stockPortfolio (version 1.2)

stock99: Data for 24 stocks and 1 index, 1999-2004

Description

Sixty monthly stock observations from 1999-10-01 to 2004-09-01 for 24 stocks in six industries. There is also a 25th column for an index, the S&P500.

Usage

data(stock99)

Format

The format is numerical with 60 rows and 25 columns. The column names provide the tickers, and row names describe the dates.

Source

Yahoo Finance.

Details

See stock94Info for a breakdown of the stocks by industry.

See Also

stock94Info, stock94, stock04, stockModel

Examples

data(stock99)
data(stock94Info)
sm <- stockModel(stock99, model='SIM', index=25,
                 industry=stock94Info$industry)