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 0.5-2 Index]