Value migration network

The data contain the daily returns of 499 stocks of the S&P 500 Index that were continuously traded in the US market from 04 Januray 2021 to 31 December 2021, including a total of 252 trading days. Data time series were obtained from Yahoo Finance (http://finance.yahoo.com). The dataset contains the MST-based value migration network. The sector classification of companies and clustering according to the division into communities (using various methods of community detection) and into clusters using the PAM method are also included.

本数据集包含2021年1月4日至2021年12月31日期间，在美国市场持续交易的499只标普500指数（S&P 500 Index）成分股的日收益率数据，共计252个交易日。该时间序列数据获取自雅虎财经（Yahoo Finance，http://finance.yahoo.com）。数据集包含基于最小生成树（Minimum Spanning Tree, MST）的价值迁移网络，同时附带公司行业分类信息，以及通过多种社区检测方法划分得到的社区聚类结果，和采用围绕中心点划分（Partitioning Around Medoids, PAM）方法完成的聚类结果。