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French CAC40 Index Historical Stock Data
Finance & Banking Analytics
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About
This dataset provides daily stock market data for the CAC40 index, a key French benchmark. The CAC40, previously known as Bourse de Paris, represents a capitalisation-weighted measure of the 40 most significant stocks selected from the 100 largest market capitalisations traded on Euronext Paris. Its acronym, Cotation Assistée en Continu, translates to continuous assisted trading, and the index is widely used as a benchmark for investment funds focused on the French stock market. The dataset covers daily stock information from 2010 to 2021, with data for 2021 onwards acquired directly via the
yfinance library using a dedicated notebook.Columns
The dataset contains 8 columns, each offering detailed stock information:
- CompanyName: The name of the company, with 40 unique entries. Examples include Unibail-Rodamco-Westfield and Publicis. All 81.7 thousand records are valid, with no mismatched or missing values.
- StockName: The ticker symbol for the stock, also featuring 40 unique entries. Examples include URW.AS and PUB.PA. All 81.7 thousand records are valid, with no mismatched or missing values.
- High: Represents the highest price reached during the trading day. The mean value is 52.7, with a standard deviation of 205. All 81.7 thousand records are valid, with no mismatched or missing values.
- Low: Indicates the lowest price reached during the trading day. The mean value is 51.8, with a standard deviation of 204. All 81.7 thousand records are valid, with no mismatched or missing values.
- Open: The price at which the stock opened trading for the day. The mean value is 52.2, with a standard deviation of 204. All 81.7 thousand records are valid, with no mismatched or missing values.
- Close: The price at which the stock closed trading for the day. The mean value is 52.2, with a standard deviation of 204. All 81.7 thousand records are valid, with no mismatched or missing values.
- Volume: The total number of shares traded during the day. The mean volume is 1.5 million, with a standard deviation of 2.71 million. All 81.7 thousand records are valid, with no mismatched or missing values.
- Date: The specific date of the daily stock record, spanning from 4th January 2010 to 1st February 2021. All 81.7 thousand records are valid, with no mismatched or missing values.
Distribution
The dataset is supplied in a CSV file format, named
CAC40_stocks_2010_2021.csv. It has a file size of 8.49 MB. The dataset comprises 81.7 thousand valid records across all 8 columns, with no reported mismatched or missing values for any of the listed stock metrics.Usage
This dataset is ideal for a variety of analytical and forecasting applications:
- Practising Exploratory Data Analysis (EDA) on time series data.
- Applying statistical tests to assess stationarity, such as the Dickey-Fuller test.
- Becoming familiar with the Akaike Information Criterion (AIC), which serves as an estimator of out-of-sample prediction error.
- Learning how to tune autoARIMA models.
- Setting up a forecasting strategy for stocks.
- Identifying specific stress periods within an industry.
Coverage
The dataset specifically targets the French stock market, focusing on the CAC40 index. It monitors the performance of the 40 most significant stocks listed on Euronext Paris. The data spans a time range from 2010 to 2021, with daily records for this period. The provided CSV data precisely covers dates from 4th January 2010 to 1st February 2021, while information for 2021 onwards is obtained from the
yfinance library.License
CC0: Public Domain
Who Can Use It
This dataset is particularly valuable for:
- Data scientists and analysts interested in financial time series analysis and modelling.
- Researchers and academics exploring market trends, volatility, and economic indicators within European finance.
- Students learning about stock market mechanisms, data analysis, and predictive modelling techniques.
- Quantitative developers aiming to build or refine stock forecasting algorithms and evaluate model performance.
Dataset Name Suggestions
- CAC40 Daily Stock Market Records (2010-2021)
- French CAC40 Index Historical Stock Data
- Euronext Paris Top 40 Stocks Analysis
- CAC40 Time Series for Financial Modelling
Attributes
Original Data Source: French CAC40 Index Historical Stock Data
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