View industry portfolio (public)

2011-07-18 06:51 by rt324 | Version 2 | Rating Empty StarEmpty StarEmpty StarEmpty StarEmpty StarEmpty Star
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Summary

Historical stock market data

License
PDDL
Dependencies
Tags
econometrics finance time-series
Attribute Types
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# Instances: 11455 / # Attributes: 31
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Original Data Format
csv
Name
industry-portfolio
Version mldata
0
Comment

CSV

Names
double0,double1,double2,double3,double4,double5,double6,double7,double8,double9,
Data (first 10 data points)
    doub... doub... doub... doub... doub... doub... doub... doub... doub... doub... ...
    1963... -0.39 -0.2 0.11 -1.67 -0.5 -0.62 -0.13 -0.8 -0.61 ...
    1963... 0.54 0.29 0.4 1.08 1.2 1.02 0.18 0.67 0.67 ...
    1963... 0.59 1.29 0.0 0.79 0.55 0.84 0.47 0.72 0.7 ...
    1963... 0.13 0.35 0.59 0.75 0.02 0.44 0.32 0.74 0.22 ...
    1963... -0.19 -0.37 -0.41 -0.85 -0.74 -0.61 -0.52 -0.52 -0.63 ...
    1963... 0.37 -0.11 -0.27 0.73 0.02 0.55 0.52 0.44 0.29 ...
    1963... -0.24 0.03 -0.09 -0.03 -0.28 -0.41 0.26 -0.15 -0.05 ...
    1963... -0.23 0.2 0.52 -0.67 0.23 -0.05 0.35 -0.02 -0.19 ...
    1963... 0.07 -0.47 -0.64 -0.82 0.17 -0.05 0.17 -0.36 0.09 ...
    1963... -0.49 0.16 -0.71 -1.17 -0.2 -0.89 -0.19 -0.38 -0.55 ...
    ... ... ... ... ... ... ... ... ... ... ...
Description

First column is day in YYYYMMDD. The remaining columns are market returns in various sector portfolios: Food Beer Smoke Games Books Hshld Clths Hlth Chems Txtls Cnstr Steel FabPr ElcEq Autos Carry Mines Coal Oil Util Telcm Servs BusEq Paper Trans Whlsl Rtail Meals Fin Other

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Publications
    Data Source
    http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_30_ind_port.html
    Measurement Details
    Usage Scenario
    revision 2
    by rt324 on 2011-07-18 06:51

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