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.
data(global.2004)A data frame with 6000 observations on the following 16 variables.
datea Date
ida character vector
symbola character vector
namea character vector
countrya factor with levels AUS AUT
BEL CHE DEU DNK ESP FIN
FRA GBR HKG ITA JPN NLD
NOR SGP SWE USA
currencya factor with levels AUD CHF
DKK EUR GBP HKD JPY NOK
SEK SGD USD
capa numeric vector
cap.usda numeric vector
cap.bila numeric vector
pricea numeric vector
price.usda numeric vector
round.lota numeric vector
sectora factor with levels Communications
Conglomerates Cyclicals Energy
Financials Industrials Materials Staples
Technology Utilities
liquiditya numeric vector
liq.wa numeric vector
volumea numeric vector
avg.volumea numeric vector
ret.0.1.ma numeric vector