Indices

Data - yahoo

Author

François Geerolf

Info

source dataset Title .html .rData
yahoo indices Indices 2026-01-30 2026-01-25

LAST_COMPILE

LAST_COMPILE
2026-01-31

Last

date Nobs
2026-01-31 1

symbol

Flat

CAC40, TR

All

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

1990-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

SP500TR, CAC40TR

1990-

Linear

Code 
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

Log

No label

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = c(100, 200, 400, 800, 1000, 1900, 1600))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

1996-

Linear

Code 
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

Log

No label

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = c(100, 200, 400, 800, 1000, 1900, 1600))

plot_log

Francais

Code 
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])

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

2008-

Francais

Code 
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])

2010-

Francais

Code 
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])

CAC40, CAC40TR

Tous

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

1990-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

1996-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

Nasdaq, S&P 500

1995-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

2002-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

2010-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

Nasdaq, S&P 500, Euro Stoxx

1995-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

2007-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

S&P 500

All

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 500))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

1990-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

CAC40, S&P 500

1990-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

2000-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

2010-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)

^NKNR.OS (Nikkei Average Net Total Return)

1995-

Linear

Code 
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

Nasdaq, S&P 500, Euro Stoxx

1995-

Linear

Code 
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

Log

Code 
plot_log <- plot_linear +
  scale_y_log10(breaks = seq(0, 10000, 100))

plot_log

Bind

Code 
ggpubr::ggarrange(plot_linear + ggtitle("Linear scale"), plot_log + ggtitle("Log scale"), common.legend = T)