Dataset: SP500 Csv

About this Dataset

SP500 Csv

Context

Contains 5 year monthly data for the S&P 500 as of 12/04/21. Adjusted close data was web scraped from Yahoo Finance using a ticker list containing the tickers of S&P 500 companies.

Content

Update 12/04/2021

Prices table was generated by removing dividends rows and columns of companies with less than 5 years historical data. Remainder is monthly price data for past 5 years. Returns table is a simple percentage change on the price table.

Acknowledgements

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Inspiration

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Tables

Prices

@kaggle.wmcginn_sp500_csv.prices

493.66 KB
62 rows
480 columns


CREATE TABLE prices (
  "a" DOUBLE,
  "aal" DOUBLE,
  "aap" DOUBLE,
  "aapl" DOUBLE,
  "abbv" DOUBLE,
  "abc" DOUBLE,
  "abmd" DOUBLE,
  "abt" DOUBLE,
  "acn" DOUBLE,
  "adbe" DOUBLE,
  "adi" DOUBLE,
  "adm" DOUBLE,
  "adp" DOUBLE,
  "adsk" DOUBLE,
  "aee" DOUBLE,
  "aep" DOUBLE,
  "aes" DOUBLE,
  "afl" DOUBLE,
  "aig" DOUBLE,
  "aiz" DOUBLE,
  "ajg" DOUBLE,
  "akam" DOUBLE,
  "alb" DOUBLE,
  "algn" DOUBLE,
  "alk" DOUBLE,
  "all" DOUBLE,
  "alle" DOUBLE,
  "amat" DOUBLE,
  "amcr" DOUBLE,
  "amd" DOUBLE,
  "ame" DOUBLE,
  "amgn" DOUBLE,
  "amp" DOUBLE,
  "amt" DOUBLE,
  "amzn" DOUBLE,
  "anet" DOUBLE,
  "anss" DOUBLE,
  "antm" DOUBLE,
  "aon" DOUBLE,
  "aos" DOUBLE,
  "apa" DOUBLE,
  "apd" DOUBLE,
  "aph" DOUBLE,
  "aptv" DOUBLE,
  "ato" DOUBLE,
  "atvi" DOUBLE,
  "avb" DOUBLE,
  "avgo" DOUBLE,
  "avy" DOUBLE,
  "awk" DOUBLE,
  "axp" DOUBLE,
  "azo" DOUBLE,
  "ba" DOUBLE,
  "bac" DOUBLE,
  "bax" DOUBLE,
  "bbwi" DOUBLE,
  "bby" DOUBLE,
  "bdx" DOUBLE,
  "ben" DOUBLE,
  "bf_b" DOUBLE,
  "biib" DOUBLE,
  "bio" DOUBLE,
  "bk" DOUBLE,
  "bkng" DOUBLE,
  "bkr" DOUBLE,
  "blk" DOUBLE,
  "bll" DOUBLE,
  "bmy" DOUBLE,
  "br" DOUBLE,
  "brk_b" DOUBLE,
  "bsx" DOUBLE,
  "bwa" DOUBLE,
  "bxp" DOUBLE,
  "c" DOUBLE,
  "cag" DOUBLE,
  "cah" DOUBLE,
  "cat" DOUBLE,
  "cb" DOUBLE,
  "cboe" DOUBLE,
  "cbre" DOUBLE,
  "cci" DOUBLE,
  "ccl" DOUBLE,
  "cdns" DOUBLE,
  "cdw" DOUBLE,
  "ce" DOUBLE,
  "cern" DOUBLE,
  "cf" DOUBLE,
  "cfg" DOUBLE,
  "chd" DOUBLE,
  "chrw" DOUBLE,
  "chtr" DOUBLE,
  "ci" DOUBLE,
  "cinf" DOUBLE,
  "cl" DOUBLE,
  "clx" DOUBLE,
  "cma" DOUBLE,
  "cmcsa" DOUBLE,
  "cme" DOUBLE,
  "cmg" DOUBLE,
  "cmi" DOUBLE
);

Returns

@kaggle.wmcginn_sp500_csv.returns

536.88 KB
60 rows
481 columns


CREATE TABLE returns (
  "date" TIMESTAMP,
  "a" DOUBLE,
  "aal" DOUBLE,
  "aap" DOUBLE,
  "aapl" DOUBLE,
  "abbv" DOUBLE,
  "abc" DOUBLE,
  "abmd" DOUBLE,
  "abt" DOUBLE,
  "acn" DOUBLE,
  "adbe" DOUBLE,
  "adi" DOUBLE,
  "adm" DOUBLE,
  "adp" DOUBLE,
  "adsk" DOUBLE,
  "aee" DOUBLE,
  "aep" DOUBLE,
  "aes" DOUBLE,
  "afl" DOUBLE,
  "aig" DOUBLE,
  "aiz" DOUBLE,
  "ajg" DOUBLE,
  "akam" DOUBLE,
  "alb" DOUBLE,
  "algn" DOUBLE,
  "alk" DOUBLE,
  "all" DOUBLE,
  "alle" DOUBLE,
  "amat" DOUBLE,
  "amcr" DOUBLE,
  "amd" DOUBLE,
  "ame" DOUBLE,
  "amgn" DOUBLE,
  "amp" DOUBLE,
  "amt" DOUBLE,
  "amzn" DOUBLE,
  "anet" DOUBLE,
  "anss" DOUBLE,
  "antm" DOUBLE,
  "aon" DOUBLE,
  "aos" DOUBLE,
  "apa" DOUBLE,
  "apd" DOUBLE,
  "aph" DOUBLE,
  "aptv" DOUBLE,
  "ato" DOUBLE,
  "atvi" DOUBLE,
  "avb" DOUBLE,
  "avgo" DOUBLE,
  "avy" DOUBLE,
  "awk" DOUBLE,
  "axp" DOUBLE,
  "azo" DOUBLE,
  "ba" DOUBLE,
  "bac" DOUBLE,
  "bax" DOUBLE,
  "bbwi" DOUBLE,
  "bby" DOUBLE,
  "bdx" DOUBLE,
  "ben" DOUBLE,
  "bf_b" DOUBLE,
  "biib" DOUBLE,
  "bio" DOUBLE,
  "bk" DOUBLE,
  "bkng" DOUBLE,
  "bkr" DOUBLE,
  "blk" DOUBLE,
  "bll" DOUBLE,
  "bmy" DOUBLE,
  "br" DOUBLE,
  "brk_b" DOUBLE,
  "bsx" DOUBLE,
  "bwa" DOUBLE,
  "bxp" DOUBLE,
  "c" DOUBLE,
  "cag" DOUBLE,
  "cah" DOUBLE,
  "cat" DOUBLE,
  "cb" DOUBLE,
  "cboe" DOUBLE,
  "cbre" DOUBLE,
  "cci" DOUBLE,
  "ccl" DOUBLE,
  "cdns" DOUBLE,
  "cdw" DOUBLE,
  "ce" DOUBLE,
  "cern" DOUBLE,
  "cf" DOUBLE,
  "cfg" DOUBLE,
  "chd" DOUBLE,
  "chrw" DOUBLE,
  "chtr" DOUBLE,
  "ci" DOUBLE,
  "cinf" DOUBLE,
  "cl" DOUBLE,
  "clx" DOUBLE,
  "cma" DOUBLE,
  "cmcsa" DOUBLE,
  "cme" DOUBLE,
  "cmg" DOUBLE
);

Tickerlist

@kaggle.wmcginn_sp500_csv.tickerlist

17.3 KB
505 rows
4 columns


CREATE TABLE tickerlist (
  "unnamed_0" BIGINT,
  "name" VARCHAR,
  "ticker" VARCHAR,
  "sector" VARCHAR
);