dtd_reliance: Daily data on market capitalization, debt and equity...

Description Usage Format

Description

Sample dataset on the market capitalization (E), equity volatility (sE) and debt (F) of Reliance Industries Ltd. (a company listed on the National Stock Exchange, India). The data is at a daily frequency extending from Jan 4, 2011 to October 22, 2012.

Equity volatility is the historical volatility of Reliance stock price computed on the basis of 250-day rolling window. Debt is calculated as the sum of all short term liabilities (one year and less) plus half the book value of all long term debt outstanding. The data is drawn from the CMIE's database, Prowess.

Usage

1

Format

data.frame (451 x 3)


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