Kenya Nairobi Securities Exchange (NSE) All Stocks Prices 2022
Description
This compilation of historical daily stock market price data relates to the Kenyan Nairobi Securities Exchange (NSE) for year 2022 (Jan-May). This data is valuable for any machine learning algorithm that needs data (training, validation, testing). This compilation develops on an earlier dataset (2008-2012) that was initially compiled as part of a research project to predict next day stock price, based on the previous five days, using Artificial Neural Networks (ANN). This initial research [1],[2] tested 6 stocks [3] using ANN of configuration 5:21:21:1. The data was then enhanced as a new compilation of all stocks for the period 2007-2012 [4]. This new dataset augments the NSE dataset for 2007-2012 [4], 2013 to 2020 [5] and that for 2021 [6]. The method of data compilation has remained as done for all the other datasets by scrapping from a publicly accessible website [7] licensed by NSE. The processing involves exporting the raw web data to spreadsheets, then cleaning up by removal of unnecessary data elements such as HTML tags and other graphics that cannot be converted to text. Just like the previous compilations, each stock data row has the following 13 data columns (1) Date (2) Stock Code (3) Stock Name (4) 12-month Low price (5) 12-month High price (6) Day's Low price (7) Day's High price (8) Day's Final Price (9) Previous traded price (10) Change in price value (11) Change in price % (12) Volume traded (13) Adjusted price. One additional CSV file is also provided to show market sector that each stock belongs to. The 3 column headings for this additional CSV are: (1) Market sector (2) Stock Code (3) Stock Name. This additional dataset provides researchers with an even larger dataset (2007-2022) of stocks market data including market sector information for bigger opportunities of data analysis and usage in machine learning research. List of data files on this dataset: NSE_data_all_stocks_2022_jan_to_may.csv NSE_data_stock_market_sectors_2022.csv References: [1] Wanjawa, B. W. (2014). A Neural Network Model for Predicting Stock Market Prices at the Nairobi Securities Exchange (Dissertation, University of Nairobi). [2] Wanjawa, B. W., & Muchemi, L. (2014). ANN model to predict stock prices at stock exchange markets. arXiv preprint arXiv:1502.06434. [3] Wanjawa, Barack (2020), “Nairobi Securities Exchange Prices 2008-2012 for 6 selected stocks”, Mendeley Data, v3, http://dx.doi.org/10.17632/95fb84nzcd.3 [4] Wanjawa, Barack (2020), “Nairobi Securities Exchange All Stocks Prices 2007-2012”, Mendeley Data, v1, http://dx.doi.org/10.17632/5hk4zw32f5.1 [5] Wanjawa, Barack (2021), “Nairobi Securities Exchange (NSE) All Stocks Prices 2013-2020”, Mendeley Data, V2, doi: 10.17632/73rb78pmzw.2 [6] Wanjawa, Barack (2022), “Nairobi Securities Exchange (NSE) Kenya - All Stocks Prices 2021”, Mendeley Data, V5, doi: 10.17632/97hkwn5y3x.5 [7] Synergy Systems Ltd. (2020). MyStocks. Retrieved May 31, 2022, from http://live.mystocks.co.ke/