stock_returns: Stock Returns Data

In shabbychef/madness: Automatic Differentiation of Multivariate Operations

Description

Historical weekly relative returns of common shares of IBM and AAPL, downloaded from Quandl.

Usage

data(stock_returns)

Format

A data.frame object with 1930 observations and 3 columns The columns are defined as follows:

Date

The closing date at which the return was observed, as a Date object. These are Friday dates, ranging from January 1981 through December 2017.

AAPL

The simple returns of AAPL common shares, based on weekly (adjusted) close prices. A value of 0.01 corresponds to a one percent return. Close prices are adjusted for splits and dividends by Quandl.

IBM

The simple returns of IBM common shares, based on weekly (adjusted) close prices. A value of 0.01 corresponds to a one percent return. Close prices are adjusted for splits and dividends by Quandl.

Author(s)

Steven E. Pav [e-mail]

Source

Data were collated from Quandl on August 25, 2018, from https://www.quandl.com/data/EOD/AAPL-Apple-Inc-AAPL-Stock-Prices-Dividends-and-Splits and https://www.quandl.com/data/EOD/IBM-International-Business-Machines-Corporation-IBM-Stock-Prices-Dividends-and-Splits.

Examples

data(stock_returns)
str(stock_returns)

shabbychef/madness documentation built on April 11, 2021, 11:03 p.m.