Indices - indices

Data - Investing

Examples

Principaux indices

Source : investing.com, septembre 16, 2026. [stock_indices]

The Economist

Code
ig_b("asset-pricing", "2021-11-06-the-economist")

indices_var

All

Code
indices_var |>
  select(country, symbol, full_name) |>
  print_table_conditional()

Total Return

Code
indices_var |>
  select(country, symbol, full_name, currency) |>
  filter(grepl("Total Return", full_name)) |>
  print_table_conditional()

Selection

Code
indices |>
  group_by(symbol) |>
  summarise(Nobs = n()) |>
  left_join(indices_var |>
              select(country, symbol, full_name, currency), by = "symbol") |>
  arrange(country) |>
  print_table_conditional()
symbol Nobs country full_name currency
BVSP 6375 brazil Bovespa BRL
FCHI 9949 france CAC 40 EUR
FRCS 7085 france CAC Consumer Service EUR
PX1GR 9828 france CAC 40 Gross Total Return EUR
PX1NR 9828 france CAC 40 Net Total Return EUR
PX4GR 4632 france SBF 120 Gross Total Retrun EUR
PX4NR 4632 france SBF 120 Net Total Return EUR
BKJPT 6163 japan BNY Mellon Japan ADR Total Return USD
N225TR 3130 japan Nikkei 225 Total Return JPY
BKEST 6164 spain BNY Mellon Spain ADR Total Return USD
IBEXTR 3814 spain IBEX Total Return EUR
BKGBT 6167 united kingdom BNY Mellon United Kingdom ADR Total Return USD
TRIUKX 3464 united kingdom FTSE 100 Total Return GBP
DJDVY 3163 united states Dow Jones U.S. Select Dividend Total Return USD
DJI 11780 united states Dow Jones Industrial Average USD
IXIC 11719 united states NASDAQ Composite USD
SPX 11778 united states S&P 500 USD
SPXGTR 2814 united states S&P 500 Growth Total Return USD
SPXTR 6311 united states S&P 500 TR USD
XCMP 3156 united states NASDAQ Composite Total Return USD
BKADR 6321 world BNY Mellon ADR USD
EE050L 1573 world STOXX Eastern Europe 300 Oil & Gas USD Price USD
EE950L 3107 world STOXX Eastern Europe 300 Technology USD Price USD
FTFQE 2898 world FTSE Emerging Markets China A Inclusion USD
MIWO00000PUS 3729 world MSCI World USD
MSCIEF 3818 world MSCI Emerging Markets USD

Nobs

All

Code
indices |>
  left_join(indices_var, by = "symbol") |>
  group_by(symbol, full_name) |>
  summarise(Nobs = n()) |>
  print_table_conditional()
symbol full_name Nobs
BKADR BNY Mellon ADR 6321
BKEST BNY Mellon Spain ADR Total Return 6164
BKGBT BNY Mellon United Kingdom ADR Total Return 6167
BKJPT BNY Mellon Japan ADR Total Return 6163
BVSP Bovespa 6375
DJDVY Dow Jones U.S. Select Dividend Total Return 3163
DJI Dow Jones Industrial Average 11780
EE050L STOXX Eastern Europe 300 Oil & Gas USD Price 1573
EE950L STOXX Eastern Europe 300 Technology USD Price 3107
FCHI CAC 40 9949
FRCS CAC Consumer Service 7085
FTFQE FTSE Emerging Markets China A Inclusion 2898
IBEXTR IBEX Total Return 3814
IXIC NASDAQ Composite 11719
MIWO00000PUS MSCI World 3729
MSCIEF MSCI Emerging Markets 3818
N225TR Nikkei 225 Total Return 3130
PX1GR CAC 40 Gross Total Return 9828
PX1NR CAC 40 Net Total Return 9828
PX4GR SBF 120 Gross Total Retrun 4632
PX4NR SBF 120 Net Total Return 4632
SPX S&P 500 11778
SPXGTR S&P 500 Growth Total Return 2814
SPXTR S&P 500 TR 6311
TRIUKX FTSE 100 Total Return 3464
XCMP NASDAQ Composite Total Return 3156

France VS U.S.

1986-

Code
indices |>
  filter(symbol %in% c("FCHI", "PX1GR", "SPXTR", "SPX")) |>
  left_join(indices_var, by = "symbol") |>
  group_by(symbol) |>
  mutate(Close = Close / Close[1]) |>
  ggplot() + geom_line(aes(x = Date, y = Close, color = paste(symbol, "-", name))) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_x_date(breaks = seq(1960, 2100, 2) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 20, 1)) +
  scale_color_manual(values = viridis(5)[1:4]) +
  theme(legend.position = c(0.2, 0.85),
        legend.title = element_blank())

2000-

Code
indices |>
  filter(symbol %in% c("FCHI", "PX1GR", "SPXTR", "SPX")) |>
  left_join(indices_var, by = "symbol") |>
  filter(Date >= as.Date("2000-01-01")) |>
  group_by(symbol) |>
  mutate(Close = Close / Close[1]) |>
  ggplot() + geom_line(aes(x = Date, y = Close, color = paste(symbol, "-", name))) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_x_date(breaks = seq(1960, 2100, 5) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 20, 1)) +
  scale_color_manual(values = viridis(5)[1:4]) +
  theme(legend.position = c(0.2, 0.85),
        legend.title = element_blank())

2010-

Code
indices |>
  filter(symbol %in% c("FCHI", "PX1GR", "SPXTR", "SPX")) |>
  left_join(indices_var, by = "symbol") |>
  filter(Date >= as.Date("2010-01-01")) |>
  group_by(symbol) |>
  mutate(Close = Close / Close[1]) |>
  ggplot() + geom_line(aes(x = Date, y = Close, color = paste(symbol, "-", name))) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_x_date(breaks = seq(1960, 2100, 2) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 20, 1)) +
  scale_color_manual(values = viridis(5)[1:4]) +
  theme(legend.position = c(0.2, 0.85),
        legend.title = element_blank())

Indices

1998-

Code
indices |>
  filter(symbol %in% c("PX1GR", "SPXTR")) |>
  left_join(indices_var, by = "symbol") |>
  group_by(symbol) |>
  filter(Date >= as.Date("1998-01-01")) |>
  mutate(Close = 100*Close / Close[Date == as.Date("2003-09-04")],
         name = gsub("Gross TR", "Total Return", name)) |>
  arrange(desc(Date)) |>
  ggplot() + geom_line(aes(x = Date, y = Close, color = paste(symbol, "-", name))) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_x_date(breaks = seq(1960, 2100, 2) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(100, 20000, 100)) +
  scale_color_manual(values = viridis(3)[1:2]) +
  theme(legend.position = c(0.2, 0.85),
        legend.title = element_blank())

July, 23 2001

Code
indices |>
  filter(symbol %in% c("PX1GR", "SPXTR")) |>
  left_join(indices_var, by = "symbol") |>
  group_by(symbol) |>
  filter(Date >= as.Date("2001-08-13")) |>
  mutate(Close = 100*Close / Close[Date == as.Date("2003-09-04")],
         name = gsub("Gross TR", "Total Return", name)) |>
  arrange(desc(Date)) |>
  ggplot() + geom_line(aes(x = Date, y = Close, color = paste(symbol, "-", name))) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_x_date(breaks = seq(1960, 2100, 2) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(100, 20000, 100)) +
  scale_color_manual(values = viridis(3)[1:2]) +
  theme(legend.position = c(0.2, 0.85),
        legend.title = element_blank())