Datasets Comparison
Version 1
PCA applied on calculated financial indicators and quotations analysis
Description
PCA applied on calculated financial indicators and quotations analysis, Returns and risk calculated. Original quotations and logarithmic returns calculated. Portfolios analysis using PCA and clusters.
Listed companies:
APPLE INC.
ADOBE SYSTEMS INCORPORATED
Analog Devices, Inc.
Baker Hughes Incorporated
BIOGEN IDEC INC.
Ball Corporation
Coca-Cola Enterprises, Inc.
THE CLOROX COMPANY
COMERICA INCORPORATED
EMC CORPORATION
IHS INC.
MASCO CORPORATION
MetLife, Inc.
The Mosaic Company
NIKE, INC.
QUALCOMM Incorporated
SIGMA-ALDRICH CORPORATION
SPRINT CORPORATION
Molson Coors Brewing Company
WYNDHAM WORLDWIDE CORPORATION
Institutions
Universidade Federal de Itajuba
Categories
Financial Market, Financial Risk, Portfolio Choice, Portfolio Analysis
Licence
Creative Commons Attribution 4.0 International
Version 2
PCA applied on calculated financial indicators and quotations analysis
Description
PCA applied on calculated financial indicators and quotations analysis, Returns and risk calculated. Original quotations and logarithmic returns calculated. Portfolios analysis using PCA and clusters.
Listed companies:
APPLE INC.
ADOBE SYSTEMS INCORPORATED
Analog Devices, Inc.
Baker Hughes Incorporated
BIOGEN IDEC INC.
Ball Corporation
Coca-Cola Enterprises, Inc.
THE CLOROX COMPANY
COMERICA INCORPORATED
EMC CORPORATION
IHS INC.
MASCO CORPORATION
MetLife, Inc.
The Mosaic Company
NIKE, INC.
QUALCOMM Incorporated
SIGMA-ALDRICH CORPORATION
SPRINT CORPORATION
Molson Coors Brewing Company
WYNDHAM WORLDWIDE CORPORATION
Institutions
Universidade Federal de Itajuba
Categories
Financial Market, Financial Risk, Portfolio Choice, Portfolio Analysis
Licence
Creative Commons Attribution 4.0 International