Monthly Adjusted Closing Prices of IDX30 Constituent Stocks (2018–2025)

Published: 15 April 2026| Version 1 | DOI: 10.17632/648txyfzg3.1
Contributor:
Jonathan Asnaya Wu

Description

This dataset contains monthly adjusted closing prices for stocks constituting the IDX30 index, an index of 30 stocks on the Indonesia Stock Exchange (IDX) with high liquidity, large market capitalization, and good fundamental performance, spanning from January 2018 to 2025. All price data were sourced and exported directly from the Bloomberg Terminal. Adjusted closing prices account for corporate actions such as stock splits, dividends, and rights issues. The dataset is organized by calendar year and ticker symbol, where each year's data may be segmented into multiple blocks; each such separation within the same year signals a rebalancing event in which the IDX30 constituent membership changed, reflecting stocks that were added to or removed from the index during that period. These rebalancing events typically occur quarterly as part of the IDX30 periodic index review. This dataset is intended to support author's academic research.

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Categories

Economics, Finance, Machine Learning, Computational Finance, Bayesian Optimization

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