the second close defining the return, not the first.
Note
The author makes no guarantees regarding correctness of this data.
Author(s)
Steven E. Pav shabbychef@gmail.com
Source
Data were collected on October 2, 2019, from Yahoo finance using the
quantmod package.
Examples
1 2 3 4 | if (require(xts)) {
data(stock_returns)
as.sr(stock_returns)
}
|
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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