NASDAQ Composite Price Analysis

NASDAQ Composite Price Analysis

Ghost effect/feature fig;

NASDAQ return



What is NASDAQ Composite?

The NASDAQ Composite  (ticker symbol ^IXIC)  is a stock market index that includes almost more than 2500 stocks

How to get NASDAQ data from yahoo finance?

! pip install yfinance
df = yf.download('^IXIC', IXIC-NASDAQ
start='2000-01-01',
end='2021-07-27',
progress=False)
df.tail()

How to get simple and log return of NASDAQ?.


simple_rtnlog_rtn
Date
2021-06-280.0097570.009710
2021-06-290.0019190.001917
2021-06-30-0.001678-0.001680
2021-07-010.0012710.001270
2021-07-020.0080530.008021
2021-07-060.0016610.001659
2021-07-070.0000970.000097
2021-07-08-0.007179-0.007205
2021-07-090.0097620.009715
2021-07-120.0021300.002128
2021-07-13-0.003773-0.003780
2021-07-14-0.002228-0.002230
2021-07-15-0.006953-0.006977
2021-07-16-0.007969-0.008001
2021-07-19-0.010554-0.010610
2021-07-200.0156850.015563
2021-07-210.0091780.009136
2021-07-220.0035980.003592
2021-07-230.0103780.010324
2021-07-260.0002510.000251 

Calculate the monthly realized volatility NASDAQ * **

Annualize the values NASDAD:
Annualize the values NASDAD
fig, ax = plt.subplots(31, figsize=(2420), sharex=True)
df.adj_close.plot(ax=ax[0])
ax[0].set(title = 'NASDAQ time series',
ylabel = 'Stock price ($)')
df.simple_rtn.plot(ax=ax[1])
ax[1].set(ylabel = 'Simple returns (%)')
df.log_rtn.plot(ax=ax[2])
ax[2].set(xlabel = 'Date',
ylabel = 'Log returns (%)')
Log  return values NASDAD



New Update: NASDAQ update

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