qrmdata (version 2019-12-03-1)

stock_indices_constituents: Stock Index Constituents Data

Description

Constituent data of various stock indices.

Usage

data("SP500_const")
data("DJ_const")
data("FTSE_const")
data("EURSTX_const")
data("HSI_const")

Arguments

Format

xts objects containing adjusted close prices of the constituents of the respective stock indices. These are the S\&P 500 constituents (SP500_const with corresponding Global Industry Classification Standard (GICS) information SP500_const_info; see https://en.wikipedia.org/wiki/List_of_S%26P_500_companies; given these tickers, the data was obtained from https://finance.yahoo.com/) as of 2015-10-12, the Dow Jones constituents (DJ_const; see https://finance.yahoo.com/q/cp?s=%5EDJI) as of 2016-01-03, the FTSE 100 constituents (FTSE_const; see https://uk.finance.yahoo.com/q/cp?s=%5EFTSE) as of 2016-01-03 (the data was only available for 98 constituents), the Euro Stoxx 50 constituents (EURSTX_const; see https://uk.finance.yahoo.com/q/cp?s=%5ESTOXX50E) as of 2016-01-03 (the data was only available for 98 constituents) and the Hang Seng Index constituents (HSI_const; see https://uk.finance.yahoo.com/q/cp?s=%5EHSI) as of 2016-01-03.

The constituents data ranges from the first date at least one of the constituents is available (with missing data if not available) to 2015-12-31.

Examples

Run this code
# NOT RUN {
data("SP500_const")
data("DJ_const")
data("FTSE_const")
data("EURSTX_const")
data("HSI_const")
# }

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