stock_indices_constituents {qrmdata}

Stock Index Constituents Data

Description

Constituent data of various stock indices.

Usage

data("SP500_const")
data("DJ_const")
data("FTSE_const")
data("EURSTX_const")
data("HSI_const")

Format

xts objects containing adjusted close prices of the constituents of the respective stock indices. These are the S&P 500 constituents (SP500_const with corresponding Global Industry Classification Standard (GICS) information SP500_const_info; see https://en.wikipedia.org/wiki/List_of_S%26P_500_companies; given these tickers, the data was obtained from Yahoo! Finance) as of 2015-10-12, the Dow Jones constituents (DJ_const; information about the constituents not available anymore) as of 2016-01-03, the FTSE 100 constituents (FTSE_const; see https://uk.finance.yahoo.com/quote/%5EFTSE/components?ltr=1/) as of 2016-01-03 (the data was only available for 98 constituents), the Euro Stoxx 50 constituents (EURSTX_const; see https://uk.finance.yahoo.com/quote/%5ESTOXX50E/components?ltr=1/) as of 2016-01-03 (the data was only available for 98 constituents) and the Hang Seng Index constituents (HSI_const; see https://uk.finance.yahoo.com/quote/%5EHSI/components?ltr=1/) as of 2016-01-03.

The constituents data ranges from the first date at least one of the constituents is available (with missing data if not available) to 2015-12-31.

Author(s)

Marius Hofert

Source

The data was obtained from the respective URLs on 2016-01-03 via the function get_data() from qrmtools.

Note that for the S&P 500 constituents, the data was rounded to two decimal places to reduce the file size of the data set.

Examples

data("SP500_const")
data("DJ_const")
data("FTSE_const")
data("EURSTX_const")
data("HSI_const")