Daily log returns of 20 companies from the insurance, automotive, technology, energy, and aviation sectors. The observation period is from 2015-01-01 to 2019-12-31. Trading dates are not stored in the dataset.
Format
A data frame with 1,296 observations and 20 numeric variables, one for each company: Allianz, AXA, Generali, MetLife, Prudential, Ping An, BMW, General Motors, Toyota, Hyundai, Microsoft, Apple, Amazon, Alphabet, Alibaba, Exxon, Shell, PetroChina, Airbus, and Boeing.
Source
Historical prices obtained from Yahoo Finance.