DJA Dataset


Market: Dow Jones Industrial Average
Number of stocks: 30
Number of days: 507  (2 years)
Period: Jan 14, 2001 to Jan 14, 2003
Source: Yahoo Finance, according to http://www.cs.technion.ac.il/~rani/portfolios
Other info:  All DJIA stocks.
Stock Composition (Code List):
  1. ALCOA INC
  2. GENERAL ELEC CO
  3. JOHNSON&JOHNSON
  4. MICROSOFT CP
  5. AMER EXPRESS CO
  6. GENERAL MOTORS
  7. JP MORGAN CHASE
  8. PROCTER & GAMBLE
  9. BOEING CO
  10. HOME DEPOT INC
  11. COCA COLA CO
  12. SBC COMMS
  13. CITIGROUP
  14. HONEYWELL INTL
  15. MCDONALDS CORP
  16. AT&T CORP
  17. CATERPILLAR
  18. HEWLETT-PACKARD
  19. 3M COMPANY
  20. UNITED TECH CP
  21. DU PONT CO
  22. INTL BUS MACHINE
  23. PHILIP MORRIS
  24. WAL-MART STORES
  25. WALT DISNEY CO
  26. INTEL CORP
  27. MERCK & CO
  28. EXXON MOBIL
  29. EASTMAN KODAK
  30. INTL PAPER CO
Created: 01/2009, Last Modified: 04/2010, by Bin.