skfolio.datasets.load_sp500_dataset

skfolio.datasets.load_sp500_dataset()

Load the prices of 20 assets from the S&P 500 Index composition.

This dataset is composed of the daily prices of 20 assets from the S&P 500 composition starting from 1990-01-02 up to 2022-12-28.

The data comes from the Yahoo public API. The price is the adjusted close which is the closing price after adjustments for all applicable splits and dividend distributions. The adjustment uses appropriate split and dividend multipliers, adhering to the Center for Research in Security Prices (CRSP) standards.

Observations	8313
Assets	20

Returns:

dfDataFrame of shape (n_observations, n_assets)

Prices DataFrame

Examples

>>> from skfolio.datasets import load_sp500_dataset
>>> prices = load_sp500_dataset()
>>> prices.head()
                AAPL     AMD       BAC  ...       UNH       WMT      XOM
1990-01-02  0.332589  4.1250  11.65625  ...  0.382813  5.890625  12.5000
1990-01-03  0.334821  4.0000  11.75000  ...  0.375000  5.890625  12.3750
1990-01-04  0.335938  3.9375  11.50000  ...  0.371094  5.859375  12.2500
1990-01-05  0.337054  3.8125  11.25000  ...  0.355469  5.796875  12.1875
1990-01-08  0.339286  3.8125  11.31250  ...  0.347656  5.875000  12.3750