NASDAQ Composite Price Analysis

NASDAQ Composite Price Analysis

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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_rtn	log_rtn
Date
2021-06-28	0.009757	0.009710
2021-06-29	0.001919	0.001917
2021-06-30	-0.001678	-0.001680
2021-07-01	0.001271	0.001270
2021-07-02	0.008053	0.008021
2021-07-06	0.001661	0.001659
2021-07-07	0.000097	0.000097
2021-07-08	-0.007179	-0.007205
2021-07-09	0.009762	0.009715
2021-07-12	0.002130	0.002128
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
2021-07-20	0.015685	0.015563
2021-07-21	0.009178	0.009136
2021-07-22	0.003598	0.003592
2021-07-23	0.010378	0.010324
2021-07-26	0.000251	0.000251

Calculate the monthly realized volatility NASDAQ * **

Annualize the values NASDAD:

fig, ax = plt.subplots(3, 1, figsize=(24, 20), 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 (%)')

New Update: NASDAQ update