Monthly closing values and total monthly return for the Ibovespa
(IBOV) and six B3 sector indices, covering 2020-01 through 2024-12.
Snapshot frozen at 2024-12-31. Long format: one row per
(sector_index, month). Suitable for theme_finance() demos
and small-multiples.
Format
A data frame with ~420 rows and 4 columns:
- date
First day of the month (Date).
- sector_index
Factor with 7 levels: IBOV, IFNC, INDX, IMAT, IEEX, ICON, IMOB.
- close
End-of-month index level (numeric).
- return_m
Monthly arithmetic return, fraction (numeric);
NAfor the first month of each series.
Source
B3 S.A. – Brasil, Bolsa, Balcão, historical index series for the
Ibovespa and B3 sector indices, fetched via the rb3 package. The
snapshot ends on 2024-12-31; close and return_m are transformed or
derived in this repository. B3 does not endorse this package. See
data-raw/ibov_sectors.R and
https://www.b3.com.br/pt_br/market-data-e-indices/indices/indices-de-segmentos-e-setoriais/.
Examples
head(ibov_sectors)
#> # A tibble: 6 × 4
#> date sector_index close return_m
#> <date> <fct> <dbl> <dbl>
#> 1 2019-12-01 IBOV 115645. NA
#> 2 2020-01-01 IBOV 113761. -0.0163
#> 3 2020-02-01 IBOV 104172. -0.0843
#> 4 2020-03-01 IBOV 73020. -0.299
#> 5 2020-04-01 IBOV 80506. 0.102
#> 6 2020-05-01 IBOV 87403. 0.0857
