IBEX 35 Stock Data for Principal Component Analysis and Portfolio Optimization

A dataset containing historical financial data for assets in the IBEX 35 index, used for a Bachelor's thesis. It includes closing prices, logarithmic returns, covariance and correlation matrices, and results from Principal Component Analysis and Markowitz portfolio optimization. The 1.7 MB XLSX file was authored by marta m and last updated on 2026-05-10.

Use Cases

• Applying Principal Component Analysis based on the covariance matrices mentioned in the description.
• Optimizing investment portfolios using the Markowitz model based on the provided asset returns.
• Calculating and analyzing logarithmic returns from the historical closing price data.
• Reproducing academic results from the associated Bachelor's thesis.

Strengths

• Includes derived financial metrics like covariance matrices and PCA results.
• File size is 1.7 MB, indicating a focused and manageable dataset.
• Released under the CC-BY-4.0 license for open academic use.

Limitations

• Row count is unknown, which may limit suitability assessment.
• Column-level documentation is absent; field semantics must be inferred after download.
• Description metadata is limited; actual data quality requires manual inspection after download.

Provenance

Source

figshare

Collection Method

Likely compiled from financial market data sources for academic analysis.

Freshness

Last updated 2026-05-10 17:17:15; freshness should be verified.

Geography

Spain (IBEX 35 index)