Stock Index and Sector Analysis

Compute, compare, and forecast the returns of various stocks from the S&P 500.

finance

About

This data comes from Yahoo finance on the top US stock indexes, Treasury Bill Yield indexes, and individual stocks in the S&P 500, retrieved with the tidyquant package.

Data

indexes.csv

indexes
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Data Dictionary
variable description
symbol Stock symbol
date Trading day
open Price of the stock at market open (dollars)
high Highest traded price of the stock on the date (dollars)
low Lowest traded price of the stock on the date (dollars)
close Price of the stock at market close (dollars)
volume Number of shares traded on the date
adjusted Closing price adjusted to reflect any corporate actions, such as a stock split or dividend.

sp500.csv

sp500
Download sp500.csv
Data Dictionary
variable description
symbol Stock symbol
date Trading day
event Variable indicating whether the reported price is opening, highest, lowest, closest, or adjusted price
price Traded price of the stock on the date (dollars)

sectors.csv

sectors
Download sectors.csv
Data Dictionary
variable description
symbol Stock symbol
company Company name
identifier Company's identifier number
sedol Stock Exchange Daily Official List identifier
low Lowest traded price of the stock on the date (dollars)
sector Industry sector
shares_held Shares held by the DJIA