Disclaimer!!! Data uploaded here are collected from the internet. The sole purposes of uploading these data are to provide this Kaggle community with a good source of data for analysis and research. I don't own these datasets and am also not responsible for them legally by any means. I am not charging anything (either monetary or any favor) for this dataset.

Overview

This dataset contains historical daily prices for indices currently trading on the Indian Stock Market. The historical data are retrieved from the NSE India website. Daily gold price from 1979 to 2022 in INR is uploaded here.

• Premier
  • PE, P/B, Div Yield Data.
  • Gold price to INR Data.

Content

This data contains daily OHLC data for all indices in NSE from 1990 to 2022. Along with Indices OHLC data, there are PE(Price to Earning ratio), P/B (Price to book value), and Dividend Yield data also available for all indices. Lastly, Volatility Index (VIX) data is also available from 1990 to 2022.

For Example - - "Nifty 50 data" contains the below columns: 1. Date - Date of observation 2. Open - Open price of the index on a particular day 3. High - High price of the index on a particular day 4. Low - Low price of the index on a particular day 5. Close - Close price of the index on a particular day - "NIFTY 50 - HistoricalPE_PBDIV_Data" contains the below columns: 1. Date - Date of observation 2. P/E - Price to Earnings Ratio 3. P/B - Price-to-book value 4. Div Yield % - Dividend Yield = Cash Dividend per share / Market Price per share * 100

• "Gold price INR.csv" contains Date and Gold price (INR per troy ounce). Where 1 Troy ounce = 31.1035 gram

The list of indices is: 1. NIFTY 50
2. NIFTY 100
3. NIFTY BANK
4. NIFTY COMMODITIES 5. NIFTY ENERGY
6. NIFTY FMCG 7. NIFTY HOUSING
8. NIFTY INDIA MANUFACTURING 9. NIFTY INFRASTRUCTURE
10. NIFTY IT 11. NIFTY MEDIA
12. NIFTY METAL 13. NIFTY MIDCAP 100
14. NIFTY NEXT 50 15. NIFTY OIL & GAS
16. NIFTY PHARMA 17. NIFTY PRIVATE BANK 18. NIFTY PSU BANK 19. NIFTY AUTO 20. VIX History

Inspiration

• Data is uploaded for Research and Educational purposes.
• The data scientists and researchers can download any index OHLC data, along with P/B, PE, and Dividend Yield values and VIX data.
• Even Gold prices can help researchers to get more insight into their investment decisions.
• A time series forecasting for future index price, based on multiple features along with OHLC data and P/B, P/E, and Div Yield percentage, VIX.

Data Source

For the gold price - https://gold.org For stock indices - https://www.niftyindices.com/reports/historical-data

Context

Content

Ticker Description 0 GC=F Gold 1 SI=F Silver 2 CL=F Crude Oil 3 ^GSPC S&P500 4 PL=F Platinum 5 HG=F Copper 6 DX=F Dollar Index 7 ^VIX Volatility Index 8 EEM MSCI EM ETF 9 EURUSD=X Euro USD 10 ^N100 Euronext100 11 ^IXIC Nasdaq 12 ^BSESN Bse sensex 13 ^NSEI Nifty 50 14 ^DJI Dow

Context

In the Indian Stock Market, the term "Nifty" was derived from "National" and "Fifty" as it comprised of 50 actively traded stocks in the National Stock Exchange. While initially one stock, the brand NIFTY grew to the point where it comprised of over 350 Indices as of February 28 2023, all of which serve as benchmarks for products traded on NSE.

The Nifty 50 Index consists of 50 companies spread across 13 sectors and is the largest single financial product of India. However, there are many other Indices which represent different segments and industries within the stock market and many investors use these indices to track the performance of specific sectors or market segments, and to gain exposure to different areas of the Indian economy.

Financial Investments need to be distributed across multiple investment vehicles to reduce risk. Methods to reduce risk involve diversifying one's portfolio across * various asset classes(Equity, Bonds, etc.) * sectors(IT, Pharma, etc.) * sub-groups based on parameters like Size (Large Cap, Mid Cap, Small Cap) and Geography(International Funds).

Analysis on the data of different investment vehicles could provide insights which could help an investor make informed decisions while investing and reduce risks.

Content

This dataset is divided into 3 folders. All files contain data before 7th April 2023.

Bonds and ETFs

Historical Data about two ETFs and one bond

BHARATBOND_2030: An investment option facilitated by Edelweiss Mutual Fund. Invests in bonds issues by Indian Public Sector companies.

GoldBeEs: ETF that invests in physical gold and aims to provide returns that closely correspond to the returns provided by the domestic price of gold.

SilverBeEs: ETF that invests in physical silver and aims to provide returns that closely correspond to the returns provided by the domestic price of silver.

Investment Factor Indices

Historical Data about four Indices tracking the performance of top companies based on specific parameters.

NIFTY50 Value 20: Tracks the 20 stocks which are Top ranked in Value among all the Nifty 50 stocks.

NIFTY200 Momentum 30: Tracks the 30 stocks with the highest Momentum among the Top-200 stocks.

NIFTY200 Quality 30: Tracks the 30 stocks with highest quality rating among Top-200 stocks

NIFTY Alpha Low Volatility 30: Tracks the 30 stocks with high Alpha and Low Volatility from among the Top 150 stocks

NIFTY_Indices

Contains the daily open, high, low and close of 18 NIFTY Indices across different sectors and sizes from their launch date till April 6 2023. The file CLOSE-INDICES.csv consists of the daily close prices of all 18 indices from 29 December 2006 till April 6 2023.

Acknowledgements

This data is sourced from NSE and Yahoo Finance.