DJIA {VaR}R Documentation

Daily Closing Prices of Stocks in The Dow Jones 30 Industrial Index

Description

This data frame contains daily closing prices of stocks in Dow Jones 30 Industrial index. Data covers a time period from 30-08-1993 till 29-08-2003. The composition of DJIA 30 corresponds to September 1st, 2003.

Usage

data(DJIA)

Format

A data frame with 2521 observations on the following 31 variables.

Date
POSIXt object containing dates.
AA
Quotes for ALCOA INC.
AXP
Quotes for AMERICAN EXPRESS CO.
BA
Quotes for BOEING CO.
C
Quotes for CITIGROUP INC.
CAT
Quotes for CATERPILLAR INC.
DD
Quotes for DUPONT E I DE NEMOURS CO.
DIS
Quotes for DISNEY CO WALT HLDG CO.
EK
Quotes for EASTMAN KODAK CO.
GE
Quotes for GENERAL ELECTRIC CO.
GM
Quotes for GENERAL MOTORS CORP.
HD
Quotes for HOME DEPOT INC.
HON
Quotes for HONEYWELL INTERNATIONAL.
HPQ
Quotes for HEWLETT-PACKARD CO.
IBM
Quotes for INTERNATIONAL BUSINESS MACHINES CO.
INTC
Quotes for INTEL CO.
IP
Quotes for INTERNATIONAL PAPER CO.
JNJ
Quotes for JOHNSON & JOHNSON.
JPM
Quotes for JP MORGAN CHASE AND CO.
KO
Quotes for COCA COLA CO.
MCD
Quotes for MCDONALDS CORP.
MMM
Quotes for 3M COMPANY.
MO
Quotes for ALTRIA GROUP INC.
MRK
Quotes for MERCK & CO INC.
MSFT
Quotes for MiCROSOFT CORPORATION.
PG
Quotes for PROCTER & GAMBLE CO.
SBC
Quotes for SBC COMMUNICATIONS INC.
T
Quotes for AT & T CORP.
UTX
Quotes for UNITED TECHNOLOGIES CORP.
WMT
Quotes for WAL-MART STORES INC.
XOM
Quotes for EXXON MOBIL CORP.

Details

The Dow Jones 30 Industrial Index (DJIA) is prepared and published by Dow Jones & Co. It is one of the oldest and most widely quoted of all the market indicators. The Dow Jones Industrial Average is comprised of 30 stocks that are major factors in their industries, and widely held by individuals and institutional investors. These 30 stocks represent about a fifth of the $ 8 trillion-plus market value of all U.S. stocks and about a fourth of the value of stocks listed on the New York Stock Exchange. Please refer for further information, for example, www.nasdaq.com or www.dowjones.com.

Source

www.nasdaq.com

Examples

 data(DJIA)
 attach(DJIA)
 plot(Date,IBM, xlab = "Time", ylab = "Close Price", main = "Stock Close Prices vs. Day", type = "l")
 axis.POSIXct(1, Date)
 detach(DJIA)

[Package VaR version 0.2 Index]