Tag Archives: S&P 500
US market portrait 2014 week 7
US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) that still survive with the same symbol The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however … Continue reading
US market portrait 2014 week 6
US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) that still survive with the same symbol The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however … Continue reading
US market portrait 2014 week 5
US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
US market portrait 2014 week 4
US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
US market portrait 2014 week 3
US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
US market portrait 2014 week 2
US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
S&P that might have been
The S&P 500 returned 29.6% in 2013. How might that have varied? S&P weights There are many features that could vary — here we will keep the same constituents (almost) and weights with similar sizes but that are randomly assigned rather than based on market capitalization. That is, we want the large weights of our … Continue reading
US market portrait 2013 final
US large cap market returns. Prior year The full year portrait for 2012 is shown below. 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 … Continue reading
US market portrait 2013 week 52
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 — you are free … Continue reading
US market portrait 2013 week 51
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 — you are free … Continue reading
