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ROI (version 0.2-1)

US30: Monthly return data for 30 of the largest US stocks

Description

This dataset contains the historical monthly returns of 30 of the largest US stocks from 1999-01-29 to 2013-12-31. This data is dividend adjusted based on the CRSP methodology.

Arguments

Format

A matrix with 30 columns (representing stocks) and 180 rows (months).

Details

The selected stocks reflect the DJ 30 Industrial Average Index members as of 2013-09-20.

The data source is Quandl. Data flagged as "WIKI" in their database is public domain.