[R-sig-finance] Getting stock prices and annualized returns forcommon indexes

[Patrick Burns]

On that topic, I should have pointed out that the stock prices in
Yahoo are subject to containing missed splits.  (I just got done
fixing some.)  That makes graphing the prices a valuable exercise.

Medica, Paul A wrote:

>I would urge anyone who is downloading price history from yahoo to paste
>into any analysis package (R, S-plus, Matlab or otherwise) to run the
>dates through a sequential calendar recognition script as there have
>been incidents where dates or the associated values are missing.  This
>is a real issue when attempting to correlate multivariate series,
>especially VaR calculations.
>
>Paul A. Medica
>Reliability Engineering
>Hewlett-Packard Co.
>o: 360-212-2766
>paul.medica at hp.com
>
>
>-----Original Message-----
>From: r-sig-finance-bounces at stat.math.ethz.ch
>[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Patrick
>Burns
>Sent: Tuesday, October 19, 2004 12:06 PM
>To: Waichler, Scott R
>Cc: r-sig-finance at stat.math.ethz.ch
>Subject: Re: [R-sig-finance] Getting stock prices and annualized returns
>forcommon indexes
>
>
>You can get data from Yahoo via the "get.hist.quote" function in the
>tseries package.  Indices have strange symbols in Yahooland.
>
>S&P 500:     ^GSPC
>Nasdaq Comp:   ^IXIC
>Nasdaq 100:      ^NDX
>
>US 30yr Treasury:   ^TYX
>US 10yr Treasury:   ^TNX
>US   5yr Treasury:   ^FVX
>
>
>Patrick Burns
>
>Burns Statistics
>patrick at burns-stat.com
>+44 (0)20 8525 0696
>http://www.burns-stat.com
>(home of S Poetry and "A Guide for the Unwilling S User")
>
>Waichler, Scott R wrote:
>
>  
>
>>Is there a way to obtain stock and mutual fund prices (previous day's 
>>close would be fine) from R?  Can bond prices also be obtained?  How 
>>about annualized returns for previous calendar
>>year and last 3 and 5 years for major indexes such as S&P 500, 
>>Wilshire 5000, MSCI EAFE, etc.?  I am a non-professional
>>who manages some family portfolios and I am looking for better ways to
>>access information
>>and compare investment results in annual reports I write using Sweave.
>>
>>Thanks,
>>Scott Waichler
>>scott.waichler at pnl.gov
>>
>>_______________________________________________
>>R-sig-finance at stat.math.ethz.ch mailing list 
>>https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>
>> 
>>
>>    
>>
>
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