| Finance {gmm} | R Documentation |
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.
- WMK
Returns of WEIS MARKETS INC
- UIS
Returns of UNISYS CP NEW
- ORB
Returns of ORBITAL SCIENCES CP
- MAT
Returns of Mattel, Inc.
- ABAX
Returns of ABAXIS, Inc.
- T
Returns of AT&T INC.
- EMR
Returns of EMERSON ELEC CO
- JCS
Returns of Communications Systems Inc.
- VOXX
Returns of Audiovox Corp.
- ZOOM
Returns of ZOOM Technologies Inc.
- TDW
Returns of TIDEWATER INC
- ROG
Returns of Rogers Corporation
- GGG
Returns of Graco Inc.
- PC
Returns of Panasonic Corporation
- GCO
Returns of Genesco Inc.
- EBF
Returns of ENNIS, INC
- F
Returns of FORD MOTOR CO
- FNM
Returns of FANNIE MAE
- NHP
Returns of NATIONWIDE HLTH PROP
- AA
Returns of ALCOA INC
- rf
Risk-free rate of Fama-French
- rm
Return of the market portfolio of Fama-French
- hml
Factor High-Minus-Low of Fama-French
- smb
Factor Small-Minus-Big of Fama-French
Source
Yahoo Finance and https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/