US30 {ROI}R Documentation

Monthly return data for 30 of the largest US stocks

Description

This dataset contains the historical monthly returns of 30 of the largest US stocks from 1999-01-29 to 2013-12-31. This data is dividend adjusted based on the CRSP methodology.

Format

A matrix with 30 columns (representing stocks) and 180 rows (months).

Details

The selected stocks reflect the DJ 30 Industrial Average Index members as of 2013-09-20 (downloaded from https://www.quandl.com which was acquired by https://data.nasdaq.com/).

The data source is Quandl. Data flagged as "WIKI" in their database is public domain.

Source

https://data.nasdaq.com/


[Package ROI version 1.0-1 Index]