A comprehensive dataset containing daily stock prices for 29 companies listed in the Dow Jones Industrial Average (DJIA). The dataset includes opening, closing, high, and low prices for each stock.
Examples
data(DJS)
head(DJS)
#> Date X3M American.Express Apple Boeing Caterpillar
#> 1 2000-01-03 47.1875 45.88031 3.997768 40.1875 24.31250
#> 2 2000-01-04 45.3125 44.14794 3.660714 40.1250 24.00000
#> 3 2000-01-05 46.6250 42.96264 3.714286 42.6250 24.56250
#> 4 2000-01-06 50.3750 43.83794 3.392857 43.0625 25.81250
#> 5 2000-01-07 51.3750 44.47618 3.553571 44.3125 26.65625
#> 6 2000-01-10 51.1250 45.09618 3.491071 43.6875 25.78125
#> Chevron Cisco.Systems Coca.Cola DowDuPont ExxonMobil
#> 1 41.81250 54.03125 28.18750 44.20833 39.15625
#> 2 41.81250 51.00000 28.21875 43.00000 38.40625
#> 3 42.56250 50.84375 28.46875 44.39583 40.50000
#> 4 44.37500 50.00000 28.50000 45.64583 42.59375
#> 5 45.15625 52.93750 30.37500 46.66667 42.46875
#> 6 43.93750 54.90625 29.40625 45.47917 41.87500
#> General.Electric Goldman.Sachs IBM Intel Johnson...Johnson
#> 1 50.00000 88.3125 116.0000 43.50000 46.09375
#> 2 48.00000 82.7500 112.0625 41.46875 44.40625
#> 3 47.91667 78.8750 116.0000 41.81250 44.87500
#> 4 48.55727 82.2500 114.0000 39.37500 46.28125
#> 5 50.43750 82.5625 113.5000 41.00000 48.25000
#> 6 50.41667 84.3750 118.0000 42.87500 47.03125
#> JPMorgan.Chase McDonald.s Merck Microsoft Nike Pfizer
#> 1 48.58333 39.6250 67.6250 58.28125 6.015625 31.8750
#> 2 47.25000 38.8125 65.2500 56.31250 5.687500 30.6875
#> 3 46.95833 39.4375 67.8125 56.90625 6.015625 31.1875
#> 4 47.62500 38.8750 68.3750 55.00000 5.984375 32.3125
#> 5 48.50000 39.8750 74.9375 55.71875 5.984375 34.5000
#> 6 47.66667 40.0625 72.7500 56.12500 6.085938 34.4375
#> Procter...Gamble The.Home.Depot Travelers United.Technologies
#> 1 53.59375 65.1875 33.0000 31.25000
#> 2 52.56250 61.7500 32.5625 29.96875
#> 3 51.56250 63.0000 32.3125 29.37500
#> 4 53.93750 60.0000 32.9375 30.78125
#> 5 58.25000 63.5000 34.2500 32.00000
#> 6 57.96875 63.1875 33.6250 32.31250
#> UnitedHealth.Group Verizon Walmart Walt.Disney
#> 1 6.718750 53.90316 66.8125 29.46252
#> 2 6.632813 52.16072 64.3125 31.18836
#> 3 6.617188 53.90316 63.0000 32.48274
#> 4 6.859375 53.28487 63.6875 31.18836
#> 5 7.664063 52.89142 68.5000 30.69527
#> 6 7.531250 52.61038 67.2500 35.37968
summary(DJS)
#> Date X3M American.Express
#> Min. :2000-01-03 Min. : 39.50 Min. :10.26
#> 1st Qu.:2004-06-30 1st Qu.: 69.30 1st Qu.:40.33
#> Median :2008-12-18 Median : 81.64 Median :49.08
#> Mean :2008-12-20 Mean : 95.77 Mean :52.91
#> 3rd Qu.:2013-06-13 3rd Qu.:110.97 3rd Qu.:63.27
#> Max. :2017-12-05 Max. :243.14 Max. :98.71
#> Apple Boeing Caterpillar Chevron
#> Min. : 0.9371 Min. : 25.06 Min. : 14.91 Min. : 30.93
#> 1st Qu.: 3.9358 1st Qu.: 49.98 1st Qu.: 37.00 1st Qu.: 47.45
#> Median : 23.1529 Median : 70.60 Median : 68.32 Median : 77.64
#> Mean : 43.5477 Mean : 82.62 Mean : 63.83 Mean : 77.79
#> 3rd Qu.: 77.7789 3rd Qu.:103.71 3rd Qu.: 85.80 3rd Qu.:104.12
#> Max. :176.2400 Max. :277.97 Max. :141.52 Max. :134.85
#> Cisco.Systems Coca.Cola DowDuPont ExxonMobil
#> Min. : 8.60 Min. :18.54 Min. : 6.33 Min. : 30.27
#> 1st Qu.:18.47 1st Qu.:23.34 1st Qu.:31.22 1st Qu.: 45.27
#> Median :22.35 Median :28.05 Median :37.66 Median : 73.12
#> Mean :24.50 Mean :30.61 Mean :38.70 Mean : 68.41
#> 3rd Qu.:27.09 3rd Qu.:38.79 3rd Qu.:45.51 3rd Qu.: 85.64
#> Max. :80.06 Max. :47.43 Max. :73.32 Max. :104.38
#> General.Electric Goldman.Sachs IBM Intel
#> Min. : 6.66 Min. : 52.00 Min. : 55.07 Min. :12.08
#> 1st Qu.:22.53 1st Qu.: 97.19 1st Qu.: 92.36 1st Qu.:20.89
#> Median :28.85 Median :144.62 Median :119.16 Median :24.60
#> Mean :29.15 Mean :140.97 Mean :128.20 Mean :26.98
#> 3rd Qu.:34.77 3rd Qu.:174.54 3rd Qu.:162.01 3rd Qu.:31.32
#> Max. :60.00 Max. :252.89 Max. :215.80 Max. :74.88
#> Johnson...Johnson JPMorgan.Chase McDonald.s Merck
#> Min. : 34.25 Min. : 15.45 Min. : 12.38 Min. :20.99
#> 1st Qu.: 57.40 1st Qu.: 36.96 1st Qu.: 31.30 1st Qu.:36.20
#> Median : 63.79 Median : 43.03 Median : 57.98 Median :47.67
#> Mean : 71.88 Mean : 46.70 Mean : 65.12 Mean :48.40
#> 3rd Qu.: 86.12 3rd Qu.: 53.56 3rd Qu.: 95.20 3rd Qu.:58.44
#> Max. :143.62 Max. :106.95 Max. :172.99 Max. :94.88
#> Microsoft Nike Pfizer Procter...Gamble
#> Min. :15.15 Min. : 3.320 Min. :11.66 Min. :26.81
#> 1st Qu.:26.16 1st Qu.: 9.351 1st Qu.:22.57 1st Qu.:51.78
#> Median :28.83 Median :15.075 Median :29.00 Median :62.53
#> Mean :33.91 Mean :22.251 Mean :28.50 Mean :62.10
#> 3rd Qu.:36.34 3rd Qu.:31.464 3rd Qu.:33.81 3rd Qu.:76.15
#> Max. :84.88 Max. :67.165 Max. :49.00 Max. :94.40
#> The.Home.Depot Travelers United.Technologies
#> Min. : 18.00 Min. : 21.75 Min. : 20.82
#> 1st Qu.: 33.51 1st Qu.: 42.13 1st Qu.: 45.40
#> Median : 40.80 Median : 50.41 Median : 67.93
#> Mean : 57.86 Mean : 61.86 Mean : 69.33
#> 3rd Qu.: 75.09 3rd Qu.: 82.64 3rd Qu.: 92.31
#> Max. :184.90 Max. :136.36 Max. :124.11
#> UnitedHealth.Group Verizon Walmart Walt.Disney
#> Min. : 5.953 Min. :23.52 Min. :42.27 Min. : 13.58
#> 1st Qu.: 25.835 1st Qu.:32.09 1st Qu.:50.43 1st Qu.: 25.68
#> Median : 47.490 Median :37.90 Median :55.00 Median : 33.73
#> Mean : 57.130 Mean :39.37 Mean :59.10 Mean : 46.83
#> 3rd Qu.: 63.883 3rd Qu.:47.37 3rd Qu.:68.95 3rd Qu.: 63.60
#> Max. :228.170 Max. :58.62 Max. :99.62 Max. :121.69