Indices
Data - yahoo
Info
LAST_COMPILE
LAST_COMPILE |
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2025-10-11 |
Last
date | Nobs |
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2025-10-11 | 1 |
symbol
Flat
CAC40, TR
All
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
1990-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
SP500TR, CAC40TR
1996-
Linear
Code
<- indices %>%
plot_linear 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
Log
No label
Code
<- plot_linear +
plot_log scale_y_log10(breaks = c(100, 200, 400, 800, 1000, 1900, 1600))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
CAC40, CAC40TR
Tous
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
1990-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
1996-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
Nasdaq, S&P 500
1995-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
2002-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
2010-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
Nasdaq, S&P 500, Euro Stoxx
1995-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
2007-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
S&P 500
All
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 500))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
1990-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
CAC40, S&P 500
1990-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
2000-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
2010-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr
Nasdaq, S&P 500, Euro Stoxx
1995-
Linear
Code
<- indices %>%
plot_linear 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
Log
Code
<- plot_linear +
plot_log scale_y_log10(breaks = seq(0, 10000, 100))
plot_log
Bind
Code
::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T) ggpubr