Value migration network

Published: 18 November 2022| Version 1 | DOI: 10.17632/gs424fsr8g.1


The data contain the daily returns of 499 stocks of the S&P 500 Index that were continuously traded in the US market from 04 Januray 2021 to 31 December 2021, including a total of 252 trading days. Data time series were obtained from Yahoo Finance ( The dataset contains the MST-based value migration network. The sector classification of companies and clustering according to the division into communities (using various methods of community detection) and into clusters using the PAM method are also included.



Stock Exchange, Stock Price