prices_r3k16 {qmj} | R Documentation |
A dataframe of price returns and closing prices for companies in the Russell 3000 Index
Description
Stores price returns and closing prices for the past two years
(if available) for the Russell 3000 Index companies as well as
the S&P 500 (uniquely taken from Yahoo finance), to serve as a
benchmark. For a description of the Russell 3000 index, as well as
why it was used for this package, see companies_r3k16
.
Last updated 2016/01/06.
Format
A data frame with roughly 1,500,000 rows and 4 variables
ticker = Company ticker, of class
"character"
.date = Date in format YYYY-MM-DD, of class
"character"
.pret = Price returns, of class
"numeric"
.close = Closing stock prices for the day, of class
"numeric"
.
Details
Prices is used to calculate the safety score of companies, and
stores closing stock prices and price returns for every company
in companies_r3k16
for the past two years. Price data
varies significantly among companies, and companies that do not
return price data are not represented here. Price returns are
also calculated using two adjacent days in the dataset, a timespan
which may cover one day or several depending on the company and
what day is being considered.
Source
Google Finance, accessed through quantmod