Last observation: 2026-08-14 (N = 51)
First observation: 1980-01-02 (N = 5)
Last data update: 16 aoû 2026, 19:41. Last compile: 17 aoû 2026, 22:05
Data - Yahoo
Last observation: 2026-08-14 (N = 51)
First observation: 1980-01-02 (N = 5)
Last data update: 16 aoû 2026, 19:41. Last compile: 17 aoû 2026, 22:05
plot_linear <- indices |>
filter(symbol %in% c("^FCHI")) |>
#filter(date >= as.Date("1990-01-01")) %>%
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^FCHI")) |>
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
filter(date >= as.Date("1990-01-01")) |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^SP500TR")) |>
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
filter(date >= as.Date("1990-01-01")) |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = c(100, 200, 400, 800, 1000, 1900, 1600))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^SP500TR")) |>
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
filter(date >= as.Date("1996-01-01")) |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = c(100, 200, 400, 800, 1000, 1900, 1600))
plot_log
indices |>
filter(symbol %in% c("^SP500TR")) |>
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
filter(date >= as.Date("1996-01-01")) |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("Base 100 = 1er janvier 1996") +
theme(legend.title = element_blank(),
legend.position = c(0.2, 0.9)) +
scale_x_date(breaks = as.Date(paste0(seq(1996, 2100, 5), "-01-01")),
labels = date_format("%Y")) +
scale_y_log10(breaks = c(100, 200, 400, 800, 1000, 1900, 1600)) +
geom_label(data = . %>% filter(max(date) == date),
aes(x = date, y = close, label = round(close), color = Symbol)) +
labs(title = "Rendements sur les marchés actions\nFrance (CAC 40) et Etats-Unis (S&P 500)",
subtitle = "",
caption = "Source: yahoo! Finance, investing.com") +
scale_color_manual(values = viridis(3)[1:2])
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
indices |>
filter(symbol %in% c("^SP500TR")) |>
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
filter(date >= as.Date("2008-01-01")) |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("Base 100 = 1er janvier 2008") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_x_date(breaks = as.Date(paste0(seq(1996, 2100, 2), "-01-01")),
labels = date_format("%Y")) +
scale_y_log10(breaks = c(100, 200, 400, 800, 1000, 1900, 1600)) +
geom_label(data = . %>% filter(max(date) == date),
aes(x = date, y = close, label = round(close), color = Symbol)) +
labs(title = "Rendements sur les marchés actions Français et états-uniens",
subtitle = "Indices TR = Dividendes réinvestis (sans fiscalité)",
caption = "Source: yahoo! Finance, investing.com") +
scale_color_manual(values = viridis(3)[1:2])
indices |>
filter(symbol %in% c("^SP500TR")) |>
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
filter(date >= as.Date("2010-01-01")) |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("Base 100 = 1er janvier 2010") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_x_date(breaks = as.Date(paste0(seq(1996, 2100, 2), "-01-01")),
labels = date_format("%Y")) +
scale_y_log10(breaks = c(100, 200, 400, 800, 1000, 1900, 1600)) +
geom_label(data = . %>% filter(max(date) == date),
aes(x = date, y = close, label = round(close), color = Symbol)) +
labs(title = "Rendements sur les marchés actions Français et états-uniens",
subtitle = "Indices TR = Dividendes réinvestis (sans fiscalité)",
caption = "Source: yahoo! Finance, investing.com") +
scale_color_manual(values = viridis(3)[1:2])
plot_linear <- indices |>
filter(symbol %in% c("^FCHI")) |>
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
#filter(date >= as.Date("1996-01-01")) %>%
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^FCHI")) |>
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
filter(date >= as.Date("1990-01-01")) |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1940, 2100, 10), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^FCHI")) |>
left_join(symbol, by = "symbol") |>
bind_rows(cac40_GR_new) |>
filter(date >= as.Date("1996-01-01")) |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^GSPC", "^IXIC")) |>
filter(date >= as.Date("1995-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^GSPC", "^IXIC")) |>
filter(date >= as.Date("2002-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^GSPC", "^IXIC")) |>
filter(date >= as.Date("2010-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^STOXX50E", "^GSPC", "^IXIC")) |>
filter(date >= as.Date("1995-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^STOXX50E", "^GSPC", "^IXIC")) |>
filter(date >= as.Date("2007-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 2), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^GSPC")) |>
#filter(date >= as.Date("1990-01-01")) %>%
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 500)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 500))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^GSPC")) |>
filter(date >= as.Date("1990-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^FCHI", "^GSPC")) |>
filter(date >= as.Date("1990-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^FCHI", "^GSPC")) |>
filter(date >= as.Date("2000-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^FCHI", "^GSPC")) |>
filter(date >= as.Date("2010-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1940, 2100, 2), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)
plot_linear <- indices |>
filter(symbol %in% c("^NKNR.OS")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_linear <- indices |>
filter(symbol %in% c("^GDAXI", "^IBEX", "^FCHI")) |>
filter(date >= as.Date("1995-01-01")) |>
left_join(symbol, by = "symbol") |>
group_by(symbol) |>
arrange(date) |>
mutate(close = 100*close/close[1]) |>
ggplot() + geom_line(aes(x = date, y = close, color = Symbol)) +
theme_minimal() + xlab("") + ylab("") +
theme(legend.title = element_blank(),
legend.position = c(0.5, 0.9)) +
scale_y_continuous(breaks = seq(0, 10000, 100)) +
scale_x_date(breaks = as.Date(paste0(seq(1945, 2100, 5), "-01-01")),
labels = date_format("%Y"))
plot_linear
plot_log <- plot_linear +
scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)