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\name{Finance}
\docType{data}
\alias{Finance}
\title{Returns on selected stocks}
\description{
Daily returns on selected stocks, the Market portfolio and factors of Fama and French from 1993-01-05 to 2009-01-30 for CAPM and APT analysis
}
\usage{data(Finance)}
\format{
A data frame containing 24 time series. Dates are reported as rownames(). In the following description, company symboles are used.
\describe{
\item{WMK}{Returns of WEIS MARKETS INC}
\item{UIS}{Returns of UNISYS CP NEW}
\item{ORB}{Returns of ORBITAL SCIENCES CP}
\item{MAT}{Returns of Mattel, Inc.}
\item{ABAX}{Returns of ABAXIS, Inc.}
\item{T}{Returns of AT&T INC.}
\item{EMR}{Returns of EMERSON ELEC CO}
\item{JCS}{Returns of Communications Systems Inc.}
\item{VOXX}{Returns of Audiovox Corp.}
\item{ZOOM}{Returns of ZOOM Technologies Inc.}
\item{TDW}{Returns of TIDEWATER INC}
\item{ROG}{Returns of Rogers Corporation}
\item{GGG}{Returns of Graco Inc.}
\item{PC}{Returns of Panasonic Corporation}
\item{GCO}{Returns of Genesco Inc.}
\item{EBF}{Returns of ENNIS, INC}
\item{F}{Returns of FORD MOTOR CO}
\item{FNM}{Returns of FANNIE MAE}
\item{NHP}{Returns of NATIONWIDE HLTH PROP}
\item{AA}{Returns of ALCOA INC}
\item{rf}{Risk-free rate of Fama-French}
\item{rm}{Return of the market portfolio of Fama-French}
\item{hml}{Factor High-Minus-Low of Fama-French}
\item{smb}{Factor Small-Minus-Big of Fama-French}
}
}
\source{Yahoo Finance and \url{https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/}}
\keyword{datasets}
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