Summary

Historical stock market data

License

PDDL

Dependencies

Tags

econometrics finance time-series

Attribute Types

Download

# Instances: 11455 / # Attributes: 31
HDF5 (2.7 MB) XML CSV ARFF LibSVM Matlab Octave

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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

URLs

(No information yet)

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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