MASI Index and Top 75 Moroccan Stocks Time Series
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Gain insight into the financial pulse of Morocco with this extensive time series collection from the Casablanca Stock Exchange. Spanning the years 2017 to 2022, the data tracks the daily performance of the Moroccan All Shares Index (MASI) alongside stock prices for over 75 listed companies. This compilation is particularly suited for advanced analytical methods, such as K-means clustering with Dynamic Time Warping (DTW), allowing researchers to identify similarity patterns in market movements. It serves as a vital resource for understanding economic resilience, distinguishing between companies that flourished, recovered, or faced significant downturns during critical global events like the pandemic.
Columns
The dataset consists of 76 columns, primarily representing the daily stock prices of individual companies and the overall market index. Key columns include:
date: The specific trading date, ranging from 2017 to 2022.Addoha: Stock prices for Douja Prom Addoha.AFMA: Stock prices for AFMA.Afric Indus: Stock prices for Afric Industries.Afriquia Gaz: Stock prices for Afriquia Gaz.Agma: Stock prices for Agma Lahlou-Tazi.Alliances: Stock prices for Alliances Developpement Immobilier.Aluminium Maroc: Stock prices for Aluminium du Maroc.Aradei Capital: Stock prices for Aradei Capital (Note: High variability in data availability with approximately 78% missing values).ATLANTASANAD: Stock prices for AtlantaSanad Assurance.- Additional columns representing dozens of other Moroccan entities and the
MASIindex itself.
Distribution
- Format: CSV (
stocks.csv) - Size: Approximately 574.86 kB
- Structure: 1,244 rows (records) and 76 columns.
- Update Frequency: Expected monthly updates.
Usage
- Time Series Analysis: Forecast future stock movements and identify seasonal trends.
- Clustering Algorithms: Apply K-means and DTW to group companies with similar performance behaviours.
- Economic Impact Studies: Analyse market reactions to global crises, such as the COVID-19 pandemic.
- Portfolio Management: Assess risk and return profiles for Moroccan assets.
Coverage
- Geographic Scope: Morocco (Casablanca Stock Exchange).
- Time Range: 16 January 2017 to 2022.
- Demographic/Entity Scope: Over 75 public limited companies across various business sectors including real estate, insurance, industry, and energy.
License
CC0: Public Domain
Who Can Use It
- Data Scientists: For training clustering models and testing time-series algorithms.
- Financial Analysts: For market reporting and equity research.
- Economists: For macro-economic trend analysis in North African markets.
- Investors: For historical performance review and strategy backtesting.
Dataset Name Suggestions
- Casablanca Stock Exchange & MASI Index (2017-2022)
- Moroccan Market Dynamics: Daily Stock Prices
- MASI Index and Top 75 Moroccan Stocks Time Series
Attributes
Original Data Source: MASI Index and Top 75 Moroccan Stocks Time Series
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