PCA applied on calculated financial indicators and quotations analysis
| Main Author: | Papandrea, Pedro |
|---|---|
| Other Authors: | Paiva, Anderson |
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2016
|
| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/s2kny3549v |
Daftar Isi:
- 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