US large cap market returns.
Fine print
- The data are from Yahoo
- Almost all of the S&P 500 stocks are used (as implied by Wikipedia on 2013 January 5 — see the R commands to scrape the data)
- The initial post was “Replacing market indices”
- The R code is in marketportrait_funs.R
ABT is a stock split on jan 2nd for whatever reason the adjustment seems to have not worked in this case.
Vladimir,
Thanks — I’ll take evasive action for next week.
Fixed — it was only one number to change.