Historical Indian Stock Market and Gold Rates

Columns

• Indian Stock Index Data (e.g., Nifty 50 Data):
  • Date: The date of observation.
  • Open: The opening price of the index on that day.
  • High: The highest price of the index on that day.
  • Low: The lowest price of the index on that day.
  • Close: The closing price of the index on that day.
• Index Valuation Ratios (e.g., NIFTY 50 - Historical PE_PBDIV_Data):
  • Date: The date of observation.
  • P/E (Price to Earnings Ratio): Calculated as Price per share divided by Earnings per share. A lower P/E ratio is generally preferred when purchasing stock, though the ideal value varies by sector.
  • P/B (Price-to-book value): Calculated as Price per share divided by Book value per share. A lower P/B value could suggest the stock is undervalued, with the definition of 'lower' differing across sectors.
  • Div Yield % (Dividend Yield Percentage): Calculated as (Cash Dividend per share / Market Price per share) * 100.
• Volatility Index (VIX) Data:
  • Columns are similar to the stock index OHLC data, including Date, Open, High, Low, and Close prices for the Volatility Index.
• Gold Price Data (Gold price INR.csv):
  • Date: The date of observation.
  • Gold price (INR per troy ounce): The price of gold in Indian Rupees per troy ounce, where 1 troy ounce equals 31.1035 grams.

Distribution

Usage

• Financial market analysis: Understanding historical performance and trends of Indian stock indices and gold prices.
• Quantitative research: Developing and testing trading strategies.
• Econometric modelling: Analysing the relationship between various market indicators.
• Investment strategy development: Informing decisions for portfolio managers and individual investors.
• Time series forecasting: Predicting future index prices using multiple features, including OHLC data, P/B, P/E, Dividend Yield percentage, and VIX.
• Educational purposes: Providing real-world data for academic studies and teaching in finance and data science.

Coverage

• Geographic Scope: Primarily India, focusing on the Indian Stock Market indices.
• Time Range:
  • Indian Stock Indices (OHLC, PE, P/B, Div Yield) and VIX: Daily data from 1990 to 2022.
  • Gold Price: Daily data from 1979 to 2022.
• Specific Indices Included:
  • NIFTY 50, NIFTY 100, NIFTY BANK, NIFTY COMMODITIES, NIFTY ENERGY, NIFTY FMCG, NIFTY HOUSING, NIFTY INDIA MANUFACTURING, NIFTY INFRASTRUCTURE, NIFTY IT, NIFTY MEDIA, NIFTY METAL, NIFTY MIDCAP 100, NIFTY NEXT 50, NIFTY OIL & GAS, NIFTY PHARMA, NIFTY PRIVATE BANK, NIFTY PSU BANK, NIFTY AUTO, and VIX History.

License

Who Can Use It

• Data scientists: For building and validating predictive models.
• Researchers: Conducting academic studies on financial markets and economics.
• Financial analysts: Gaining deeper insights into market dynamics and investment opportunities.
• Students: Learning about financial data analysis and time series forecasting.
• Investors: Informing their investment decisions by analysing historical trends and relationships.

Dataset Name Suggestions

• Indian Financial Market Historical Data
• NSE Indices and Gold Prices (1990-2022)
• India Equities & Gold Price Data
• Historical Indian Stock Market and Gold Rates
• Indian Market Indicators and Precious Metals

Attributes