global.2004 {portfolio}R Documentation

Security data of large global companies for 2004

Description

Contains basic security, category, and return information for a selection of large companies for each month of 2004. While 500 companies are included each month, the set of companies changes each month.

Usage

data(global.2004)

Format

A data frame with 6000 observations on the following 16 variables.

date
a Date
id
a character vector
symbol
a character vector
name
a character vector
country
a factor with levels AUS AUT BEL CHE DEU DNK ESP FIN FRA GBR HKG ITA JPN NLD NOR SGP SWE USA
currency
a factor with levels AUD CHF DKK EUR GBP HKD JPY NOK SEK SGD USD
cap
a numeric vector
cap.usd
a numeric vector
cap.bil
a numeric vector
price
a numeric vector
price.usd
a numeric vector
round.lot
a numeric vector
sector
a factor with levels Communications Conglomerates Cyclicals Energy Financials Industrials Materials Staples Technology Utilities
liquidity
a numeric vector
liq.w
a numeric vector
volume
a numeric vector
avg.volume
a numeric vector
ret.0.1.m
a numeric vector

Examples

data(global.2004)

[Package portfolio version 0.4-4 Index]