1_price_data_collection.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "source": [
    "# Overview:\n",
    "\n",
    "This notebook is used to get the index and constituent price data for the S&P 500 Equal Weight Consumer Staples Index (SPXEWCS) from Yahoo Finance. The data is then saved as csv files\n",
    "\n",
    "The end result is daily price data for the index and its constituent stocks that were in the index at each time step from 2006 to 2023. The data is saved in the data folder as constituent_prices.csv and index_prices.csv. The data is saved in the data folder as constituent_prices.csv and index_prices.csv."
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "markdown",
   "source": [
    "# 1) Get Index Constituent Stocks\n",
    "\n",
    "- The following code uses data from Bloomberg giving stock weights for the S&P 500 Equal Weight Consumer Staples Index (SPXEWCS) at each rebalancing period (Quarter: June, Sep, Dec, March).\n",
    "\n",
    "- At each time step, we find the stocks that will be a part of the index for the following quarter. We store the results in a dictionary titled time_constituent_dict that takes the form {time1: [ticker1, ticker2, ... ], time2: [ticker1, ticker2, ... ], ...}\n",
    "\n",
    "- Note that the number and composition of constituent stocks is not the same at each period, as it changes over time. As a result, some stocks will be included at only some time steps. We will only consider stocks which are in the index at each time step."
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import yfinance as yf"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:54:20.173830Z",
     "start_time": "2023-12-10T21:54:18.352497Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "outputs": [
    {
     "data": {
      "text/plain": "                                           Unnamed: 0        Unnamed: 1  \\\n0                                             SPXEWCS               NaN   \n1                                                 NaN  Consumer Staples   \n2                                                 NaN               NaN   \n3                                                 NaN               NaN   \n4                                                 NaN               NaN   \n5                                                 NaN               NaN   \n6                                                 NaN               NaN   \n7                                                 NaN               NaN   \n8                                                 NaN               NaN   \n9                                                 NaN               NaN   \n10                                                NaN               NaN   \n11                                                NaN               NaN   \n12                                                NaN               NaN   \n13                                                NaN               NaN   \n14                                                NaN               NaN   \n15                                                NaN               NaN   \n16                                                NaN               NaN   \n17                                                NaN               NaN   \n18                                                NaN               NaN   \n19                                                NaN               NaN   \n20                                                NaN               NaN   \n21                                                NaN               NaN   \n22                                                NaN               NaN   \n23                                                NaN               NaN   \n24                                                NaN               NaN   \n25                                                NaN               NaN   \n26                                                NaN               NaN   \n27                                                NaN               NaN   \n28                                                NaN               NaN   \n29                                                NaN               NaN   \n30                                                NaN               NaN   \n31                                                NaN               NaN   \n32                                                NaN               NaN   \n33                                                NaN               NaN   \n34                                                NaN               NaN   \n35                                                NaN               NaN   \n36                                                NaN               NaN   \n37                                                NaN               NaN   \n38                                                NaN               NaN   \n39                                                NaN               NaN   \n40                                                NaN               NaN   \n41                                                NaN               NaN   \n42                                                NaN               NaN   \n43                                                NaN               NaN   \n44                                                NaN       Health Care   \n45                                                NaN               NaN   \n46                                                NaN    Not Classified   \n47                                                NaN               NaN   \n48                                                NaN               NaN   \n49                                                NaN               NaN   \n50                                                NaN               NaN   \n51                                                NaN               NaN   \n52                                                NaN               NaN   \n53                                                NaN               NaN   \n54                                                NaN               NaN   \n55  The BLOOMBERG PROFESSIONAL service, BLOOMBERG ...               NaN   \n\n                      Unnamed: 2  6/30/2006  9/30/2006  12/31/2006  3/31/2007  \\\n0                            NaN     100.00     100.00      100.00     100.00   \n1                            NaN      82.09      82.18       84.19      84.30   \n2               ALTRIA GROUP INC       2.60       2.35        2.66       2.65   \n3      ARCHER-DANIELS-MIDLAND CO       2.65       2.53        2.58       2.80   \n4              AVON PRODUCTS INC       2.60       2.64        2.64       2.54   \n5      BROWN-FORMAN CORP-CLASS B       2.44       2.58        2.62       2.59   \n6               CAMPBELL SOUP CO       2.65       2.49        2.58       2.56   \n7                 CLOROX COMPANY       2.50       2.57        2.66       2.62   \n8               COCA-COLA CO/THE       2.50       2.55        2.60       2.60   \n9   COCA-COLA EUROPACIFIC PARTNE       2.67       2.56        2.66       2.56   \n10          COLGATE-PALMOLIVE CO       2.48       2.55        2.63       2.62   \n11            CONAGRA BRANDS INC       2.51       2.67        2.69       2.62   \n12    CONSTELLATION BRANDS INC-A       2.52       2.64        2.71       2.81   \n13         COSTCO WHOLESALE CORP       2.67       2.54        2.60       2.60   \n14                 DEAN FOODS CO       2.60       2.57        2.59       2.59   \n15   ESTEE LAUDER COMPANIES-CL A       2.53       2.65        2.62       2.61   \n16             GENERAL MILLS INC       2.57       2.72        2.64       2.65   \n17                HERSHEY CO/THE       2.53       2.62        2.58       2.61   \n18       HILLSHIRE BRANDS CO/THE       2.35       2.73        2.65       2.61   \n19             HORMEL FOODS CORP        NaN        NaN         NaN        NaN   \n20             JM SMUCKER CO/THE        NaN        NaN         NaN        NaN   \n21                     KELLANOVA       2.57       2.54        2.61       2.60   \n22          KEURIG DR PEPPER INC        NaN        NaN         NaN        NaN   \n23     KEURIG GREEN MOUNTAIN INC        NaN        NaN         NaN        NaN   \n24           KIMBERLY-CLARK CORP       2.55       2.55        2.67       2.63   \n25         KRAFT FOODS GROUP INC        NaN        NaN         NaN        NaN   \n26                     KROGER CO       2.80       2.62        2.51       2.72   \n27                 LORILLARD INC        NaN        NaN         NaN        NaN   \n28   MCCORMICK & CO-NON VTG SHRS       2.56       2.62        2.58       2.62   \n29     MEAD JOHNSON NUTRITION CO        NaN        NaN         NaN        NaN   \n30  MOLSON COORS BEVERAGE CO - B       2.52       2.58        2.73       2.72   \n31  MONDELEZ INTERNATIONAL INC-A        NaN        NaN         NaN        NaN   \n32    MONSTER BEVERAGE 1990 CORP        NaN        NaN         NaN        NaN   \n33                   PEPSICO INC       2.53       2.56        2.62       2.60   \n34   PHILIP MORRIS INTERNATIONAL        NaN        NaN         NaN        NaN   \n35       PROCTER & GAMBLE CO/THE       2.54       2.59        2.64       2.62   \n36         REYNOLDS AMERICAN INC       2.61       2.41        2.68       2.67   \n37                   SAFEWAY INC       2.64       2.64        2.68       2.72   \n38                 SUPERVALU INC       2.59       2.52        2.64       2.66   \n39                    SYSCO CORP       2.52       2.52        2.68       2.67   \n40          TYSON FOODS INC-CL A       2.57       2.54        2.60       2.72   \n41  WALGREENS BOOTS ALLIANCE INC       2.61       2.26        2.72       2.54   \n42                   WALMART INC       2.50       2.61        2.62       2.60   \n43        WHOLE FOODS MARKET INC       2.61       2.69        2.52       2.59   \n44                           NaN       2.55       2.35        2.67       2.65   \n45               CVS HEALTH CORP       2.55       2.35        2.67       2.65   \n46                           NaN      15.35      15.47       13.13      13.05   \n47             ALBERTO-CULVER CO       2.62       2.58         NaN        NaN   \n48        ANHEUSER-BUSCH COS INC       2.52       2.56        2.68       2.60   \n49              BEAM SUNTORY INC        NaN        NaN         NaN        NaN   \n50          KRAFT HEINZ FOODS CO       2.52       2.58        2.55       2.62   \n51      PEPSI BOTTLING GROUP INC       2.59       2.61        2.56       2.66   \n52                       UST LLC       2.58       2.59        2.72       2.64   \n53              WM WRIGLEY JR CO       2.52       2.54        2.62       2.54   \n54                           NaN        NaN        NaN         NaN        NaN   \n55                           NaN        NaN        NaN         NaN        NaN   \n\n    6/30/2007  9/30/2007  12/31/2007  ...  12/31/2011  3/31/2012  6/30/2012  \\\n0      100.00     100.00      100.00  ...      100.00     100.00     100.00   \n1       84.66      84.53       84.48  ...       92.71      92.91      92.76   \n2        2.57       2.58        2.54  ...        2.36       2.37       2.47   \n3        2.48       2.54        2.73  ...        2.39       2.38       2.18   \n4        2.48       2.71        2.51  ...        2.42       2.44       2.40   \n5        2.60       2.56        2.56  ...        2.40       2.44       2.55   \n6        2.55       2.66        2.56  ...        2.35       2.41       2.48   \n7        2.49       2.54        2.57  ...        2.37       2.37       2.37   \n8        2.62       2.58        2.53  ...        2.40       2.49       2.45   \n9        2.69       2.54        2.56  ...        2.32       2.43       2.45   \n10       2.52       2.59        2.58  ...        2.38       2.43       2.45   \n11       2.69       2.52        2.56  ...        2.40       2.35       2.43   \n12       2.62       2.56        2.52  ...        2.45       2.47       3.32   \n13       2.70       2.57        2.59  ...        2.34       2.38       2.52   \n14       2.64       2.49        2.53  ...        2.42       2.36       2.50   \n15       2.56       2.53        2.52  ...        2.41       2.45       2.31   \n16       2.54       2.52        2.55  ...        2.36       2.39       2.37   \n17       2.56       2.54        2.60  ...        2.41       2.41       2.51   \n18       2.51       2.58        2.56  ...        2.38       2.35        NaN   \n19        NaN        NaN         NaN  ...        2.37       2.40       2.41   \n20        NaN        NaN         NaN  ...        2.36       2.52       2.35   \n21       2.57       2.54        2.55  ...        2.40       2.39       2.39   \n22        NaN        NaN         NaN  ...        2.36       2.47       2.41   \n23        NaN        NaN         NaN  ...         NaN        NaN        NaN   \n24       2.49       2.55        2.60  ...        2.39       2.41       2.43   \n25        NaN        NaN         NaN  ...         NaN        NaN        NaN   \n26       2.37       2.54        2.59  ...        2.37       2.33       2.53   \n27        NaN        NaN         NaN  ...        2.44       2.35       2.52   \n28       2.63       2.49        2.53  ...        2.40       2.50       2.56   \n29        NaN        NaN         NaN  ...        2.18       2.43       2.33   \n30       2.60       2.57        2.55  ...        2.37       2.47       2.51   \n31       2.58       2.52        2.55  ...        2.37       2.34       2.38   \n32        NaN        NaN         NaN  ...         NaN        NaN       2.24   \n33       2.52       2.61        2.55  ...        2.38       2.46       2.43   \n34        NaN        NaN         NaN  ...        2.40       2.45       2.45   \n35       2.53       2.58        2.58  ...        2.37       2.35       2.30   \n36       2.69       2.55        2.55  ...        2.36       2.30       2.57   \n37       2.57       2.55        2.51  ...        2.37       2.17       2.34   \n38       2.53       2.49        2.57  ...        2.51       2.08        NaN   \n39       2.56       2.61        2.53  ...        2.35       2.33       2.44   \n40       2.65       2.41        2.60  ...        2.35       2.25       2.33   \n41       2.54       2.64        2.57  ...        2.24       2.34       2.23   \n42       2.52       2.51        2.56  ...        2.38       2.38       2.40   \n43       2.50       2.76        2.49  ...        2.44       2.32       2.47   \n44       2.51       2.66        2.61  ...        2.52       2.29       2.45   \n45       2.51       2.66        2.61  ...        2.52       2.29       2.45   \n46      12.84      12.80       12.91  ...        4.78       4.80       4.79   \n47        NaN        NaN         NaN  ...         NaN        NaN        NaN   \n48       2.55       2.51        2.55  ...         NaN        NaN        NaN   \n49        NaN        NaN         NaN  ...        2.41       2.44       2.40   \n50       2.59       2.57        2.58  ...        2.36       2.36       2.39   \n51       2.55       2.57        2.61  ...         NaN        NaN        NaN   \n52       2.62       2.55        2.61  ...         NaN        NaN        NaN   \n53       2.53       2.59        2.57  ...         NaN        NaN        NaN   \n54        NaN        NaN         NaN  ...         NaN        NaN        NaN   \n55        NaN        NaN         NaN  ...         NaN        NaN        NaN   \n\n    9/30/2012  12/31/2012  3/31/2013  6/30/2013  9/30/2013  12/31/2013  \\\n0      100.00      100.00     100.00     100.00     100.00      100.00   \n1       92.72       92.88      92.92      95.08      95.10       94.89   \n2        2.46        2.28       2.31       2.50       2.49        2.52   \n3        2.43        2.43       2.37       2.61       2.57        2.62   \n4        2.38        2.46       2.40       2.34       2.51        2.49   \n5        2.47        2.40       2.42       2.46       2.46        2.51   \n6        2.45        2.36       2.50       2.54       2.44        2.59   \n7        2.48        2.34       2.40       2.48       2.46        2.42   \n8        2.41        2.32       2.35       2.53       2.48        2.56   \n9        2.43        2.47       2.32       2.48       2.56        2.64   \n10       2.51        2.38       2.33       2.48       2.52        2.48   \n11       2.62        2.35       2.35       2.61       2.41        2.59   \n12       2.44        2.41       2.47       2.55       2.47        2.47   \n13       2.38        2.45       2.35       2.53       2.49        2.46   \n14       2.46        2.41       2.32        NaN        NaN         NaN   \n15       2.44        2.36       2.23       2.45       2.50        2.53   \n16       2.49        2.35       2.43       2.51       2.46        2.45   \n17       2.45        2.35       2.37       2.55       2.56        2.50   \n18        NaN         NaN        NaN        NaN        NaN         NaN   \n19       2.45        2.41       2.45       2.45       2.49        2.49   \n20       2.43        2.39       2.33       2.55       2.46        2.51   \n21       2.50        2.37       2.39       2.54       2.45        2.46   \n22       2.45        2.38       2.44       2.49       2.52        2.49   \n23        NaN         NaN        NaN        NaN        NaN         NaN   \n24       2.52        2.39       2.38       2.53       2.49        2.45   \n25        NaN        2.35       2.37       2.55       2.45        2.50   \n26       2.40        2.38       2.43       2.53       2.61        2.41   \n27       2.45        2.35       2.39       2.53       2.57        2.46   \n28       2.39        2.37       2.39       2.48       2.41        2.48   \n29       2.37        2.41       2.36       2.48       2.48        2.45   \n30       2.38        2.39       2.36       2.46       2.56        2.57   \n31       2.51        2.35       2.45       2.44       2.52        2.54   \n32       2.44        2.38       2.30       2.61       2.40        2.69   \n33       2.44        2.35       2.34       2.53       2.50        2.50   \n34       2.44        2.29       2.32       2.39       2.50        2.49   \n35       2.43        2.34       2.28       2.51       2.42        2.41   \n36       2.39        2.33       2.36       2.54       2.53        2.49   \n37       2.32        2.47       2.55       2.47       2.87        2.37   \n38        NaN         NaN        NaN        NaN        NaN         NaN   \n39       2.50        2.40       2.41       2.52       2.45        2.42   \n40       2.36        2.38       2.36       2.56       2.36        2.46   \n41       2.45        2.42       2.68       2.24       2.55        2.45   \n42       2.40        2.39       2.34       2.53       2.52        2.45   \n43       2.42        2.48       2.33       2.55       2.59        2.51   \n44       2.50        2.36       2.40       2.46       2.40        2.59   \n45       2.50        2.36       2.40       2.46       2.40        2.59   \n46       4.78        4.75       4.67       2.46       2.50        2.52   \n47        NaN         NaN        NaN        NaN        NaN         NaN   \n48        NaN         NaN        NaN        NaN        NaN         NaN   \n49       2.37        2.41       2.40       2.46       2.50        2.52   \n50       2.42        2.35       2.28        NaN        NaN         NaN   \n51        NaN         NaN        NaN        NaN        NaN         NaN   \n52        NaN         NaN        NaN        NaN        NaN         NaN   \n53        NaN         NaN        NaN        NaN        NaN         NaN   \n54        NaN         NaN        NaN        NaN        NaN         NaN   \n55        NaN         NaN        NaN        NaN        NaN         NaN   \n\n    3/31/2014  \n0      100.00  \n1       95.11  \n2        2.48  \n3        2.46  \n4        2.39  \n5        2.48  \n6        2.46  \n7        2.43  \n8        2.44  \n9        2.48  \n10       2.45  \n11       2.54  \n12       2.48  \n13       2.37  \n14        NaN  \n15       2.33  \n16       2.51  \n17       2.37  \n18        NaN  \n19       2.52  \n20       2.44  \n21       2.48  \n22       2.51  \n23       2.25  \n24       2.42  \n25       2.44  \n26       2.40  \n27       2.51  \n28       2.56  \n29       2.44  \n30       2.46  \n31       2.43  \n32       2.39  \n33       2.48  \n34       2.47  \n35       2.46  \n36       2.37  \n37       2.32  \n38        NaN  \n39       2.42  \n40       2.56  \n41       2.37  \n42       2.48  \n43       2.27  \n44       2.48  \n45       2.48  \n46       2.41  \n47        NaN  \n48        NaN  \n49       2.41  \n50        NaN  \n51        NaN  \n52        NaN  \n53        NaN  \n54        NaN  \n55        NaN  \n\n[56 rows x 35 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>Unnamed: 0</th>\n      <th>Unnamed: 1</th>\n      <th>Unnamed: 2</th>\n      <th>6/30/2006</th>\n      <th>9/30/2006</th>\n      <th>12/31/2006</th>\n      <th>3/31/2007</th>\n      <th>6/30/2007</th>\n      <th>9/30/2007</th>\n      <th>12/31/2007</th>\n      <th>...</th>\n      <th>12/31/2011</th>\n      <th>3/31/2012</th>\n      <th>6/30/2012</th>\n      <th>9/30/2012</th>\n      <th>12/31/2012</th>\n      <th>3/31/2013</th>\n      <th>6/30/2013</th>\n      <th>9/30/2013</th>\n      <th>12/31/2013</th>\n      <th>3/31/2014</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>SPXEWCS</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>...</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n      <td>100.00</td>\n    </tr>\n    <tr>\n      <th>1</th>\n      <td>NaN</td>\n      <td>Consumer Staples</td>\n      <td>NaN</td>\n      <td>82.09</td>\n      <td>82.18</td>\n      <td>84.19</td>\n      <td>84.30</td>\n      <td>84.66</td>\n      <td>84.53</td>\n      <td>84.48</td>\n      <td>...</td>\n      <td>92.71</td>\n      <td>92.91</td>\n      <td>92.76</td>\n      <td>92.72</td>\n      <td>92.88</td>\n      <td>92.92</td>\n      <td>95.08</td>\n      <td>95.10</td>\n      <td>94.89</td>\n      <td>95.11</td>\n    </tr>\n    <tr>\n      <th>2</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>ALTRIA GROUP INC</td>\n      <td>2.60</td>\n      <td>2.35</td>\n      <td>2.66</td>\n      <td>2.65</td>\n      <td>2.57</td>\n      <td>2.58</td>\n      <td>2.54</td>\n      <td>...</td>\n      <td>2.36</td>\n      <td>2.37</td>\n      <td>2.47</td>\n      <td>2.46</td>\n      <td>2.28</td>\n      <td>2.31</td>\n      <td>2.50</td>\n      <td>2.49</td>\n      <td>2.52</td>\n      <td>2.48</td>\n    </tr>\n    <tr>\n      <th>3</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>ARCHER-DANIELS-MIDLAND CO</td>\n      <td>2.65</td>\n      <td>2.53</td>\n      <td>2.58</td>\n      <td>2.80</td>\n      <td>2.48</td>\n      <td>2.54</td>\n      <td>2.73</td>\n      <td>...</td>\n      <td>2.39</td>\n      <td>2.38</td>\n      <td>2.18</td>\n      <td>2.43</td>\n      <td>2.43</td>\n      <td>2.37</td>\n      <td>2.61</td>\n      <td>2.57</td>\n      <td>2.62</td>\n      <td>2.46</td>\n    </tr>\n    <tr>\n      <th>4</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>AVON PRODUCTS INC</td>\n      <td>2.60</td>\n      <td>2.64</td>\n      <td>2.64</td>\n      <td>2.54</td>\n      <td>2.48</td>\n      <td>2.71</td>\n      <td>2.51</td>\n      <td>...</td>\n      <td>2.42</td>\n      <td>2.44</td>\n      <td>2.40</td>\n      <td>2.38</td>\n      <td>2.46</td>\n      <td>2.40</td>\n      <td>2.34</td>\n      <td>2.51</td>\n      <td>2.49</td>\n      <td>2.39</td>\n    </tr>\n    <tr>\n      <th>5</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>BROWN-FORMAN CORP-CLASS B</td>\n      <td>2.44</td>\n      <td>2.58</td>\n      <td>2.62</td>\n      <td>2.59</td>\n      <td>2.60</td>\n      <td>2.56</td>\n      <td>2.56</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.44</td>\n      <td>2.55</td>\n      <td>2.47</td>\n      <td>2.40</td>\n      <td>2.42</td>\n      <td>2.46</td>\n      <td>2.46</td>\n      <td>2.51</td>\n      <td>2.48</td>\n    </tr>\n    <tr>\n      <th>6</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>CAMPBELL SOUP CO</td>\n      <td>2.65</td>\n      <td>2.49</td>\n      <td>2.58</td>\n      <td>2.56</td>\n      <td>2.55</td>\n      <td>2.66</td>\n      <td>2.56</td>\n      <td>...</td>\n      <td>2.35</td>\n      <td>2.41</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.36</td>\n      <td>2.50</td>\n      <td>2.54</td>\n      <td>2.44</td>\n      <td>2.59</td>\n      <td>2.46</td>\n    </tr>\n    <tr>\n      <th>7</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>CLOROX COMPANY</td>\n      <td>2.50</td>\n      <td>2.57</td>\n      <td>2.66</td>\n      <td>2.62</td>\n      <td>2.49</td>\n      <td>2.54</td>\n      <td>2.57</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.37</td>\n      <td>2.37</td>\n      <td>2.48</td>\n      <td>2.34</td>\n      <td>2.40</td>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.42</td>\n      <td>2.43</td>\n    </tr>\n    <tr>\n      <th>8</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>COCA-COLA CO/THE</td>\n      <td>2.50</td>\n      <td>2.55</td>\n      <td>2.60</td>\n      <td>2.60</td>\n      <td>2.62</td>\n      <td>2.58</td>\n      <td>2.53</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.49</td>\n      <td>2.45</td>\n      <td>2.41</td>\n      <td>2.32</td>\n      <td>2.35</td>\n      <td>2.53</td>\n      <td>2.48</td>\n      <td>2.56</td>\n      <td>2.44</td>\n    </tr>\n    <tr>\n      <th>9</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>COCA-COLA EUROPACIFIC PARTNE</td>\n      <td>2.67</td>\n      <td>2.56</td>\n      <td>2.66</td>\n      <td>2.56</td>\n      <td>2.69</td>\n      <td>2.54</td>\n      <td>2.56</td>\n      <td>...</td>\n      <td>2.32</td>\n      <td>2.43</td>\n      <td>2.45</td>\n      <td>2.43</td>\n      <td>2.47</td>\n      <td>2.32</td>\n      <td>2.48</td>\n      <td>2.56</td>\n      <td>2.64</td>\n      <td>2.48</td>\n    </tr>\n    <tr>\n      <th>10</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>COLGATE-PALMOLIVE CO</td>\n      <td>2.48</td>\n      <td>2.55</td>\n      <td>2.63</td>\n      <td>2.62</td>\n      <td>2.52</td>\n      <td>2.59</td>\n      <td>2.58</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.43</td>\n      <td>2.45</td>\n      <td>2.51</td>\n      <td>2.38</td>\n      <td>2.33</td>\n      <td>2.48</td>\n      <td>2.52</td>\n      <td>2.48</td>\n      <td>2.45</td>\n    </tr>\n    <tr>\n      <th>11</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>CONAGRA BRANDS INC</td>\n      <td>2.51</td>\n      <td>2.67</td>\n      <td>2.69</td>\n      <td>2.62</td>\n      <td>2.69</td>\n      <td>2.52</td>\n      <td>2.56</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.35</td>\n      <td>2.43</td>\n      <td>2.62</td>\n      <td>2.35</td>\n      <td>2.35</td>\n      <td>2.61</td>\n      <td>2.41</td>\n      <td>2.59</td>\n      <td>2.54</td>\n    </tr>\n    <tr>\n      <th>12</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>CONSTELLATION BRANDS INC-A</td>\n      <td>2.52</td>\n      <td>2.64</td>\n      <td>2.71</td>\n      <td>2.81</td>\n      <td>2.62</td>\n      <td>2.56</td>\n      <td>2.52</td>\n      <td>...</td>\n      <td>2.45</td>\n      <td>2.47</td>\n      <td>3.32</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.47</td>\n      <td>2.55</td>\n      <td>2.47</td>\n      <td>2.47</td>\n      <td>2.48</td>\n    </tr>\n    <tr>\n      <th>13</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>COSTCO WHOLESALE CORP</td>\n      <td>2.67</td>\n      <td>2.54</td>\n      <td>2.60</td>\n      <td>2.60</td>\n      <td>2.70</td>\n      <td>2.57</td>\n      <td>2.59</td>\n      <td>...</td>\n      <td>2.34</td>\n      <td>2.38</td>\n      <td>2.52</td>\n      <td>2.38</td>\n      <td>2.45</td>\n      <td>2.35</td>\n      <td>2.53</td>\n      <td>2.49</td>\n      <td>2.46</td>\n      <td>2.37</td>\n    </tr>\n    <tr>\n      <th>14</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>DEAN FOODS CO</td>\n      <td>2.60</td>\n      <td>2.57</td>\n      <td>2.59</td>\n      <td>2.59</td>\n      <td>2.64</td>\n      <td>2.49</td>\n      <td>2.53</td>\n      <td>...</td>\n      <td>2.42</td>\n      <td>2.36</td>\n      <td>2.50</td>\n      <td>2.46</td>\n      <td>2.41</td>\n      <td>2.32</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>15</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>ESTEE LAUDER COMPANIES-CL A</td>\n      <td>2.53</td>\n      <td>2.65</td>\n      <td>2.62</td>\n      <td>2.61</td>\n      <td>2.56</td>\n      <td>2.53</td>\n      <td>2.52</td>\n      <td>...</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>2.31</td>\n      <td>2.44</td>\n      <td>2.36</td>\n      <td>2.23</td>\n      <td>2.45</td>\n      <td>2.50</td>\n      <td>2.53</td>\n      <td>2.33</td>\n    </tr>\n    <tr>\n      <th>16</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>GENERAL MILLS INC</td>\n      <td>2.57</td>\n      <td>2.72</td>\n      <td>2.64</td>\n      <td>2.65</td>\n      <td>2.54</td>\n      <td>2.52</td>\n      <td>2.55</td>\n      <td>...</td>\n      <td>2.36</td>\n      <td>2.39</td>\n      <td>2.37</td>\n      <td>2.49</td>\n      <td>2.35</td>\n      <td>2.43</td>\n      <td>2.51</td>\n      <td>2.46</td>\n      <td>2.45</td>\n      <td>2.51</td>\n    </tr>\n    <tr>\n      <th>17</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>HERSHEY CO/THE</td>\n      <td>2.53</td>\n      <td>2.62</td>\n      <td>2.58</td>\n      <td>2.61</td>\n      <td>2.56</td>\n      <td>2.54</td>\n      <td>2.60</td>\n      <td>...</td>\n      <td>2.41</td>\n      <td>2.41</td>\n      <td>2.51</td>\n      <td>2.45</td>\n      <td>2.35</td>\n      <td>2.37</td>\n      <td>2.55</td>\n      <td>2.56</td>\n      <td>2.50</td>\n      <td>2.37</td>\n    </tr>\n    <tr>\n      <th>18</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>HILLSHIRE BRANDS CO/THE</td>\n      <td>2.35</td>\n      <td>2.73</td>\n      <td>2.65</td>\n      <td>2.61</td>\n      <td>2.51</td>\n      <td>2.58</td>\n      <td>2.56</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.35</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>19</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>HORMEL FOODS CORP</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.40</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>2.45</td>\n      <td>2.49</td>\n      <td>2.49</td>\n      <td>2.52</td>\n    </tr>\n    <tr>\n      <th>20</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>JM SMUCKER CO/THE</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>2.36</td>\n      <td>2.52</td>\n      <td>2.35</td>\n      <td>2.43</td>\n      <td>2.39</td>\n      <td>2.33</td>\n      <td>2.55</td>\n      <td>2.46</td>\n      <td>2.51</td>\n      <td>2.44</td>\n    </tr>\n    <tr>\n      <th>21</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>KELLANOVA</td>\n      <td>2.57</td>\n      <td>2.54</td>\n      <td>2.61</td>\n      <td>2.60</td>\n      <td>2.57</td>\n      <td>2.54</td>\n      <td>2.55</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.39</td>\n      <td>2.39</td>\n      <td>2.50</td>\n      <td>2.37</td>\n      <td>2.39</td>\n      <td>2.54</td>\n      <td>2.45</td>\n      <td>2.46</td>\n      <td>2.48</td>\n    </tr>\n    <tr>\n      <th>22</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>KEURIG DR PEPPER INC</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>2.36</td>\n      <td>2.47</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>2.38</td>\n      <td>2.44</td>\n      <td>2.49</td>\n      <td>2.52</td>\n      <td>2.49</td>\n      <td>2.51</td>\n    </tr>\n    <tr>\n      <th>23</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>KEURIG GREEN MOUNTAIN INC</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.25</td>\n    </tr>\n    <tr>\n      <th>24</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>KIMBERLY-CLARK CORP</td>\n      <td>2.55</td>\n      <td>2.55</td>\n      <td>2.67</td>\n      <td>2.63</td>\n      <td>2.49</td>\n      <td>2.55</td>\n      <td>2.60</td>\n      <td>...</td>\n      <td>2.39</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.52</td>\n      <td>2.39</td>\n      <td>2.38</td>\n      <td>2.53</td>\n      <td>2.49</td>\n      <td>2.45</td>\n      <td>2.42</td>\n    </tr>\n    <tr>\n      <th>25</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>KRAFT FOODS GROUP INC</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.35</td>\n      <td>2.37</td>\n      <td>2.55</td>\n      <td>2.45</td>\n      <td>2.50</td>\n      <td>2.44</td>\n    </tr>\n    <tr>\n      <th>26</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>KROGER CO</td>\n      <td>2.80</td>\n      <td>2.62</td>\n      <td>2.51</td>\n      <td>2.72</td>\n      <td>2.37</td>\n      <td>2.54</td>\n      <td>2.59</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.33</td>\n      <td>2.53</td>\n      <td>2.40</td>\n      <td>2.38</td>\n      <td>2.43</td>\n      <td>2.53</td>\n      <td>2.61</td>\n      <td>2.41</td>\n      <td>2.40</td>\n    </tr>\n    <tr>\n      <th>27</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>LORILLARD INC</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>2.44</td>\n      <td>2.35</td>\n      <td>2.52</td>\n      <td>2.45</td>\n      <td>2.35</td>\n      <td>2.39</td>\n      <td>2.53</td>\n      <td>2.57</td>\n      <td>2.46</td>\n      <td>2.51</td>\n    </tr>\n    <tr>\n      <th>28</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>MCCORMICK &amp; CO-NON VTG SHRS</td>\n      <td>2.56</td>\n      <td>2.62</td>\n      <td>2.58</td>\n      <td>2.62</td>\n      <td>2.63</td>\n      <td>2.49</td>\n      <td>2.53</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.50</td>\n      <td>2.56</td>\n      <td>2.39</td>\n      <td>2.37</td>\n      <td>2.39</td>\n      <td>2.48</td>\n      <td>2.41</td>\n      <td>2.48</td>\n      <td>2.56</td>\n    </tr>\n    <tr>\n      <th>29</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>MEAD JOHNSON NUTRITION CO</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>2.18</td>\n      <td>2.43</td>\n      <td>2.33</td>\n      <td>2.37</td>\n      <td>2.41</td>\n      <td>2.36</td>\n      <td>2.48</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.44</td>\n    </tr>\n    <tr>\n      <th>30</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>MOLSON COORS BEVERAGE CO - B</td>\n      <td>2.52</td>\n      <td>2.58</td>\n      <td>2.73</td>\n      <td>2.72</td>\n      <td>2.60</td>\n      <td>2.57</td>\n      <td>2.55</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.47</td>\n      <td>2.51</td>\n      <td>2.38</td>\n      <td>2.39</td>\n      <td>2.36</td>\n      <td>2.46</td>\n      <td>2.56</td>\n      <td>2.57</td>\n      <td>2.46</td>\n    </tr>\n    <tr>\n      <th>31</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>MONDELEZ INTERNATIONAL INC-A</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.58</td>\n      <td>2.52</td>\n      <td>2.55</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.34</td>\n      <td>2.38</td>\n      <td>2.51</td>\n      <td>2.35</td>\n      <td>2.45</td>\n      <td>2.44</td>\n      <td>2.52</td>\n      <td>2.54</td>\n      <td>2.43</td>\n    </tr>\n    <tr>\n      <th>32</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>MONSTER BEVERAGE 1990 CORP</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.24</td>\n      <td>2.44</td>\n      <td>2.38</td>\n      <td>2.30</td>\n      <td>2.61</td>\n      <td>2.40</td>\n      <td>2.69</td>\n      <td>2.39</td>\n    </tr>\n    <tr>\n      <th>33</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>PEPSICO INC</td>\n      <td>2.53</td>\n      <td>2.56</td>\n      <td>2.62</td>\n      <td>2.60</td>\n      <td>2.52</td>\n      <td>2.61</td>\n      <td>2.55</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.44</td>\n      <td>2.35</td>\n      <td>2.34</td>\n      <td>2.53</td>\n      <td>2.50</td>\n      <td>2.50</td>\n      <td>2.48</td>\n    </tr>\n    <tr>\n      <th>34</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>PHILIP MORRIS INTERNATIONAL</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.45</td>\n      <td>2.45</td>\n      <td>2.44</td>\n      <td>2.29</td>\n      <td>2.32</td>\n      <td>2.39</td>\n      <td>2.50</td>\n      <td>2.49</td>\n      <td>2.47</td>\n    </tr>\n    <tr>\n      <th>35</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>PROCTER &amp; GAMBLE CO/THE</td>\n      <td>2.54</td>\n      <td>2.59</td>\n      <td>2.64</td>\n      <td>2.62</td>\n      <td>2.53</td>\n      <td>2.58</td>\n      <td>2.58</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.35</td>\n      <td>2.30</td>\n      <td>2.43</td>\n      <td>2.34</td>\n      <td>2.28</td>\n      <td>2.51</td>\n      <td>2.42</td>\n      <td>2.41</td>\n      <td>2.46</td>\n    </tr>\n    <tr>\n      <th>36</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>REYNOLDS AMERICAN INC</td>\n      <td>2.61</td>\n      <td>2.41</td>\n      <td>2.68</td>\n      <td>2.67</td>\n      <td>2.69</td>\n      <td>2.55</td>\n      <td>2.55</td>\n      <td>...</td>\n      <td>2.36</td>\n      <td>2.30</td>\n      <td>2.57</td>\n      <td>2.39</td>\n      <td>2.33</td>\n      <td>2.36</td>\n      <td>2.54</td>\n      <td>2.53</td>\n      <td>2.49</td>\n      <td>2.37</td>\n    </tr>\n    <tr>\n      <th>37</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>SAFEWAY INC</td>\n      <td>2.64</td>\n      <td>2.64</td>\n      <td>2.68</td>\n      <td>2.72</td>\n      <td>2.57</td>\n      <td>2.55</td>\n      <td>2.51</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.17</td>\n      <td>2.34</td>\n      <td>2.32</td>\n      <td>2.47</td>\n      <td>2.55</td>\n      <td>2.47</td>\n      <td>2.87</td>\n      <td>2.37</td>\n      <td>2.32</td>\n    </tr>\n    <tr>\n      <th>38</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>SUPERVALU INC</td>\n      <td>2.59</td>\n      <td>2.52</td>\n      <td>2.64</td>\n      <td>2.66</td>\n      <td>2.53</td>\n      <td>2.49</td>\n      <td>2.57</td>\n      <td>...</td>\n      <td>2.51</td>\n      <td>2.08</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>39</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>SYSCO CORP</td>\n      <td>2.52</td>\n      <td>2.52</td>\n      <td>2.68</td>\n      <td>2.67</td>\n      <td>2.56</td>\n      <td>2.61</td>\n      <td>2.53</td>\n      <td>...</td>\n      <td>2.35</td>\n      <td>2.33</td>\n      <td>2.44</td>\n      <td>2.50</td>\n      <td>2.40</td>\n      <td>2.41</td>\n      <td>2.52</td>\n      <td>2.45</td>\n      <td>2.42</td>\n      <td>2.42</td>\n    </tr>\n    <tr>\n      <th>40</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>TYSON FOODS INC-CL A</td>\n      <td>2.57</td>\n      <td>2.54</td>\n      <td>2.60</td>\n      <td>2.72</td>\n      <td>2.65</td>\n      <td>2.41</td>\n      <td>2.60</td>\n      <td>...</td>\n      <td>2.35</td>\n      <td>2.25</td>\n      <td>2.33</td>\n      <td>2.36</td>\n      <td>2.38</td>\n      <td>2.36</td>\n      <td>2.56</td>\n      <td>2.36</td>\n      <td>2.46</td>\n      <td>2.56</td>\n    </tr>\n    <tr>\n      <th>41</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>WALGREENS BOOTS ALLIANCE INC</td>\n      <td>2.61</td>\n      <td>2.26</td>\n      <td>2.72</td>\n      <td>2.54</td>\n      <td>2.54</td>\n      <td>2.64</td>\n      <td>2.57</td>\n      <td>...</td>\n      <td>2.24</td>\n      <td>2.34</td>\n      <td>2.23</td>\n      <td>2.45</td>\n      <td>2.42</td>\n      <td>2.68</td>\n      <td>2.24</td>\n      <td>2.55</td>\n      <td>2.45</td>\n      <td>2.37</td>\n    </tr>\n    <tr>\n      <th>42</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>WALMART INC</td>\n      <td>2.50</td>\n      <td>2.61</td>\n      <td>2.62</td>\n      <td>2.60</td>\n      <td>2.52</td>\n      <td>2.51</td>\n      <td>2.56</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.38</td>\n      <td>2.40</td>\n      <td>2.40</td>\n      <td>2.39</td>\n      <td>2.34</td>\n      <td>2.53</td>\n      <td>2.52</td>\n      <td>2.45</td>\n      <td>2.48</td>\n    </tr>\n    <tr>\n      <th>43</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>WHOLE FOODS MARKET INC</td>\n      <td>2.61</td>\n      <td>2.69</td>\n      <td>2.52</td>\n      <td>2.59</td>\n      <td>2.50</td>\n      <td>2.76</td>\n      <td>2.49</td>\n      <td>...</td>\n      <td>2.44</td>\n      <td>2.32</td>\n      <td>2.47</td>\n      <td>2.42</td>\n      <td>2.48</td>\n      <td>2.33</td>\n      <td>2.55</td>\n      <td>2.59</td>\n      <td>2.51</td>\n      <td>2.27</td>\n    </tr>\n    <tr>\n      <th>44</th>\n      <td>NaN</td>\n      <td>Health Care</td>\n      <td>NaN</td>\n      <td>2.55</td>\n      <td>2.35</td>\n      <td>2.67</td>\n      <td>2.65</td>\n      <td>2.51</td>\n      <td>2.66</td>\n      <td>2.61</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.29</td>\n      <td>2.45</td>\n      <td>2.50</td>\n      <td>2.36</td>\n      <td>2.40</td>\n      <td>2.46</td>\n      <td>2.40</td>\n      <td>2.59</td>\n      <td>2.48</td>\n    </tr>\n    <tr>\n      <th>45</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>CVS HEALTH CORP</td>\n      <td>2.55</td>\n      <td>2.35</td>\n      <td>2.67</td>\n      <td>2.65</td>\n      <td>2.51</td>\n      <td>2.66</td>\n      <td>2.61</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.29</td>\n      <td>2.45</td>\n      <td>2.50</td>\n      <td>2.36</td>\n      <td>2.40</td>\n      <td>2.46</td>\n      <td>2.40</td>\n      <td>2.59</td>\n      <td>2.48</td>\n    </tr>\n    <tr>\n      <th>46</th>\n      <td>NaN</td>\n      <td>Not Classified</td>\n      <td>NaN</td>\n      <td>15.35</td>\n      <td>15.47</td>\n      <td>13.13</td>\n      <td>13.05</td>\n      <td>12.84</td>\n      <td>12.80</td>\n      <td>12.91</td>\n      <td>...</td>\n      <td>4.78</td>\n      <td>4.80</td>\n      <td>4.79</td>\n      <td>4.78</td>\n      <td>4.75</td>\n      <td>4.67</td>\n      <td>2.46</td>\n      <td>2.50</td>\n      <td>2.52</td>\n      <td>2.41</td>\n    </tr>\n    <tr>\n      <th>47</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>ALBERTO-CULVER CO</td>\n      <td>2.62</td>\n      <td>2.58</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>48</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>ANHEUSER-BUSCH COS INC</td>\n      <td>2.52</td>\n      <td>2.56</td>\n      <td>2.68</td>\n      <td>2.60</td>\n      <td>2.55</td>\n      <td>2.51</td>\n      <td>2.55</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>49</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>BEAM SUNTORY INC</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>2.41</td>\n      <td>2.44</td>\n      <td>2.40</td>\n      <td>2.37</td>\n      <td>2.41</td>\n      <td>2.40</td>\n      <td>2.46</td>\n      <td>2.50</td>\n      <td>2.52</td>\n      <td>2.41</td>\n    </tr>\n    <tr>\n      <th>50</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>KRAFT HEINZ FOODS CO</td>\n      <td>2.52</td>\n      <td>2.58</td>\n      <td>2.55</td>\n      <td>2.62</td>\n      <td>2.59</td>\n      <td>2.57</td>\n      <td>2.58</td>\n      <td>...</td>\n      <td>2.36</td>\n      <td>2.36</td>\n      <td>2.39</td>\n      <td>2.42</td>\n      <td>2.35</td>\n      <td>2.28</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>51</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>PEPSI BOTTLING GROUP INC</td>\n      <td>2.59</td>\n      <td>2.61</td>\n      <td>2.56</td>\n      <td>2.66</td>\n      <td>2.55</td>\n      <td>2.57</td>\n      <td>2.61</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>52</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>UST LLC</td>\n      <td>2.58</td>\n      <td>2.59</td>\n      <td>2.72</td>\n      <td>2.64</td>\n      <td>2.62</td>\n      <td>2.55</td>\n      <td>2.61</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>53</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>WM WRIGLEY JR CO</td>\n      <td>2.52</td>\n      <td>2.54</td>\n      <td>2.62</td>\n      <td>2.54</td>\n      <td>2.53</td>\n      <td>2.59</td>\n      <td>2.57</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>54</th>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>55</th>\n      <td>The BLOOMBERG PROFESSIONAL service, BLOOMBERG ...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>...</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n  </tbody>\n</table>\n<p>56 rows × 35 columns</p>\n</div>"
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# read bloomberg index data from 2006-2014\n",
    "index_cos = pd.read_excel('data/06_14_index.XLSX', skiprows=10)\n",
    "index_cos"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:06.491064Z",
     "start_time": "2023-12-10T21:55:06.054746Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "outputs": [
    {
     "data": {
      "text/plain": "           ALTRIA GROUP INC ARCHER-DANIELS-MIDLAND CO AVON PRODUCTS INC  \\\nDate                                                                      \n6/30/2006               2.6                      2.65               2.6   \n9/30/2006              2.35                      2.53              2.64   \n12/31/2006             2.66                      2.58              2.64   \n3/31/2007              2.65                       2.8              2.54   \n6/30/2007              2.57                      2.48              2.48   \n9/30/2007              2.58                      2.54              2.71   \n12/31/2007             2.54                      2.73              2.51   \n3/31/2008              2.55                      2.55              2.48   \n6/30/2008              2.47                      2.57               2.5   \n9/30/2008              2.43                      2.33              2.58   \n12/31/2008             2.36                      2.46              2.45   \n3/31/2009              2.27                      2.41              2.56   \n6/30/2009              2.44                       2.4              2.44   \n9/30/2009              2.41                      2.44              2.57   \n12/31/2009             2.34                       2.4              2.33   \n3/31/2010              2.44                       2.4              2.55   \n6/30/2010              2.58                      2.45              2.38   \n9/30/2010              2.46                      2.38              2.49   \n12/31/2010              2.4                      2.44              2.45   \n3/31/2011              2.49                      2.44              2.41   \n6/30/2011              2.35                       2.4              2.46   \n9/30/2011              2.53                       2.2              2.26   \n12/31/2011             2.36                      2.39              2.42   \n3/31/2012              2.37                      2.38              2.44   \n6/30/2012              2.47                      2.18               2.4   \n9/30/2012              2.46                      2.43              2.38   \n12/31/2012             2.28                      2.43              2.46   \n3/31/2013              2.31                      2.37               2.4   \n6/30/2013               2.5                      2.61              2.34   \n9/30/2013              2.49                      2.57              2.51   \n12/31/2013             2.52                      2.62              2.49   \n3/31/2014              2.48                      2.46              2.39   \n\n           BROWN-FORMAN CORP-CLASS B CAMPBELL SOUP CO CLOROX COMPANY  \\\nDate                                                                   \n6/30/2006                       2.44             2.65            2.5   \n9/30/2006                       2.58             2.49           2.57   \n12/31/2006                      2.62             2.58           2.66   \n3/31/2007                       2.59             2.56           2.62   \n6/30/2007                        2.6             2.55           2.49   \n9/30/2007                       2.56             2.66           2.54   \n12/31/2007                      2.56             2.56           2.57   \n3/31/2008                       2.46             2.53           2.49   \n6/30/2008                       2.48             2.49           2.43   \n9/30/2008                       2.45             2.51           2.51   \n12/31/2008                      2.47             2.53           2.48   \n3/31/2009                        2.4             2.46           2.48   \n6/30/2009                       2.39             2.52           2.43   \n9/30/2009                       2.44             2.46           2.47   \n12/31/2009                      2.39              2.4           2.33   \n3/31/2010                        2.5             2.42           2.41   \n6/30/2010                       2.48             2.49           2.47   \n9/30/2010                       2.43             2.38           2.41   \n12/31/2010                      2.42             2.39           2.46   \n3/31/2011                       2.43             2.34           2.41   \n6/30/2011                       2.46             2.43            2.4   \n9/30/2011                       2.53             2.63           2.43   \n12/31/2011                       2.4             2.35           2.37   \n3/31/2012                       2.44             2.41           2.37   \n6/30/2012                       2.55             2.48           2.37   \n9/30/2012                       2.47             2.45           2.48   \n12/31/2012                       2.4             2.36           2.34   \n3/31/2013                       2.42              2.5            2.4   \n6/30/2013                       2.46             2.54           2.48   \n9/30/2013                       2.46             2.44           2.46   \n12/31/2013                      2.51             2.59           2.42   \n3/31/2014                       2.48             2.46           2.43   \n\n           COCA-COLA CO/THE COCA-COLA EUROPACIFIC PARTNE COLGATE-PALMOLIVE CO  \\\nDate                                                                            \n6/30/2006               2.5                         2.67                 2.48   \n9/30/2006              2.55                         2.56                 2.55   \n12/31/2006              2.6                         2.66                 2.63   \n3/31/2007               2.6                         2.56                 2.62   \n6/30/2007              2.62                         2.69                 2.52   \n9/30/2007              2.58                         2.54                 2.59   \n12/31/2007             2.53                         2.56                 2.58   \n3/31/2008              2.48                         2.45                  2.5   \n6/30/2008              2.41                         2.35                 2.47   \n9/30/2008              2.52                         2.38                  2.5   \n12/31/2008             2.44                         2.44                 2.52   \n3/31/2009              2.45                         2.66                 2.45   \n6/30/2009               2.4                         2.32                 2.45   \n9/30/2009              2.43                         2.46                 2.44   \n12/31/2009             2.35                         2.43                 2.33   \n3/31/2010              2.43                         2.48                 2.43   \n6/30/2010              2.47                         2.47                 2.52   \n9/30/2010              2.45                         2.47                 2.39   \n12/31/2010             2.44                         2.41                 2.42   \n3/31/2011              2.51                          2.5                 2.49   \n6/30/2011              2.47                         2.45                 2.39   \n9/30/2011              2.41                         2.32                 2.41   \n12/31/2011              2.4                         2.32                 2.38   \n3/31/2012              2.49                         2.43                 2.43   \n6/30/2012              2.45                         2.45                 2.45   \n9/30/2012              2.41                         2.43                 2.51   \n12/31/2012             2.32                         2.47                 2.38   \n3/31/2013              2.35                         2.32                 2.33   \n6/30/2013              2.53                         2.48                 2.48   \n9/30/2013              2.48                         2.56                 2.52   \n12/31/2013             2.56                         2.64                 2.48   \n3/31/2014              2.44                         2.48                 2.45   \n\n           CONAGRA BRANDS INC  ... WALMART INC WHOLE FOODS MARKET INC  \\\nDate                           ...                                      \n6/30/2006                2.51  ...         2.5                   2.61   \n9/30/2006                2.67  ...        2.61                   2.69   \n12/31/2006               2.69  ...        2.62                   2.52   \n3/31/2007                2.62  ...         2.6                   2.59   \n6/30/2007                2.69  ...        2.52                    2.5   \n9/30/2007                2.52  ...        2.51                   2.76   \n12/31/2007               2.56  ...        2.56                   2.49   \n3/31/2008                2.68  ...        2.47                   2.52   \n6/30/2008                2.17  ...        2.49                   2.24   \n9/30/2008                2.48  ...        2.52                   2.42   \n12/31/2008               2.47  ...         2.4                   2.27   \n3/31/2009                2.67  ...         2.5                    2.6   \n6/30/2009                2.48  ...        2.46                   2.41   \n9/30/2009                2.36  ...        2.38                   2.59   \n12/31/2009               2.44  ...        2.37                   2.38   \n3/31/2010                2.35  ...        2.43                   2.44   \n6/30/2010                2.41  ...        2.41                    2.3   \n9/30/2010                2.39  ...        2.43                   2.41   \n12/31/2010               2.44  ...        2.41                   2.42   \n3/31/2011                2.47  ...        2.39                   2.58   \n6/30/2011                2.52  ...        2.42                   2.74   \n9/30/2011                2.57  ...        2.51                   2.41   \n12/31/2011                2.4  ...        2.38                   2.44   \n3/31/2012                2.35  ...        2.38                   2.32   \n6/30/2012                2.43  ...         2.4                   2.47   \n9/30/2012                2.62  ...         2.4                   2.42   \n12/31/2012               2.35  ...        2.39                   2.48   \n3/31/2013                2.35  ...        2.34                   2.33   \n6/30/2013                2.61  ...        2.53                   2.55   \n9/30/2013                2.41  ...        2.52                   2.59   \n12/31/2013               2.59  ...        2.45                   2.51   \n3/31/2014                2.54  ...        2.48                   2.27   \n\n           CVS HEALTH CORP ALBERTO-CULVER CO ANHEUSER-BUSCH COS INC  \\\nDate                                                                  \n6/30/2006             2.55              2.62                   2.52   \n9/30/2006             2.35              2.58                   2.56   \n12/31/2006            2.67               NaN                   2.68   \n3/31/2007             2.65               NaN                    2.6   \n6/30/2007             2.51               NaN                   2.55   \n9/30/2007             2.66               NaN                   2.51   \n12/31/2007            2.61               NaN                   2.55   \n3/31/2008             2.53               NaN                   2.57   \n6/30/2008             2.38               NaN                   2.55   \n9/30/2008             2.34               NaN                   2.43   \n12/31/2008            2.55               NaN                    NaN   \n3/31/2009             2.45               NaN                    NaN   \n6/30/2009             2.45               NaN                    NaN   \n9/30/2009             2.42               NaN                    NaN   \n12/31/2009            2.42               NaN                    NaN   \n3/31/2010             2.56               NaN                    NaN   \n6/30/2010             2.33               NaN                    NaN   \n9/30/2010             2.54               NaN                    NaN   \n12/31/2010            2.46               NaN                    NaN   \n3/31/2011             2.42               NaN                    NaN   \n6/30/2011             2.42               NaN                    NaN   \n9/30/2011             2.36               NaN                    NaN   \n12/31/2011            2.52               NaN                    NaN   \n3/31/2012             2.29               NaN                    NaN   \n6/30/2012             2.45               NaN                    NaN   \n9/30/2012              2.5               NaN                    NaN   \n12/31/2012            2.36               NaN                    NaN   \n3/31/2013              2.4               NaN                    NaN   \n6/30/2013             2.46               NaN                    NaN   \n9/30/2013              2.4               NaN                    NaN   \n12/31/2013            2.59               NaN                    NaN   \n3/31/2014             2.48               NaN                    NaN   \n\n           BEAM SUNTORY INC KRAFT HEINZ FOODS CO PEPSI BOTTLING GROUP INC  \\\nDate                                                                        \n6/30/2006               NaN                 2.52                     2.59   \n9/30/2006               NaN                 2.58                     2.61   \n12/31/2006              NaN                 2.55                     2.56   \n3/31/2007               NaN                 2.62                     2.66   \n6/30/2007               NaN                 2.59                     2.55   \n9/30/2007               NaN                 2.57                     2.57   \n12/31/2007              NaN                 2.58                     2.61   \n3/31/2008               NaN                 2.59                     2.46   \n6/30/2008               NaN                 2.42                     2.33   \n9/30/2008               NaN                 2.51                     2.34   \n12/31/2008              NaN                 2.41                     2.47   \n3/31/2009               NaN                 2.38                     2.69   \n6/30/2009               NaN                 2.38                     2.48   \n9/30/2009               NaN                 2.44                     2.41   \n12/31/2009              NaN                 2.38                     2.36   \n3/31/2010               NaN                 2.33                      NaN   \n6/30/2010               NaN                 2.41                      NaN   \n9/30/2010               NaN                 2.38                      NaN   \n12/31/2010              NaN                 2.37                      NaN   \n3/31/2011               NaN                 2.36                      NaN   \n6/30/2011               NaN                 2.38                      NaN   \n9/30/2011               NaN                 2.49                      NaN   \n12/31/2011             2.41                 2.36                      NaN   \n3/31/2012              2.44                 2.36                      NaN   \n6/30/2012               2.4                 2.39                      NaN   \n9/30/2012              2.37                 2.42                      NaN   \n12/31/2012             2.41                 2.35                      NaN   \n3/31/2013               2.4                 2.28                      NaN   \n6/30/2013              2.46                  NaN                      NaN   \n9/30/2013               2.5                  NaN                      NaN   \n12/31/2013             2.52                  NaN                      NaN   \n3/31/2014              2.41                  NaN                      NaN   \n\n           UST LLC WM WRIGLEY JR CO  \nDate                                 \n6/30/2006     2.58             2.52  \n9/30/2006     2.59             2.54  \n12/31/2006    2.72             2.62  \n3/31/2007     2.64             2.54  \n6/30/2007     2.62             2.53  \n9/30/2007     2.55             2.59  \n12/31/2007    2.61             2.57  \n3/31/2008     2.45             2.52  \n6/30/2008     2.55             2.49  \n9/30/2008      2.5             2.51  \n12/31/2008    2.41              NaN  \n3/31/2009      NaN              NaN  \n6/30/2009      NaN              NaN  \n9/30/2009      NaN              NaN  \n12/31/2009     NaN              NaN  \n3/31/2010      NaN              NaN  \n6/30/2010      NaN              NaN  \n9/30/2010      NaN              NaN  \n12/31/2010     NaN              NaN  \n3/31/2011      NaN              NaN  \n6/30/2011      NaN              NaN  \n9/30/2011      NaN              NaN  \n12/31/2011     NaN              NaN  \n3/31/2012      NaN              NaN  \n6/30/2012      NaN              NaN  \n9/30/2012      NaN              NaN  \n12/31/2012     NaN              NaN  \n3/31/2013      NaN              NaN  \n6/30/2013      NaN              NaN  \n9/30/2013      NaN              NaN  \n12/31/2013     NaN              NaN  \n3/31/2014      NaN              NaN  \n\n[32 rows x 50 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>ALTRIA GROUP INC</th>\n      <th>ARCHER-DANIELS-MIDLAND CO</th>\n      <th>AVON PRODUCTS INC</th>\n      <th>BROWN-FORMAN CORP-CLASS B</th>\n      <th>CAMPBELL SOUP CO</th>\n      <th>CLOROX COMPANY</th>\n      <th>COCA-COLA CO/THE</th>\n      <th>COCA-COLA EUROPACIFIC PARTNE</th>\n      <th>COLGATE-PALMOLIVE CO</th>\n      <th>CONAGRA BRANDS INC</th>\n      <th>...</th>\n      <th>WALMART INC</th>\n      <th>WHOLE FOODS MARKET INC</th>\n      <th>CVS HEALTH CORP</th>\n      <th>ALBERTO-CULVER CO</th>\n      <th>ANHEUSER-BUSCH COS INC</th>\n      <th>BEAM SUNTORY INC</th>\n      <th>KRAFT HEINZ FOODS CO</th>\n      <th>PEPSI BOTTLING GROUP INC</th>\n      <th>UST LLC</th>\n      <th>WM WRIGLEY JR CO</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>6/30/2006</th>\n      <td>2.6</td>\n      <td>2.65</td>\n      <td>2.6</td>\n      <td>2.44</td>\n      <td>2.65</td>\n      <td>2.5</td>\n      <td>2.5</td>\n      <td>2.67</td>\n      <td>2.48</td>\n      <td>2.51</td>\n      <td>...</td>\n      <td>2.5</td>\n      <td>2.61</td>\n      <td>2.55</td>\n      <td>2.62</td>\n      <td>2.52</td>\n      <td>NaN</td>\n      <td>2.52</td>\n      <td>2.59</td>\n      <td>2.58</td>\n      <td>2.52</td>\n    </tr>\n    <tr>\n      <th>9/30/2006</th>\n      <td>2.35</td>\n      <td>2.53</td>\n      <td>2.64</td>\n      <td>2.58</td>\n      <td>2.49</td>\n      <td>2.57</td>\n      <td>2.55</td>\n      <td>2.56</td>\n      <td>2.55</td>\n      <td>2.67</td>\n      <td>...</td>\n      <td>2.61</td>\n      <td>2.69</td>\n      <td>2.35</td>\n      <td>2.58</td>\n      <td>2.56</td>\n      <td>NaN</td>\n      <td>2.58</td>\n      <td>2.61</td>\n      <td>2.59</td>\n      <td>2.54</td>\n    </tr>\n    <tr>\n      <th>12/31/2006</th>\n      <td>2.66</td>\n      <td>2.58</td>\n      <td>2.64</td>\n      <td>2.62</td>\n      <td>2.58</td>\n      <td>2.66</td>\n      <td>2.6</td>\n      <td>2.66</td>\n      <td>2.63</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.62</td>\n      <td>2.52</td>\n      <td>2.67</td>\n      <td>NaN</td>\n      <td>2.68</td>\n      <td>NaN</td>\n      <td>2.55</td>\n      <td>2.56</td>\n      <td>2.72</td>\n      <td>2.62</td>\n    </tr>\n    <tr>\n      <th>3/31/2007</th>\n      <td>2.65</td>\n      <td>2.8</td>\n      <td>2.54</td>\n      <td>2.59</td>\n      <td>2.56</td>\n      <td>2.62</td>\n      <td>2.6</td>\n      <td>2.56</td>\n      <td>2.62</td>\n      <td>2.62</td>\n      <td>...</td>\n      <td>2.6</td>\n      <td>2.59</td>\n      <td>2.65</td>\n      <td>NaN</td>\n      <td>2.6</td>\n      <td>NaN</td>\n      <td>2.62</td>\n      <td>2.66</td>\n      <td>2.64</td>\n      <td>2.54</td>\n    </tr>\n    <tr>\n      <th>6/30/2007</th>\n      <td>2.57</td>\n      <td>2.48</td>\n      <td>2.48</td>\n      <td>2.6</td>\n      <td>2.55</td>\n      <td>2.49</td>\n      <td>2.62</td>\n      <td>2.69</td>\n      <td>2.52</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.5</td>\n      <td>2.51</td>\n      <td>NaN</td>\n      <td>2.55</td>\n      <td>NaN</td>\n      <td>2.59</td>\n      <td>2.55</td>\n      <td>2.62</td>\n      <td>2.53</td>\n    </tr>\n    <tr>\n      <th>9/30/2007</th>\n      <td>2.58</td>\n      <td>2.54</td>\n      <td>2.71</td>\n      <td>2.56</td>\n      <td>2.66</td>\n      <td>2.54</td>\n      <td>2.58</td>\n      <td>2.54</td>\n      <td>2.59</td>\n      <td>2.52</td>\n      <td>...</td>\n      <td>2.51</td>\n      <td>2.76</td>\n      <td>2.66</td>\n      <td>NaN</td>\n      <td>2.51</td>\n      <td>NaN</td>\n      <td>2.57</td>\n      <td>2.57</td>\n      <td>2.55</td>\n      <td>2.59</td>\n    </tr>\n    <tr>\n      <th>12/31/2007</th>\n      <td>2.54</td>\n      <td>2.73</td>\n      <td>2.51</td>\n      <td>2.56</td>\n      <td>2.56</td>\n      <td>2.57</td>\n      <td>2.53</td>\n      <td>2.56</td>\n      <td>2.58</td>\n      <td>2.56</td>\n      <td>...</td>\n      <td>2.56</td>\n      <td>2.49</td>\n      <td>2.61</td>\n      <td>NaN</td>\n      <td>2.55</td>\n      <td>NaN</td>\n      <td>2.58</td>\n      <td>2.61</td>\n      <td>2.61</td>\n      <td>2.57</td>\n    </tr>\n    <tr>\n      <th>3/31/2008</th>\n      <td>2.55</td>\n      <td>2.55</td>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.53</td>\n      <td>2.49</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.5</td>\n      <td>2.68</td>\n      <td>...</td>\n      <td>2.47</td>\n      <td>2.52</td>\n      <td>2.53</td>\n      <td>NaN</td>\n      <td>2.57</td>\n      <td>NaN</td>\n      <td>2.59</td>\n      <td>2.46</td>\n      <td>2.45</td>\n      <td>2.52</td>\n    </tr>\n    <tr>\n      <th>6/30/2008</th>\n      <td>2.47</td>\n      <td>2.57</td>\n      <td>2.5</td>\n      <td>2.48</td>\n      <td>2.49</td>\n      <td>2.43</td>\n      <td>2.41</td>\n      <td>2.35</td>\n      <td>2.47</td>\n      <td>2.17</td>\n      <td>...</td>\n      <td>2.49</td>\n      <td>2.24</td>\n      <td>2.38</td>\n      <td>NaN</td>\n      <td>2.55</td>\n      <td>NaN</td>\n      <td>2.42</td>\n      <td>2.33</td>\n      <td>2.55</td>\n      <td>2.49</td>\n    </tr>\n    <tr>\n      <th>9/30/2008</th>\n      <td>2.43</td>\n      <td>2.33</td>\n      <td>2.58</td>\n      <td>2.45</td>\n      <td>2.51</td>\n      <td>2.51</td>\n      <td>2.52</td>\n      <td>2.38</td>\n      <td>2.5</td>\n      <td>2.48</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.42</td>\n      <td>2.34</td>\n      <td>NaN</td>\n      <td>2.43</td>\n      <td>NaN</td>\n      <td>2.51</td>\n      <td>2.34</td>\n      <td>2.5</td>\n      <td>2.51</td>\n    </tr>\n    <tr>\n      <th>12/31/2008</th>\n      <td>2.36</td>\n      <td>2.46</td>\n      <td>2.45</td>\n      <td>2.47</td>\n      <td>2.53</td>\n      <td>2.48</td>\n      <td>2.44</td>\n      <td>2.44</td>\n      <td>2.52</td>\n      <td>2.47</td>\n      <td>...</td>\n      <td>2.4</td>\n      <td>2.27</td>\n      <td>2.55</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.41</td>\n      <td>2.47</td>\n      <td>2.41</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>3/31/2009</th>\n      <td>2.27</td>\n      <td>2.41</td>\n      <td>2.56</td>\n      <td>2.4</td>\n      <td>2.46</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.66</td>\n      <td>2.45</td>\n      <td>2.67</td>\n      <td>...</td>\n      <td>2.5</td>\n      <td>2.6</td>\n      <td>2.45</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.38</td>\n      <td>2.69</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>6/30/2009</th>\n      <td>2.44</td>\n      <td>2.4</td>\n      <td>2.44</td>\n      <td>2.39</td>\n      <td>2.52</td>\n      <td>2.43</td>\n      <td>2.4</td>\n      <td>2.32</td>\n      <td>2.45</td>\n      <td>2.48</td>\n      <td>...</td>\n      <td>2.46</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.38</td>\n      <td>2.48</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>9/30/2009</th>\n      <td>2.41</td>\n      <td>2.44</td>\n      <td>2.57</td>\n      <td>2.44</td>\n      <td>2.46</td>\n      <td>2.47</td>\n      <td>2.43</td>\n      <td>2.46</td>\n      <td>2.44</td>\n      <td>2.36</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.59</td>\n      <td>2.42</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>12/31/2009</th>\n      <td>2.34</td>\n      <td>2.4</td>\n      <td>2.33</td>\n      <td>2.39</td>\n      <td>2.4</td>\n      <td>2.33</td>\n      <td>2.35</td>\n      <td>2.43</td>\n      <td>2.33</td>\n      <td>2.44</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.38</td>\n      <td>2.42</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.38</td>\n      <td>2.36</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>3/31/2010</th>\n      <td>2.44</td>\n      <td>2.4</td>\n      <td>2.55</td>\n      <td>2.5</td>\n      <td>2.42</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.48</td>\n      <td>2.43</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.43</td>\n      <td>2.44</td>\n      <td>2.56</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.33</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>6/30/2010</th>\n      <td>2.58</td>\n      <td>2.45</td>\n      <td>2.38</td>\n      <td>2.48</td>\n      <td>2.49</td>\n      <td>2.47</td>\n      <td>2.47</td>\n      <td>2.47</td>\n      <td>2.52</td>\n      <td>2.41</td>\n      <td>...</td>\n      <td>2.41</td>\n      <td>2.3</td>\n      <td>2.33</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.41</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>9/30/2010</th>\n      <td>2.46</td>\n      <td>2.38</td>\n      <td>2.49</td>\n      <td>2.43</td>\n      <td>2.38</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>2.47</td>\n      <td>2.39</td>\n      <td>2.39</td>\n      <td>...</td>\n      <td>2.43</td>\n      <td>2.41</td>\n      <td>2.54</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.38</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>12/31/2010</th>\n      <td>2.4</td>\n      <td>2.44</td>\n      <td>2.45</td>\n      <td>2.42</td>\n      <td>2.39</td>\n      <td>2.46</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.42</td>\n      <td>2.44</td>\n      <td>...</td>\n      <td>2.41</td>\n      <td>2.42</td>\n      <td>2.46</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.37</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>3/31/2011</th>\n      <td>2.49</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.34</td>\n      <td>2.41</td>\n      <td>2.51</td>\n      <td>2.5</td>\n      <td>2.49</td>\n      <td>2.47</td>\n      <td>...</td>\n      <td>2.39</td>\n      <td>2.58</td>\n      <td>2.42</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.36</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>6/30/2011</th>\n      <td>2.35</td>\n      <td>2.4</td>\n      <td>2.46</td>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.4</td>\n      <td>2.47</td>\n      <td>2.45</td>\n      <td>2.39</td>\n      <td>2.52</td>\n      <td>...</td>\n      <td>2.42</td>\n      <td>2.74</td>\n      <td>2.42</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.38</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>9/30/2011</th>\n      <td>2.53</td>\n      <td>2.2</td>\n      <td>2.26</td>\n      <td>2.53</td>\n      <td>2.63</td>\n      <td>2.43</td>\n      <td>2.41</td>\n      <td>2.32</td>\n      <td>2.41</td>\n      <td>2.57</td>\n      <td>...</td>\n      <td>2.51</td>\n      <td>2.41</td>\n      <td>2.36</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.49</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>12/31/2011</th>\n      <td>2.36</td>\n      <td>2.39</td>\n      <td>2.42</td>\n      <td>2.4</td>\n      <td>2.35</td>\n      <td>2.37</td>\n      <td>2.4</td>\n      <td>2.32</td>\n      <td>2.38</td>\n      <td>2.4</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.44</td>\n      <td>2.52</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.41</td>\n      <td>2.36</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>3/31/2012</th>\n      <td>2.37</td>\n      <td>2.38</td>\n      <td>2.44</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.37</td>\n      <td>2.49</td>\n      <td>2.43</td>\n      <td>2.43</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.32</td>\n      <td>2.29</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.44</td>\n      <td>2.36</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>6/30/2012</th>\n      <td>2.47</td>\n      <td>2.18</td>\n      <td>2.4</td>\n      <td>2.55</td>\n      <td>2.48</td>\n      <td>2.37</td>\n      <td>2.45</td>\n      <td>2.45</td>\n      <td>2.45</td>\n      <td>2.43</td>\n      <td>...</td>\n      <td>2.4</td>\n      <td>2.47</td>\n      <td>2.45</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.4</td>\n      <td>2.39</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>9/30/2012</th>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.38</td>\n      <td>2.47</td>\n      <td>2.45</td>\n      <td>2.48</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.51</td>\n      <td>2.62</td>\n      <td>...</td>\n      <td>2.4</td>\n      <td>2.42</td>\n      <td>2.5</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.37</td>\n      <td>2.42</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>12/31/2012</th>\n      <td>2.28</td>\n      <td>2.43</td>\n      <td>2.46</td>\n      <td>2.4</td>\n      <td>2.36</td>\n      <td>2.34</td>\n      <td>2.32</td>\n      <td>2.47</td>\n      <td>2.38</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.39</td>\n      <td>2.48</td>\n      <td>2.36</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.41</td>\n      <td>2.35</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>3/31/2013</th>\n      <td>2.31</td>\n      <td>2.37</td>\n      <td>2.4</td>\n      <td>2.42</td>\n      <td>2.5</td>\n      <td>2.4</td>\n      <td>2.35</td>\n      <td>2.32</td>\n      <td>2.33</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.34</td>\n      <td>2.33</td>\n      <td>2.4</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.4</td>\n      <td>2.28</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>6/30/2013</th>\n      <td>2.5</td>\n      <td>2.61</td>\n      <td>2.34</td>\n      <td>2.46</td>\n      <td>2.54</td>\n      <td>2.48</td>\n      <td>2.53</td>\n      <td>2.48</td>\n      <td>2.48</td>\n      <td>2.61</td>\n      <td>...</td>\n      <td>2.53</td>\n      <td>2.55</td>\n      <td>2.46</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.46</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>9/30/2013</th>\n      <td>2.49</td>\n      <td>2.57</td>\n      <td>2.51</td>\n      <td>2.46</td>\n      <td>2.44</td>\n      <td>2.46</td>\n      <td>2.48</td>\n      <td>2.56</td>\n      <td>2.52</td>\n      <td>2.41</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.59</td>\n      <td>2.4</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.5</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>12/31/2013</th>\n      <td>2.52</td>\n      <td>2.62</td>\n      <td>2.49</td>\n      <td>2.51</td>\n      <td>2.59</td>\n      <td>2.42</td>\n      <td>2.56</td>\n      <td>2.64</td>\n      <td>2.48</td>\n      <td>2.59</td>\n      <td>...</td>\n      <td>2.45</td>\n      <td>2.51</td>\n      <td>2.59</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.52</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n    <tr>\n      <th>3/31/2014</th>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.39</td>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.44</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.54</td>\n      <td>...</td>\n      <td>2.48</td>\n      <td>2.27</td>\n      <td>2.48</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>2.41</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n      <td>NaN</td>\n    </tr>\n  </tbody>\n</table>\n<p>32 rows × 50 columns</p>\n</div>"
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# drop unneeded columns and rows\n",
    "index_cos.drop(columns=['Unnamed: 0', 'Unnamed: 1'], inplace = True)\n",
    "index_cos = index_cos.iloc[:54,:]\n",
    "\n",
    "# switch rows and columns to get data in time series format\n",
    "index_cos = index_cos.T\n",
    "\n",
    "# reset so that columns are named correctly\n",
    "index_cos = index_cos.rename(columns = index_cos.loc['Unnamed: 2']).iloc[1:,:]\n",
    "\n",
    "# drop weight columns - since index is equal weighted, we only need to know which stocks are in the index at each time step\n",
    "index_cos.drop(columns=[np.nan], inplace = True)\n",
    "\n",
    "# rename index to Date\n",
    "index_cos.index.rename(\"Date\", inplace = True)\n",
    "index_cos"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:17.901473Z",
     "start_time": "2023-12-10T21:55:17.710413Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "outputs": [
    {
     "data": {
      "text/plain": "            ALTRIA GROUP INC  ARCHER-DANIELS-MIDLAND CO  AVON PRODUCTS INC  \\\nDate                                                                         \n6/30/2006               2.60                       2.65               2.60   \n9/30/2006               2.35                       2.53               2.64   \n12/31/2006              2.66                       2.58               2.64   \n3/31/2007               2.65                       2.80               2.54   \n6/30/2007               2.57                       2.48               2.48   \n9/30/2007               2.58                       2.54               2.71   \n12/31/2007              2.54                       2.73               2.51   \n3/31/2008               2.55                       2.55               2.48   \n6/30/2008               2.47                       2.57               2.50   \n9/30/2008               2.43                       2.33               2.58   \n12/31/2008              2.36                       2.46               2.45   \n3/31/2009               2.27                       2.41               2.56   \n6/30/2009               2.44                       2.40               2.44   \n9/30/2009               2.41                       2.44               2.57   \n12/31/2009              2.34                       2.40               2.33   \n3/31/2010               2.44                       2.40               2.55   \n6/30/2010               2.58                       2.45               2.38   \n9/30/2010               2.46                       2.38               2.49   \n12/31/2010              2.40                       2.44               2.45   \n3/31/2011               2.49                       2.44               2.41   \n6/30/2011               2.35                       2.40               2.46   \n9/30/2011               2.53                       2.20               2.26   \n12/31/2011              2.36                       2.39               2.42   \n3/31/2012               2.37                       2.38               2.44   \n6/30/2012               2.47                       2.18               2.40   \n9/30/2012               2.46                       2.43               2.38   \n12/31/2012              2.28                       2.43               2.46   \n3/31/2013               2.31                       2.37               2.40   \n6/30/2013               2.50                       2.61               2.34   \n9/30/2013               2.49                       2.57               2.51   \n12/31/2013              2.52                       2.62               2.49   \n3/31/2014               2.48                       2.46               2.39   \n\n            BROWN-FORMAN CORP-CLASS B  CAMPBELL SOUP CO  CLOROX COMPANY  \\\nDate                                                                      \n6/30/2006                        2.44              2.65            2.50   \n9/30/2006                        2.58              2.49            2.57   \n12/31/2006                       2.62              2.58            2.66   \n3/31/2007                        2.59              2.56            2.62   \n6/30/2007                        2.60              2.55            2.49   \n9/30/2007                        2.56              2.66            2.54   \n12/31/2007                       2.56              2.56            2.57   \n3/31/2008                        2.46              2.53            2.49   \n6/30/2008                        2.48              2.49            2.43   \n9/30/2008                        2.45              2.51            2.51   \n12/31/2008                       2.47              2.53            2.48   \n3/31/2009                        2.40              2.46            2.48   \n6/30/2009                        2.39              2.52            2.43   \n9/30/2009                        2.44              2.46            2.47   \n12/31/2009                       2.39              2.40            2.33   \n3/31/2010                        2.50              2.42            2.41   \n6/30/2010                        2.48              2.49            2.47   \n9/30/2010                        2.43              2.38            2.41   \n12/31/2010                       2.42              2.39            2.46   \n3/31/2011                        2.43              2.34            2.41   \n6/30/2011                        2.46              2.43            2.40   \n9/30/2011                        2.53              2.63            2.43   \n12/31/2011                       2.40              2.35            2.37   \n3/31/2012                        2.44              2.41            2.37   \n6/30/2012                        2.55              2.48            2.37   \n9/30/2012                        2.47              2.45            2.48   \n12/31/2012                       2.40              2.36            2.34   \n3/31/2013                        2.42              2.50            2.40   \n6/30/2013                        2.46              2.54            2.48   \n9/30/2013                        2.46              2.44            2.46   \n12/31/2013                       2.51              2.59            2.42   \n3/31/2014                        2.48              2.46            2.43   \n\n            COCA-COLA CO/THE  COCA-COLA EUROPACIFIC PARTNE  \\\nDate                                                         \n6/30/2006               2.50                          2.67   \n9/30/2006               2.55                          2.56   \n12/31/2006              2.60                          2.66   \n3/31/2007               2.60                          2.56   \n6/30/2007               2.62                          2.69   \n9/30/2007               2.58                          2.54   \n12/31/2007              2.53                          2.56   \n3/31/2008               2.48                          2.45   \n6/30/2008               2.41                          2.35   \n9/30/2008               2.52                          2.38   \n12/31/2008              2.44                          2.44   \n3/31/2009               2.45                          2.66   \n6/30/2009               2.40                          2.32   \n9/30/2009               2.43                          2.46   \n12/31/2009              2.35                          2.43   \n3/31/2010               2.43                          2.48   \n6/30/2010               2.47                          2.47   \n9/30/2010               2.45                          2.47   \n12/31/2010              2.44                          2.41   \n3/31/2011               2.51                          2.50   \n6/30/2011               2.47                          2.45   \n9/30/2011               2.41                          2.32   \n12/31/2011              2.40                          2.32   \n3/31/2012               2.49                          2.43   \n6/30/2012               2.45                          2.45   \n9/30/2012               2.41                          2.43   \n12/31/2012              2.32                          2.47   \n3/31/2013               2.35                          2.32   \n6/30/2013               2.53                          2.48   \n9/30/2013               2.48                          2.56   \n12/31/2013              2.56                          2.64   \n3/31/2014               2.44                          2.48   \n\n            COLGATE-PALMOLIVE CO  CONAGRA BRANDS INC  ...  WALMART INC  \\\nDate                                                  ...                \n6/30/2006                   2.48                2.51  ...         2.50   \n9/30/2006                   2.55                2.67  ...         2.61   \n12/31/2006                  2.63                2.69  ...         2.62   \n3/31/2007                   2.62                2.62  ...         2.60   \n6/30/2007                   2.52                2.69  ...         2.52   \n9/30/2007                   2.59                2.52  ...         2.51   \n12/31/2007                  2.58                2.56  ...         2.56   \n3/31/2008                   2.50                2.68  ...         2.47   \n6/30/2008                   2.47                2.17  ...         2.49   \n9/30/2008                   2.50                2.48  ...         2.52   \n12/31/2008                  2.52                2.47  ...         2.40   \n3/31/2009                   2.45                2.67  ...         2.50   \n6/30/2009                   2.45                2.48  ...         2.46   \n9/30/2009                   2.44                2.36  ...         2.38   \n12/31/2009                  2.33                2.44  ...         2.37   \n3/31/2010                   2.43                2.35  ...         2.43   \n6/30/2010                   2.52                2.41  ...         2.41   \n9/30/2010                   2.39                2.39  ...         2.43   \n12/31/2010                  2.42                2.44  ...         2.41   \n3/31/2011                   2.49                2.47  ...         2.39   \n6/30/2011                   2.39                2.52  ...         2.42   \n9/30/2011                   2.41                2.57  ...         2.51   \n12/31/2011                  2.38                2.40  ...         2.38   \n3/31/2012                   2.43                2.35  ...         2.38   \n6/30/2012                   2.45                2.43  ...         2.40   \n9/30/2012                   2.51                2.62  ...         2.40   \n12/31/2012                  2.38                2.35  ...         2.39   \n3/31/2013                   2.33                2.35  ...         2.34   \n6/30/2013                   2.48                2.61  ...         2.53   \n9/30/2013                   2.52                2.41  ...         2.52   \n12/31/2013                  2.48                2.59  ...         2.45   \n3/31/2014                   2.45                2.54  ...         2.48   \n\n            WHOLE FOODS MARKET INC  CVS HEALTH CORP  ALBERTO-CULVER CO  \\\nDate                                                                     \n6/30/2006                     2.61             2.55               2.62   \n9/30/2006                     2.69             2.35               2.58   \n12/31/2006                    2.52             2.67              -1.00   \n3/31/2007                     2.59             2.65              -1.00   \n6/30/2007                     2.50             2.51              -1.00   \n9/30/2007                     2.76             2.66              -1.00   \n12/31/2007                    2.49             2.61              -1.00   \n3/31/2008                     2.52             2.53              -1.00   \n6/30/2008                     2.24             2.38              -1.00   \n9/30/2008                     2.42             2.34              -1.00   \n12/31/2008                    2.27             2.55              -1.00   \n3/31/2009                     2.60             2.45              -1.00   \n6/30/2009                     2.41             2.45              -1.00   \n9/30/2009                     2.59             2.42              -1.00   \n12/31/2009                    2.38             2.42              -1.00   \n3/31/2010                     2.44             2.56              -1.00   \n6/30/2010                     2.30             2.33              -1.00   \n9/30/2010                     2.41             2.54              -1.00   \n12/31/2010                    2.42             2.46              -1.00   \n3/31/2011                     2.58             2.42              -1.00   \n6/30/2011                     2.74             2.42              -1.00   \n9/30/2011                     2.41             2.36              -1.00   \n12/31/2011                    2.44             2.52              -1.00   \n3/31/2012                     2.32             2.29              -1.00   \n6/30/2012                     2.47             2.45              -1.00   \n9/30/2012                     2.42             2.50              -1.00   \n12/31/2012                    2.48             2.36              -1.00   \n3/31/2013                     2.33             2.40              -1.00   \n6/30/2013                     2.55             2.46              -1.00   \n9/30/2013                     2.59             2.40              -1.00   \n12/31/2013                    2.51             2.59              -1.00   \n3/31/2014                     2.27             2.48              -1.00   \n\n            ANHEUSER-BUSCH COS INC  BEAM SUNTORY INC  KRAFT HEINZ FOODS CO  \\\nDate                                                                         \n6/30/2006                     2.52             -1.00                  2.52   \n9/30/2006                     2.56             -1.00                  2.58   \n12/31/2006                    2.68             -1.00                  2.55   \n3/31/2007                     2.60             -1.00                  2.62   \n6/30/2007                     2.55             -1.00                  2.59   \n9/30/2007                     2.51             -1.00                  2.57   \n12/31/2007                    2.55             -1.00                  2.58   \n3/31/2008                     2.57             -1.00                  2.59   \n6/30/2008                     2.55             -1.00                  2.42   \n9/30/2008                     2.43             -1.00                  2.51   \n12/31/2008                   -1.00             -1.00                  2.41   \n3/31/2009                    -1.00             -1.00                  2.38   \n6/30/2009                    -1.00             -1.00                  2.38   \n9/30/2009                    -1.00             -1.00                  2.44   \n12/31/2009                   -1.00             -1.00                  2.38   \n3/31/2010                    -1.00             -1.00                  2.33   \n6/30/2010                    -1.00             -1.00                  2.41   \n9/30/2010                    -1.00             -1.00                  2.38   \n12/31/2010                   -1.00             -1.00                  2.37   \n3/31/2011                    -1.00             -1.00                  2.36   \n6/30/2011                    -1.00             -1.00                  2.38   \n9/30/2011                    -1.00             -1.00                  2.49   \n12/31/2011                   -1.00              2.41                  2.36   \n3/31/2012                    -1.00              2.44                  2.36   \n6/30/2012                    -1.00              2.40                  2.39   \n9/30/2012                    -1.00              2.37                  2.42   \n12/31/2012                   -1.00              2.41                  2.35   \n3/31/2013                    -1.00              2.40                  2.28   \n6/30/2013                    -1.00              2.46                 -1.00   \n9/30/2013                    -1.00              2.50                 -1.00   \n12/31/2013                   -1.00              2.52                 -1.00   \n3/31/2014                    -1.00              2.41                 -1.00   \n\n            PEPSI BOTTLING GROUP INC  UST LLC  WM WRIGLEY JR CO  \nDate                                                             \n6/30/2006                       2.59     2.58              2.52  \n9/30/2006                       2.61     2.59              2.54  \n12/31/2006                      2.56     2.72              2.62  \n3/31/2007                       2.66     2.64              2.54  \n6/30/2007                       2.55     2.62              2.53  \n9/30/2007                       2.57     2.55              2.59  \n12/31/2007                      2.61     2.61              2.57  \n3/31/2008                       2.46     2.45              2.52  \n6/30/2008                       2.33     2.55              2.49  \n9/30/2008                       2.34     2.50              2.51  \n12/31/2008                      2.47     2.41             -1.00  \n3/31/2009                       2.69    -1.00             -1.00  \n6/30/2009                       2.48    -1.00             -1.00  \n9/30/2009                       2.41    -1.00             -1.00  \n12/31/2009                      2.36    -1.00             -1.00  \n3/31/2010                      -1.00    -1.00             -1.00  \n6/30/2010                      -1.00    -1.00             -1.00  \n9/30/2010                      -1.00    -1.00             -1.00  \n12/31/2010                     -1.00    -1.00             -1.00  \n3/31/2011                      -1.00    -1.00             -1.00  \n6/30/2011                      -1.00    -1.00             -1.00  \n9/30/2011                      -1.00    -1.00             -1.00  \n12/31/2011                     -1.00    -1.00             -1.00  \n3/31/2012                      -1.00    -1.00             -1.00  \n6/30/2012                      -1.00    -1.00             -1.00  \n9/30/2012                      -1.00    -1.00             -1.00  \n12/31/2012                     -1.00    -1.00             -1.00  \n3/31/2013                      -1.00    -1.00             -1.00  \n6/30/2013                      -1.00    -1.00             -1.00  \n9/30/2013                      -1.00    -1.00             -1.00  \n12/31/2013                     -1.00    -1.00             -1.00  \n3/31/2014                      -1.00    -1.00             -1.00  \n\n[32 rows x 50 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>ALTRIA GROUP INC</th>\n      <th>ARCHER-DANIELS-MIDLAND CO</th>\n      <th>AVON PRODUCTS INC</th>\n      <th>BROWN-FORMAN CORP-CLASS B</th>\n      <th>CAMPBELL SOUP CO</th>\n      <th>CLOROX COMPANY</th>\n      <th>COCA-COLA CO/THE</th>\n      <th>COCA-COLA EUROPACIFIC PARTNE</th>\n      <th>COLGATE-PALMOLIVE CO</th>\n      <th>CONAGRA BRANDS INC</th>\n      <th>...</th>\n      <th>WALMART INC</th>\n      <th>WHOLE FOODS MARKET INC</th>\n      <th>CVS HEALTH CORP</th>\n      <th>ALBERTO-CULVER CO</th>\n      <th>ANHEUSER-BUSCH COS INC</th>\n      <th>BEAM SUNTORY INC</th>\n      <th>KRAFT HEINZ FOODS CO</th>\n      <th>PEPSI BOTTLING GROUP INC</th>\n      <th>UST LLC</th>\n      <th>WM WRIGLEY JR CO</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>6/30/2006</th>\n      <td>2.60</td>\n      <td>2.65</td>\n      <td>2.60</td>\n      <td>2.44</td>\n      <td>2.65</td>\n      <td>2.50</td>\n      <td>2.50</td>\n      <td>2.67</td>\n      <td>2.48</td>\n      <td>2.51</td>\n      <td>...</td>\n      <td>2.50</td>\n      <td>2.61</td>\n      <td>2.55</td>\n      <td>2.62</td>\n      <td>2.52</td>\n      <td>-1.00</td>\n      <td>2.52</td>\n      <td>2.59</td>\n      <td>2.58</td>\n      <td>2.52</td>\n    </tr>\n    <tr>\n      <th>9/30/2006</th>\n      <td>2.35</td>\n      <td>2.53</td>\n      <td>2.64</td>\n      <td>2.58</td>\n      <td>2.49</td>\n      <td>2.57</td>\n      <td>2.55</td>\n      <td>2.56</td>\n      <td>2.55</td>\n      <td>2.67</td>\n      <td>...</td>\n      <td>2.61</td>\n      <td>2.69</td>\n      <td>2.35</td>\n      <td>2.58</td>\n      <td>2.56</td>\n      <td>-1.00</td>\n      <td>2.58</td>\n      <td>2.61</td>\n      <td>2.59</td>\n      <td>2.54</td>\n    </tr>\n    <tr>\n      <th>12/31/2006</th>\n      <td>2.66</td>\n      <td>2.58</td>\n      <td>2.64</td>\n      <td>2.62</td>\n      <td>2.58</td>\n      <td>2.66</td>\n      <td>2.60</td>\n      <td>2.66</td>\n      <td>2.63</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.62</td>\n      <td>2.52</td>\n      <td>2.67</td>\n      <td>-1.00</td>\n      <td>2.68</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>2.56</td>\n      <td>2.72</td>\n      <td>2.62</td>\n    </tr>\n    <tr>\n      <th>3/31/2007</th>\n      <td>2.65</td>\n      <td>2.80</td>\n      <td>2.54</td>\n      <td>2.59</td>\n      <td>2.56</td>\n      <td>2.62</td>\n      <td>2.60</td>\n      <td>2.56</td>\n      <td>2.62</td>\n      <td>2.62</td>\n      <td>...</td>\n      <td>2.60</td>\n      <td>2.59</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>2.60</td>\n      <td>-1.00</td>\n      <td>2.62</td>\n      <td>2.66</td>\n      <td>2.64</td>\n      <td>2.54</td>\n    </tr>\n    <tr>\n      <th>6/30/2007</th>\n      <td>2.57</td>\n      <td>2.48</td>\n      <td>2.48</td>\n      <td>2.60</td>\n      <td>2.55</td>\n      <td>2.49</td>\n      <td>2.62</td>\n      <td>2.69</td>\n      <td>2.52</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.50</td>\n      <td>2.51</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>2.59</td>\n      <td>2.55</td>\n      <td>2.62</td>\n      <td>2.53</td>\n    </tr>\n    <tr>\n      <th>9/30/2007</th>\n      <td>2.58</td>\n      <td>2.54</td>\n      <td>2.71</td>\n      <td>2.56</td>\n      <td>2.66</td>\n      <td>2.54</td>\n      <td>2.58</td>\n      <td>2.54</td>\n      <td>2.59</td>\n      <td>2.52</td>\n      <td>...</td>\n      <td>2.51</td>\n      <td>2.76</td>\n      <td>2.66</td>\n      <td>-1.00</td>\n      <td>2.51</td>\n      <td>-1.00</td>\n      <td>2.57</td>\n      <td>2.57</td>\n      <td>2.55</td>\n      <td>2.59</td>\n    </tr>\n    <tr>\n      <th>12/31/2007</th>\n      <td>2.54</td>\n      <td>2.73</td>\n      <td>2.51</td>\n      <td>2.56</td>\n      <td>2.56</td>\n      <td>2.57</td>\n      <td>2.53</td>\n      <td>2.56</td>\n      <td>2.58</td>\n      <td>2.56</td>\n      <td>...</td>\n      <td>2.56</td>\n      <td>2.49</td>\n      <td>2.61</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>2.58</td>\n      <td>2.61</td>\n      <td>2.61</td>\n      <td>2.57</td>\n    </tr>\n    <tr>\n      <th>3/31/2008</th>\n      <td>2.55</td>\n      <td>2.55</td>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.53</td>\n      <td>2.49</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.50</td>\n      <td>2.68</td>\n      <td>...</td>\n      <td>2.47</td>\n      <td>2.52</td>\n      <td>2.53</td>\n      <td>-1.00</td>\n      <td>2.57</td>\n      <td>-1.00</td>\n      <td>2.59</td>\n      <td>2.46</td>\n      <td>2.45</td>\n      <td>2.52</td>\n    </tr>\n    <tr>\n      <th>6/30/2008</th>\n      <td>2.47</td>\n      <td>2.57</td>\n      <td>2.50</td>\n      <td>2.48</td>\n      <td>2.49</td>\n      <td>2.43</td>\n      <td>2.41</td>\n      <td>2.35</td>\n      <td>2.47</td>\n      <td>2.17</td>\n      <td>...</td>\n      <td>2.49</td>\n      <td>2.24</td>\n      <td>2.38</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>2.42</td>\n      <td>2.33</td>\n      <td>2.55</td>\n      <td>2.49</td>\n    </tr>\n    <tr>\n      <th>9/30/2008</th>\n      <td>2.43</td>\n      <td>2.33</td>\n      <td>2.58</td>\n      <td>2.45</td>\n      <td>2.51</td>\n      <td>2.51</td>\n      <td>2.52</td>\n      <td>2.38</td>\n      <td>2.50</td>\n      <td>2.48</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.42</td>\n      <td>2.34</td>\n      <td>-1.00</td>\n      <td>2.43</td>\n      <td>-1.00</td>\n      <td>2.51</td>\n      <td>2.34</td>\n      <td>2.50</td>\n      <td>2.51</td>\n    </tr>\n    <tr>\n      <th>12/31/2008</th>\n      <td>2.36</td>\n      <td>2.46</td>\n      <td>2.45</td>\n      <td>2.47</td>\n      <td>2.53</td>\n      <td>2.48</td>\n      <td>2.44</td>\n      <td>2.44</td>\n      <td>2.52</td>\n      <td>2.47</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.27</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>2.47</td>\n      <td>2.41</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2009</th>\n      <td>2.27</td>\n      <td>2.41</td>\n      <td>2.56</td>\n      <td>2.40</td>\n      <td>2.46</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.66</td>\n      <td>2.45</td>\n      <td>2.67</td>\n      <td>...</td>\n      <td>2.50</td>\n      <td>2.60</td>\n      <td>2.45</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>2.69</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2009</th>\n      <td>2.44</td>\n      <td>2.40</td>\n      <td>2.44</td>\n      <td>2.39</td>\n      <td>2.52</td>\n      <td>2.43</td>\n      <td>2.40</td>\n      <td>2.32</td>\n      <td>2.45</td>\n      <td>2.48</td>\n      <td>...</td>\n      <td>2.46</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>2.48</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2009</th>\n      <td>2.41</td>\n      <td>2.44</td>\n      <td>2.57</td>\n      <td>2.44</td>\n      <td>2.46</td>\n      <td>2.47</td>\n      <td>2.43</td>\n      <td>2.46</td>\n      <td>2.44</td>\n      <td>2.36</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.59</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2009</th>\n      <td>2.34</td>\n      <td>2.40</td>\n      <td>2.33</td>\n      <td>2.39</td>\n      <td>2.40</td>\n      <td>2.33</td>\n      <td>2.35</td>\n      <td>2.43</td>\n      <td>2.33</td>\n      <td>2.44</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.38</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2010</th>\n      <td>2.44</td>\n      <td>2.40</td>\n      <td>2.55</td>\n      <td>2.50</td>\n      <td>2.42</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.48</td>\n      <td>2.43</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.43</td>\n      <td>2.44</td>\n      <td>2.56</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.33</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2010</th>\n      <td>2.58</td>\n      <td>2.45</td>\n      <td>2.38</td>\n      <td>2.48</td>\n      <td>2.49</td>\n      <td>2.47</td>\n      <td>2.47</td>\n      <td>2.47</td>\n      <td>2.52</td>\n      <td>2.41</td>\n      <td>...</td>\n      <td>2.41</td>\n      <td>2.30</td>\n      <td>2.33</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2010</th>\n      <td>2.46</td>\n      <td>2.38</td>\n      <td>2.49</td>\n      <td>2.43</td>\n      <td>2.38</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>2.47</td>\n      <td>2.39</td>\n      <td>2.39</td>\n      <td>...</td>\n      <td>2.43</td>\n      <td>2.41</td>\n      <td>2.54</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2010</th>\n      <td>2.40</td>\n      <td>2.44</td>\n      <td>2.45</td>\n      <td>2.42</td>\n      <td>2.39</td>\n      <td>2.46</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.42</td>\n      <td>2.44</td>\n      <td>...</td>\n      <td>2.41</td>\n      <td>2.42</td>\n      <td>2.46</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.37</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2011</th>\n      <td>2.49</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.34</td>\n      <td>2.41</td>\n      <td>2.51</td>\n      <td>2.50</td>\n      <td>2.49</td>\n      <td>2.47</td>\n      <td>...</td>\n      <td>2.39</td>\n      <td>2.58</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2011</th>\n      <td>2.35</td>\n      <td>2.40</td>\n      <td>2.46</td>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.40</td>\n      <td>2.47</td>\n      <td>2.45</td>\n      <td>2.39</td>\n      <td>2.52</td>\n      <td>...</td>\n      <td>2.42</td>\n      <td>2.74</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2011</th>\n      <td>2.53</td>\n      <td>2.20</td>\n      <td>2.26</td>\n      <td>2.53</td>\n      <td>2.63</td>\n      <td>2.43</td>\n      <td>2.41</td>\n      <td>2.32</td>\n      <td>2.41</td>\n      <td>2.57</td>\n      <td>...</td>\n      <td>2.51</td>\n      <td>2.41</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.49</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2011</th>\n      <td>2.36</td>\n      <td>2.39</td>\n      <td>2.42</td>\n      <td>2.40</td>\n      <td>2.35</td>\n      <td>2.37</td>\n      <td>2.40</td>\n      <td>2.32</td>\n      <td>2.38</td>\n      <td>2.40</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.44</td>\n      <td>2.52</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2012</th>\n      <td>2.37</td>\n      <td>2.38</td>\n      <td>2.44</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.37</td>\n      <td>2.49</td>\n      <td>2.43</td>\n      <td>2.43</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.32</td>\n      <td>2.29</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.44</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2012</th>\n      <td>2.47</td>\n      <td>2.18</td>\n      <td>2.40</td>\n      <td>2.55</td>\n      <td>2.48</td>\n      <td>2.37</td>\n      <td>2.45</td>\n      <td>2.45</td>\n      <td>2.45</td>\n      <td>2.43</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.47</td>\n      <td>2.45</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.40</td>\n      <td>2.39</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2012</th>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.38</td>\n      <td>2.47</td>\n      <td>2.45</td>\n      <td>2.48</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.51</td>\n      <td>2.62</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.42</td>\n      <td>2.50</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.37</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2012</th>\n      <td>2.28</td>\n      <td>2.43</td>\n      <td>2.46</td>\n      <td>2.40</td>\n      <td>2.36</td>\n      <td>2.34</td>\n      <td>2.32</td>\n      <td>2.47</td>\n      <td>2.38</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.39</td>\n      <td>2.48</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>2.35</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2013</th>\n      <td>2.31</td>\n      <td>2.37</td>\n      <td>2.40</td>\n      <td>2.42</td>\n      <td>2.50</td>\n      <td>2.40</td>\n      <td>2.35</td>\n      <td>2.32</td>\n      <td>2.33</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.34</td>\n      <td>2.33</td>\n      <td>2.40</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.40</td>\n      <td>2.28</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2013</th>\n      <td>2.50</td>\n      <td>2.61</td>\n      <td>2.34</td>\n      <td>2.46</td>\n      <td>2.54</td>\n      <td>2.48</td>\n      <td>2.53</td>\n      <td>2.48</td>\n      <td>2.48</td>\n      <td>2.61</td>\n      <td>...</td>\n      <td>2.53</td>\n      <td>2.55</td>\n      <td>2.46</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.46</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2013</th>\n      <td>2.49</td>\n      <td>2.57</td>\n      <td>2.51</td>\n      <td>2.46</td>\n      <td>2.44</td>\n      <td>2.46</td>\n      <td>2.48</td>\n      <td>2.56</td>\n      <td>2.52</td>\n      <td>2.41</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.59</td>\n      <td>2.40</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.50</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2013</th>\n      <td>2.52</td>\n      <td>2.62</td>\n      <td>2.49</td>\n      <td>2.51</td>\n      <td>2.59</td>\n      <td>2.42</td>\n      <td>2.56</td>\n      <td>2.64</td>\n      <td>2.48</td>\n      <td>2.59</td>\n      <td>...</td>\n      <td>2.45</td>\n      <td>2.51</td>\n      <td>2.59</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.52</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2014</th>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.39</td>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.44</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.54</td>\n      <td>...</td>\n      <td>2.48</td>\n      <td>2.27</td>\n      <td>2.48</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n  </tbody>\n</table>\n<p>32 rows × 50 columns</p>\n</div>"
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# fill all nans with -1 to make for easier parsing\n",
    "# if weight is -1, then the stock is not in the index at this time step\n",
    "index_cos = index_cos.fillna(-1)\n",
    "index_cos"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:20.563945Z",
     "start_time": "2023-12-10T21:55:20.552813Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "outputs": [
    {
     "data": {
      "text/plain": "              MO   ADM   AVP  BF-B   CPB   CLX    KO  CCEP    CL   CAG  ...  \\\nDate                                                                    ...   \n6/30/2006   2.60  2.65  2.60  2.44  2.65  2.50  2.50  2.67  2.48  2.51  ...   \n9/30/2006   2.35  2.53  2.64  2.58  2.49  2.57  2.55  2.56  2.55  2.67  ...   \n12/31/2006  2.66  2.58  2.64  2.62  2.58  2.66  2.60  2.66  2.63  2.69  ...   \n3/31/2007   2.65  2.80  2.54  2.59  2.56  2.62  2.60  2.56  2.62  2.62  ...   \n6/30/2007   2.57  2.48  2.48  2.60  2.55  2.49  2.62  2.69  2.52  2.69  ...   \n9/30/2007   2.58  2.54  2.71  2.56  2.66  2.54  2.58  2.54  2.59  2.52  ...   \n12/31/2007  2.54  2.73  2.51  2.56  2.56  2.57  2.53  2.56  2.58  2.56  ...   \n3/31/2008   2.55  2.55  2.48  2.46  2.53  2.49  2.48  2.45  2.50  2.68  ...   \n6/30/2008   2.47  2.57  2.50  2.48  2.49  2.43  2.41  2.35  2.47  2.17  ...   \n9/30/2008   2.43  2.33  2.58  2.45  2.51  2.51  2.52  2.38  2.50  2.48  ...   \n12/31/2008  2.36  2.46  2.45  2.47  2.53  2.48  2.44  2.44  2.52  2.47  ...   \n3/31/2009   2.27  2.41  2.56  2.40  2.46  2.48  2.45  2.66  2.45  2.67  ...   \n6/30/2009   2.44  2.40  2.44  2.39  2.52  2.43  2.40  2.32  2.45  2.48  ...   \n9/30/2009   2.41  2.44  2.57  2.44  2.46  2.47  2.43  2.46  2.44  2.36  ...   \n12/31/2009  2.34  2.40  2.33  2.39  2.40  2.33  2.35  2.43  2.33  2.44  ...   \n3/31/2010   2.44  2.40  2.55  2.50  2.42  2.41  2.43  2.48  2.43  2.35  ...   \n6/30/2010   2.58  2.45  2.38  2.48  2.49  2.47  2.47  2.47  2.52  2.41  ...   \n9/30/2010   2.46  2.38  2.49  2.43  2.38  2.41  2.45  2.47  2.39  2.39  ...   \n12/31/2010  2.40  2.44  2.45  2.42  2.39  2.46  2.44  2.41  2.42  2.44  ...   \n3/31/2011   2.49  2.44  2.41  2.43  2.34  2.41  2.51  2.50  2.49  2.47  ...   \n6/30/2011   2.35  2.40  2.46  2.46  2.43  2.40  2.47  2.45  2.39  2.52  ...   \n9/30/2011   2.53  2.20  2.26  2.53  2.63  2.43  2.41  2.32  2.41  2.57  ...   \n12/31/2011  2.36  2.39  2.42  2.40  2.35  2.37  2.40  2.32  2.38  2.40  ...   \n3/31/2012   2.37  2.38  2.44  2.44  2.41  2.37  2.49  2.43  2.43  2.35  ...   \n6/30/2012   2.47  2.18  2.40  2.55  2.48  2.37  2.45  2.45  2.45  2.43  ...   \n9/30/2012   2.46  2.43  2.38  2.47  2.45  2.48  2.41  2.43  2.51  2.62  ...   \n12/31/2012  2.28  2.43  2.46  2.40  2.36  2.34  2.32  2.47  2.38  2.35  ...   \n3/31/2013   2.31  2.37  2.40  2.42  2.50  2.40  2.35  2.32  2.33  2.35  ...   \n6/30/2013   2.50  2.61  2.34  2.46  2.54  2.48  2.53  2.48  2.48  2.61  ...   \n9/30/2013   2.49  2.57  2.51  2.46  2.44  2.46  2.48  2.56  2.52  2.41  ...   \n12/31/2013  2.52  2.62  2.49  2.51  2.59  2.42  2.56  2.64  2.48  2.59  ...   \n3/31/2014   2.48  2.46  2.39  2.48  2.46  2.43  2.44  2.48  2.45  2.54  ...   \n\n             WMT   WFM   CVS   ACV   BUD  BEAM   KHC   PBG   UST   WWY  \nDate                                                                    \n6/30/2006   2.50  2.61  2.55  2.62  2.52 -1.00  2.52  2.59  2.58  2.52  \n9/30/2006   2.61  2.69  2.35  2.58  2.56 -1.00  2.58  2.61  2.59  2.54  \n12/31/2006  2.62  2.52  2.67 -1.00  2.68 -1.00  2.55  2.56  2.72  2.62  \n3/31/2007   2.60  2.59  2.65 -1.00  2.60 -1.00  2.62  2.66  2.64  2.54  \n6/30/2007   2.52  2.50  2.51 -1.00  2.55 -1.00  2.59  2.55  2.62  2.53  \n9/30/2007   2.51  2.76  2.66 -1.00  2.51 -1.00  2.57  2.57  2.55  2.59  \n12/31/2007  2.56  2.49  2.61 -1.00  2.55 -1.00  2.58  2.61  2.61  2.57  \n3/31/2008   2.47  2.52  2.53 -1.00  2.57 -1.00  2.59  2.46  2.45  2.52  \n6/30/2008   2.49  2.24  2.38 -1.00  2.55 -1.00  2.42  2.33  2.55  2.49  \n9/30/2008   2.52  2.42  2.34 -1.00  2.43 -1.00  2.51  2.34  2.50  2.51  \n12/31/2008  2.40  2.27  2.55 -1.00 -1.00 -1.00  2.41  2.47  2.41 -1.00  \n3/31/2009   2.50  2.60  2.45 -1.00 -1.00 -1.00  2.38  2.69 -1.00 -1.00  \n6/30/2009   2.46  2.41  2.45 -1.00 -1.00 -1.00  2.38  2.48 -1.00 -1.00  \n9/30/2009   2.38  2.59  2.42 -1.00 -1.00 -1.00  2.44  2.41 -1.00 -1.00  \n12/31/2009  2.37  2.38  2.42 -1.00 -1.00 -1.00  2.38  2.36 -1.00 -1.00  \n3/31/2010   2.43  2.44  2.56 -1.00 -1.00 -1.00  2.33 -1.00 -1.00 -1.00  \n6/30/2010   2.41  2.30  2.33 -1.00 -1.00 -1.00  2.41 -1.00 -1.00 -1.00  \n9/30/2010   2.43  2.41  2.54 -1.00 -1.00 -1.00  2.38 -1.00 -1.00 -1.00  \n12/31/2010  2.41  2.42  2.46 -1.00 -1.00 -1.00  2.37 -1.00 -1.00 -1.00  \n3/31/2011   2.39  2.58  2.42 -1.00 -1.00 -1.00  2.36 -1.00 -1.00 -1.00  \n6/30/2011   2.42  2.74  2.42 -1.00 -1.00 -1.00  2.38 -1.00 -1.00 -1.00  \n9/30/2011   2.51  2.41  2.36 -1.00 -1.00 -1.00  2.49 -1.00 -1.00 -1.00  \n12/31/2011  2.38  2.44  2.52 -1.00 -1.00  2.41  2.36 -1.00 -1.00 -1.00  \n3/31/2012   2.38  2.32  2.29 -1.00 -1.00  2.44  2.36 -1.00 -1.00 -1.00  \n6/30/2012   2.40  2.47  2.45 -1.00 -1.00  2.40  2.39 -1.00 -1.00 -1.00  \n9/30/2012   2.40  2.42  2.50 -1.00 -1.00  2.37  2.42 -1.00 -1.00 -1.00  \n12/31/2012  2.39  2.48  2.36 -1.00 -1.00  2.41  2.35 -1.00 -1.00 -1.00  \n3/31/2013   2.34  2.33  2.40 -1.00 -1.00  2.40  2.28 -1.00 -1.00 -1.00  \n6/30/2013   2.53  2.55  2.46 -1.00 -1.00  2.46 -1.00 -1.00 -1.00 -1.00  \n9/30/2013   2.52  2.59  2.40 -1.00 -1.00  2.50 -1.00 -1.00 -1.00 -1.00  \n12/31/2013  2.45  2.51  2.59 -1.00 -1.00  2.52 -1.00 -1.00 -1.00 -1.00  \n3/31/2014   2.48  2.27  2.48 -1.00 -1.00  2.41 -1.00 -1.00 -1.00 -1.00  \n\n[32 rows x 50 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>MO</th>\n      <th>ADM</th>\n      <th>AVP</th>\n      <th>BF-B</th>\n      <th>CPB</th>\n      <th>CLX</th>\n      <th>KO</th>\n      <th>CCEP</th>\n      <th>CL</th>\n      <th>CAG</th>\n      <th>...</th>\n      <th>WMT</th>\n      <th>WFM</th>\n      <th>CVS</th>\n      <th>ACV</th>\n      <th>BUD</th>\n      <th>BEAM</th>\n      <th>KHC</th>\n      <th>PBG</th>\n      <th>UST</th>\n      <th>WWY</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>6/30/2006</th>\n      <td>2.60</td>\n      <td>2.65</td>\n      <td>2.60</td>\n      <td>2.44</td>\n      <td>2.65</td>\n      <td>2.50</td>\n      <td>2.50</td>\n      <td>2.67</td>\n      <td>2.48</td>\n      <td>2.51</td>\n      <td>...</td>\n      <td>2.50</td>\n      <td>2.61</td>\n      <td>2.55</td>\n      <td>2.62</td>\n      <td>2.52</td>\n      <td>-1.00</td>\n      <td>2.52</td>\n      <td>2.59</td>\n      <td>2.58</td>\n      <td>2.52</td>\n    </tr>\n    <tr>\n      <th>9/30/2006</th>\n      <td>2.35</td>\n      <td>2.53</td>\n      <td>2.64</td>\n      <td>2.58</td>\n      <td>2.49</td>\n      <td>2.57</td>\n      <td>2.55</td>\n      <td>2.56</td>\n      <td>2.55</td>\n      <td>2.67</td>\n      <td>...</td>\n      <td>2.61</td>\n      <td>2.69</td>\n      <td>2.35</td>\n      <td>2.58</td>\n      <td>2.56</td>\n      <td>-1.00</td>\n      <td>2.58</td>\n      <td>2.61</td>\n      <td>2.59</td>\n      <td>2.54</td>\n    </tr>\n    <tr>\n      <th>12/31/2006</th>\n      <td>2.66</td>\n      <td>2.58</td>\n      <td>2.64</td>\n      <td>2.62</td>\n      <td>2.58</td>\n      <td>2.66</td>\n      <td>2.60</td>\n      <td>2.66</td>\n      <td>2.63</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.62</td>\n      <td>2.52</td>\n      <td>2.67</td>\n      <td>-1.00</td>\n      <td>2.68</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>2.56</td>\n      <td>2.72</td>\n      <td>2.62</td>\n    </tr>\n    <tr>\n      <th>3/31/2007</th>\n      <td>2.65</td>\n      <td>2.80</td>\n      <td>2.54</td>\n      <td>2.59</td>\n      <td>2.56</td>\n      <td>2.62</td>\n      <td>2.60</td>\n      <td>2.56</td>\n      <td>2.62</td>\n      <td>2.62</td>\n      <td>...</td>\n      <td>2.60</td>\n      <td>2.59</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>2.60</td>\n      <td>-1.00</td>\n      <td>2.62</td>\n      <td>2.66</td>\n      <td>2.64</td>\n      <td>2.54</td>\n    </tr>\n    <tr>\n      <th>6/30/2007</th>\n      <td>2.57</td>\n      <td>2.48</td>\n      <td>2.48</td>\n      <td>2.60</td>\n      <td>2.55</td>\n      <td>2.49</td>\n      <td>2.62</td>\n      <td>2.69</td>\n      <td>2.52</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.50</td>\n      <td>2.51</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>2.59</td>\n      <td>2.55</td>\n      <td>2.62</td>\n      <td>2.53</td>\n    </tr>\n    <tr>\n      <th>9/30/2007</th>\n      <td>2.58</td>\n      <td>2.54</td>\n      <td>2.71</td>\n      <td>2.56</td>\n      <td>2.66</td>\n      <td>2.54</td>\n      <td>2.58</td>\n      <td>2.54</td>\n      <td>2.59</td>\n      <td>2.52</td>\n      <td>...</td>\n      <td>2.51</td>\n      <td>2.76</td>\n      <td>2.66</td>\n      <td>-1.00</td>\n      <td>2.51</td>\n      <td>-1.00</td>\n      <td>2.57</td>\n      <td>2.57</td>\n      <td>2.55</td>\n      <td>2.59</td>\n    </tr>\n    <tr>\n      <th>12/31/2007</th>\n      <td>2.54</td>\n      <td>2.73</td>\n      <td>2.51</td>\n      <td>2.56</td>\n      <td>2.56</td>\n      <td>2.57</td>\n      <td>2.53</td>\n      <td>2.56</td>\n      <td>2.58</td>\n      <td>2.56</td>\n      <td>...</td>\n      <td>2.56</td>\n      <td>2.49</td>\n      <td>2.61</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>2.58</td>\n      <td>2.61</td>\n      <td>2.61</td>\n      <td>2.57</td>\n    </tr>\n    <tr>\n      <th>3/31/2008</th>\n      <td>2.55</td>\n      <td>2.55</td>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.53</td>\n      <td>2.49</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.50</td>\n      <td>2.68</td>\n      <td>...</td>\n      <td>2.47</td>\n      <td>2.52</td>\n      <td>2.53</td>\n      <td>-1.00</td>\n      <td>2.57</td>\n      <td>-1.00</td>\n      <td>2.59</td>\n      <td>2.46</td>\n      <td>2.45</td>\n      <td>2.52</td>\n    </tr>\n    <tr>\n      <th>6/30/2008</th>\n      <td>2.47</td>\n      <td>2.57</td>\n      <td>2.50</td>\n      <td>2.48</td>\n      <td>2.49</td>\n      <td>2.43</td>\n      <td>2.41</td>\n      <td>2.35</td>\n      <td>2.47</td>\n      <td>2.17</td>\n      <td>...</td>\n      <td>2.49</td>\n      <td>2.24</td>\n      <td>2.38</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>2.42</td>\n      <td>2.33</td>\n      <td>2.55</td>\n      <td>2.49</td>\n    </tr>\n    <tr>\n      <th>9/30/2008</th>\n      <td>2.43</td>\n      <td>2.33</td>\n      <td>2.58</td>\n      <td>2.45</td>\n      <td>2.51</td>\n      <td>2.51</td>\n      <td>2.52</td>\n      <td>2.38</td>\n      <td>2.50</td>\n      <td>2.48</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.42</td>\n      <td>2.34</td>\n      <td>-1.00</td>\n      <td>2.43</td>\n      <td>-1.00</td>\n      <td>2.51</td>\n      <td>2.34</td>\n      <td>2.50</td>\n      <td>2.51</td>\n    </tr>\n    <tr>\n      <th>12/31/2008</th>\n      <td>2.36</td>\n      <td>2.46</td>\n      <td>2.45</td>\n      <td>2.47</td>\n      <td>2.53</td>\n      <td>2.48</td>\n      <td>2.44</td>\n      <td>2.44</td>\n      <td>2.52</td>\n      <td>2.47</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.27</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>2.47</td>\n      <td>2.41</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2009</th>\n      <td>2.27</td>\n      <td>2.41</td>\n      <td>2.56</td>\n      <td>2.40</td>\n      <td>2.46</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.66</td>\n      <td>2.45</td>\n      <td>2.67</td>\n      <td>...</td>\n      <td>2.50</td>\n      <td>2.60</td>\n      <td>2.45</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>2.69</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2009</th>\n      <td>2.44</td>\n      <td>2.40</td>\n      <td>2.44</td>\n      <td>2.39</td>\n      <td>2.52</td>\n      <td>2.43</td>\n      <td>2.40</td>\n      <td>2.32</td>\n      <td>2.45</td>\n      <td>2.48</td>\n      <td>...</td>\n      <td>2.46</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>2.48</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2009</th>\n      <td>2.41</td>\n      <td>2.44</td>\n      <td>2.57</td>\n      <td>2.44</td>\n      <td>2.46</td>\n      <td>2.47</td>\n      <td>2.43</td>\n      <td>2.46</td>\n      <td>2.44</td>\n      <td>2.36</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.59</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2009</th>\n      <td>2.34</td>\n      <td>2.40</td>\n      <td>2.33</td>\n      <td>2.39</td>\n      <td>2.40</td>\n      <td>2.33</td>\n      <td>2.35</td>\n      <td>2.43</td>\n      <td>2.33</td>\n      <td>2.44</td>\n      <td>...</td>\n      <td>2.37</td>\n      <td>2.38</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2010</th>\n      <td>2.44</td>\n      <td>2.40</td>\n      <td>2.55</td>\n      <td>2.50</td>\n      <td>2.42</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.48</td>\n      <td>2.43</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.43</td>\n      <td>2.44</td>\n      <td>2.56</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.33</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2010</th>\n      <td>2.58</td>\n      <td>2.45</td>\n      <td>2.38</td>\n      <td>2.48</td>\n      <td>2.49</td>\n      <td>2.47</td>\n      <td>2.47</td>\n      <td>2.47</td>\n      <td>2.52</td>\n      <td>2.41</td>\n      <td>...</td>\n      <td>2.41</td>\n      <td>2.30</td>\n      <td>2.33</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2010</th>\n      <td>2.46</td>\n      <td>2.38</td>\n      <td>2.49</td>\n      <td>2.43</td>\n      <td>2.38</td>\n      <td>2.41</td>\n      <td>2.45</td>\n      <td>2.47</td>\n      <td>2.39</td>\n      <td>2.39</td>\n      <td>...</td>\n      <td>2.43</td>\n      <td>2.41</td>\n      <td>2.54</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2010</th>\n      <td>2.40</td>\n      <td>2.44</td>\n      <td>2.45</td>\n      <td>2.42</td>\n      <td>2.39</td>\n      <td>2.46</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.42</td>\n      <td>2.44</td>\n      <td>...</td>\n      <td>2.41</td>\n      <td>2.42</td>\n      <td>2.46</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.37</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2011</th>\n      <td>2.49</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.34</td>\n      <td>2.41</td>\n      <td>2.51</td>\n      <td>2.50</td>\n      <td>2.49</td>\n      <td>2.47</td>\n      <td>...</td>\n      <td>2.39</td>\n      <td>2.58</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2011</th>\n      <td>2.35</td>\n      <td>2.40</td>\n      <td>2.46</td>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.40</td>\n      <td>2.47</td>\n      <td>2.45</td>\n      <td>2.39</td>\n      <td>2.52</td>\n      <td>...</td>\n      <td>2.42</td>\n      <td>2.74</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.38</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2011</th>\n      <td>2.53</td>\n      <td>2.20</td>\n      <td>2.26</td>\n      <td>2.53</td>\n      <td>2.63</td>\n      <td>2.43</td>\n      <td>2.41</td>\n      <td>2.32</td>\n      <td>2.41</td>\n      <td>2.57</td>\n      <td>...</td>\n      <td>2.51</td>\n      <td>2.41</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.49</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2011</th>\n      <td>2.36</td>\n      <td>2.39</td>\n      <td>2.42</td>\n      <td>2.40</td>\n      <td>2.35</td>\n      <td>2.37</td>\n      <td>2.40</td>\n      <td>2.32</td>\n      <td>2.38</td>\n      <td>2.40</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.44</td>\n      <td>2.52</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2012</th>\n      <td>2.37</td>\n      <td>2.38</td>\n      <td>2.44</td>\n      <td>2.44</td>\n      <td>2.41</td>\n      <td>2.37</td>\n      <td>2.49</td>\n      <td>2.43</td>\n      <td>2.43</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.38</td>\n      <td>2.32</td>\n      <td>2.29</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.44</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2012</th>\n      <td>2.47</td>\n      <td>2.18</td>\n      <td>2.40</td>\n      <td>2.55</td>\n      <td>2.48</td>\n      <td>2.37</td>\n      <td>2.45</td>\n      <td>2.45</td>\n      <td>2.45</td>\n      <td>2.43</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.47</td>\n      <td>2.45</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.40</td>\n      <td>2.39</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2012</th>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.38</td>\n      <td>2.47</td>\n      <td>2.45</td>\n      <td>2.48</td>\n      <td>2.41</td>\n      <td>2.43</td>\n      <td>2.51</td>\n      <td>2.62</td>\n      <td>...</td>\n      <td>2.40</td>\n      <td>2.42</td>\n      <td>2.50</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.37</td>\n      <td>2.42</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2012</th>\n      <td>2.28</td>\n      <td>2.43</td>\n      <td>2.46</td>\n      <td>2.40</td>\n      <td>2.36</td>\n      <td>2.34</td>\n      <td>2.32</td>\n      <td>2.47</td>\n      <td>2.38</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.39</td>\n      <td>2.48</td>\n      <td>2.36</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>2.35</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2013</th>\n      <td>2.31</td>\n      <td>2.37</td>\n      <td>2.40</td>\n      <td>2.42</td>\n      <td>2.50</td>\n      <td>2.40</td>\n      <td>2.35</td>\n      <td>2.32</td>\n      <td>2.33</td>\n      <td>2.35</td>\n      <td>...</td>\n      <td>2.34</td>\n      <td>2.33</td>\n      <td>2.40</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.40</td>\n      <td>2.28</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>6/30/2013</th>\n      <td>2.50</td>\n      <td>2.61</td>\n      <td>2.34</td>\n      <td>2.46</td>\n      <td>2.54</td>\n      <td>2.48</td>\n      <td>2.53</td>\n      <td>2.48</td>\n      <td>2.48</td>\n      <td>2.61</td>\n      <td>...</td>\n      <td>2.53</td>\n      <td>2.55</td>\n      <td>2.46</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.46</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>9/30/2013</th>\n      <td>2.49</td>\n      <td>2.57</td>\n      <td>2.51</td>\n      <td>2.46</td>\n      <td>2.44</td>\n      <td>2.46</td>\n      <td>2.48</td>\n      <td>2.56</td>\n      <td>2.52</td>\n      <td>2.41</td>\n      <td>...</td>\n      <td>2.52</td>\n      <td>2.59</td>\n      <td>2.40</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.50</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>12/31/2013</th>\n      <td>2.52</td>\n      <td>2.62</td>\n      <td>2.49</td>\n      <td>2.51</td>\n      <td>2.59</td>\n      <td>2.42</td>\n      <td>2.56</td>\n      <td>2.64</td>\n      <td>2.48</td>\n      <td>2.59</td>\n      <td>...</td>\n      <td>2.45</td>\n      <td>2.51</td>\n      <td>2.59</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.52</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n    <tr>\n      <th>3/31/2014</th>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.39</td>\n      <td>2.48</td>\n      <td>2.46</td>\n      <td>2.43</td>\n      <td>2.44</td>\n      <td>2.48</td>\n      <td>2.45</td>\n      <td>2.54</td>\n      <td>...</td>\n      <td>2.48</td>\n      <td>2.27</td>\n      <td>2.48</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>2.41</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n    </tr>\n  </tbody>\n</table>\n<p>32 rows × 50 columns</p>\n</div>"
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# get list of tickers to rename column names from company names to tickers\n",
    "# tickers are needed to get price data from yahoo finance\n",
    "tickers = [\n",
    "    \"MO\",  # Altria Group Inc\n",
    "    \"ADM\",  # Archer-Daniels-Midland Co\n",
    "    \"AVP\",  # Avon Products Inc\n",
    "    \"BF-B\",  # Brown-Forman Corp-Class B\n",
    "    \"CPB\",  # Campbell Soup Co\n",
    "    \"CLX\",  # Clorox Company\n",
    "    \"KO\",  # Coca-Cola Co/The\n",
    "    \"CCEP\",  # Coca-Cola Europacific Partners (formerly Coca-Cola European Partners)\n",
    "    \"CL\",  # Colgate-Palmolive Co\n",
    "    \"CAG\",  # Conagra Brands Inc\n",
    "    \"STZ\",  # Constellation Brands Inc-A\n",
    "    \"COST\",  # Costco Wholesale Corp\n",
    "    \"DFODQ\",  # Dean Foods Co\n",
    "    \"EL\",  # Estee Lauder Companies-Cl A\n",
    "    \"GIS\",  # General Mills Inc\n",
    "    \"HSY\",  # Hershey Co/The\n",
    "    \"HSH\",  # Hillshire Brands Co/The\n",
    "    \"HRL\",  # Hormel Foods Corp\n",
    "    \"SJM\",  # JM Smucker Co/The\n",
    "    \"K\",  # Kellogg Co (assuming Kellanova is a typo)\n",
    "    \"KDP\",  # Keurig Dr Pepper Inc\n",
    "    \"GMCR\",  # Keurig Green Mountain Inc\n",
    "    \"KMB\",  # Kimberly-Clark Corp\n",
    "    \"KRFT\",  # Kraft Foods Group Inc\n",
    "    \"KR\",  # Kroger Co\n",
    "    \"LO\",  # Lorillard Inc\n",
    "    \"MKC\",  # McCormick & Co-Non VTG Shrs\n",
    "    \"MJN\",  # Mead Johnson Nutrition Co\n",
    "    \"TAP\",  # Molson Coors Beverage Co - B\n",
    "    \"MDLZ\",  # Mondelez International Inc-A\n",
    "    \"MNST\",  # Monster Beverage 1990 Corp\n",
    "    \"PEP\",  # PepsiCo Inc\n",
    "    \"PM\",  # Philip Morris International\n",
    "    \"PG\",  # Procter & Gamble Co/The\n",
    "    \"RAI\",  # Reynolds American Inc\n",
    "    \"SWY\",  # Safeway Inc\n",
    "    \"SVU\",  # Supervalu Inc\n",
    "    \"SYY\",  # Sysco Corp\n",
    "    \"TSN\",  # Tyson Foods Inc-Cl A\n",
    "    \"WBA\",  # Walgreens Boots Alliance Inc\n",
    "    \"WMT\",  # Walmart Inc\n",
    "    \"WFM\",  # Whole Foods Market Inc\n",
    "    \"CVS\",  # CVS Health Corp\n",
    "    \"ACV\",  # Alberto-Culver Co\n",
    "    \"BUD\",  # Anheuser-Busch Cos Inc\n",
    "    \"BEAM\",  # Beam Suntory Inc\n",
    "    \"KHC\",  # Kraft Heinz Foods Co\n",
    "    \"PBG\",  # Pepsi Bottling Group Inc\n",
    "    \"UST\",  # UST LLC\n",
    "    \"WWY\"  # WM Wrigley Jr Co\n",
    "]\n",
    "\n",
    "# replace company names with tickers for column names\n",
    "index_cos = index_cos.set_axis(tickers, axis = 1)\n",
    "index_cos"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:21.642492Z",
     "start_time": "2023-12-10T21:55:21.602627Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "outputs": [],
   "source": [
    "# create dictionary to store constituent stocks at each time step\n",
    "time_constituent_dict = {}\n",
    "\n",
    "# for each time step\n",
    "for row in index_cos.iterrows():\n",
    "\n",
    "    # get time and constituent data\n",
    "    time = row[0]\n",
    "    data = row[1]\n",
    "\n",
    "    # get companies\n",
    "    idx = data.index\n",
    "\n",
    "    # get weight of company at given time\n",
    "    val = data.values\n",
    "\n",
    "    # for each company, check if it has a positive weight at this time\n",
    "    # if so, add it to the list of constituent stocks for the index at this time\n",
    "    # negative weights indicate that the stock is not in the index at this time and will not be added to the dictionary\n",
    "    cos = []\n",
    "    i = 0\n",
    "    for weight in val:\n",
    "        if weight > 0:\n",
    "            cos.append(idx[i])\n",
    "        i+=1\n",
    "\n",
    "    # add list of constituent stocks to dictionary\n",
    "    time_constituent_dict[time] = cos\n"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:23.595378Z",
     "start_time": "2023-12-10T21:55:23.589398Z"
    }
   }
  },
  {
   "cell_type": "markdown",
   "source": [
    "### Follow same process for second dataframe"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "outputs": [
    {
     "data": {
      "text/plain": "            ALTRIA GROUP INC  ARCHER-DANIELS-MIDLAND CO  AVON PRODUCTS INC  \\\nDate                                                                         \n3/31/2015               2.50                       2.63                 -1   \n6/30/2015               2.75                       2.51                 -1   \n9/30/2015               2.78                       2.61                 -1   \n12/31/2015              2.65                       2.76                 -1   \n3/31/2016               2.70                       2.65                 -1   \n6/30/2016               2.80                       2.68                 -1   \n9/30/2016               2.72                       2.75                 -1   \n12/31/2016              2.76                       2.65                 -1   \n3/31/2017               2.54                       2.78                 -1   \n6/30/2017               2.82                       2.81                 -1   \n9/30/2017               3.03                       2.99                 -1   \n12/31/2017              2.90                       2.80                 -1   \n3/31/2018               2.88                       3.04                 -1   \n6/30/2018               2.90                       3.01                 -1   \n9/30/2018               3.10                       3.20                 -1   \n12/31/2018              3.04                       2.99                 -1   \n3/31/2019               2.98                       2.96                 -1   \n6/30/2019               2.86                       3.08                 -1   \n9/30/2019               2.93                       2.96                 -1   \n12/31/2019              2.94                       3.03                 -1   \n3/31/2020               2.69                       2.71                 -1   \n6/30/2020               3.00                       3.03                 -1   \n9/30/2020               2.79                       3.12                 -1   \n12/31/2020              2.96                       3.14                 -1   \n3/31/2021               3.21                       2.99                 -1   \n6/30/2021               3.05                       2.92                 -1   \n9/30/2021               2.88                       3.21                 -1   \n12/31/2021              3.14                       3.18                 -1   \n3/31/2022               3.05                       3.18                 -1   \n6/30/2022               2.55                       2.74                 -1   \n9/30/2022               2.94                       2.92                 -1   \n12/31/2022              3.01                       3.11                 -1   \n3/31/2023               2.47                       2.68                 -1   \n6/30/2023               2.67                       2.78                 -1   \n9/30/2023               2.63                       2.64                 -1   \n11/9/2023               2.58                       2.59                 -1   \n\n            BROWN-FORMAN CORP-CLASS B  BUNGE GLOBAL SA  CAMPBELL SOUP CO  \\\nDate                                                                       \n3/31/2015                        2.62            -1.00              2.64   \n6/30/2015                        2.76            -1.00              2.76   \n9/30/2015                        2.71            -1.00              2.76   \n12/31/2015                       2.55            -1.00              2.55   \n3/31/2016                        2.68            -1.00              2.66   \n6/30/2016                        2.73            -1.00              2.85   \n9/30/2016                        2.85            -1.00              2.72   \n12/31/2016                       2.65            -1.00              2.77   \n3/31/2017                        2.71            -1.00              2.63   \n6/30/2017                        2.82            -1.00              2.63   \n9/30/2017                        2.98            -1.00              2.91   \n12/31/2017                       3.00            -1.00              2.85   \n3/31/2018                        3.00            -1.00              3.01   \n6/30/2018                        2.72            -1.00              3.51   \n9/30/2018                        3.23            -1.00              2.83   \n12/31/2018                       3.29            -1.00              2.74   \n3/31/2019                        3.04            -1.00              3.05   \n6/30/2019                        3.03            -1.00              2.92   \n9/30/2019                        2.94            -1.00              3.05   \n12/31/2019                       3.13            -1.00              3.05   \n3/31/2020                        3.03            -1.00              3.36   \n6/30/2020                        2.92            -1.00              3.15   \n9/30/2020                        2.98            -1.00              3.34   \n12/31/2020                       3.23            -1.00              3.18   \n3/31/2021                        2.93            -1.00              3.20   \n6/30/2021                        3.16            -1.00              3.15   \n9/30/2021                        3.00            -1.00              3.11   \n12/31/2021                       3.05            -1.00              3.01   \n3/31/2022                        3.16            -1.00              3.12   \n6/30/2022                        3.07            -1.00              3.06   \n9/30/2022                        3.01            -1.00              3.26   \n12/31/2022                       2.97            -1.00              3.13   \n3/31/2023                        2.69             2.66              2.70   \n6/30/2023                        2.77             2.69              2.65   \n9/30/2023                        2.48             2.66              2.69   \n11/9/2023                        2.57             2.62              2.73   \n\n            CHURCH & DWIGHT CO INC  CLOROX COMPANY  COCA-COLA CO/THE  \\\nDate                                                                   \n3/31/2015                    -1.00            2.61              2.61   \n6/30/2015                    -1.00            2.68              2.66   \n9/30/2015                    -1.00            2.83              2.83   \n12/31/2015                    2.60            2.59              2.61   \n3/31/2016                     2.70            2.66              2.74   \n6/30/2016                     2.77            2.82              2.65   \n9/30/2016                     2.77            2.79              2.74   \n12/31/2016                    2.70            2.82              2.67   \n3/31/2017                     2.71            2.66              2.73   \n6/30/2017                     2.79            2.77              2.83   \n9/30/2017                     2.94            2.93              2.89   \n12/31/2017                    3.01            2.97              2.94   \n3/31/2018                     3.02            3.07              2.94   \n6/30/2018                     3.25            3.14              2.94   \n9/30/2018                     3.18            3.17              3.20   \n12/31/2018                    3.11            3.05              3.12   \n3/31/2019                     3.12            2.93              3.01   \n6/30/2019                     2.91            3.00              3.05   \n9/30/2019                     3.14            2.87              3.01   \n12/31/2019                    2.97            2.99              3.01   \n3/31/2020                     3.19            3.98              2.83   \n6/30/2020                     3.16            3.20              2.93   \n9/30/2020                     3.17            3.09              3.04   \n12/31/2020                    3.15            3.11              3.19   \n3/31/2021                     3.21            3.11              3.19   \n6/30/2021                     3.20            3.25              3.07   \n9/30/2021                     3.20            3.13              3.03   \n12/31/2021                    3.20            3.09              3.14   \n3/31/2022                     3.08            3.15              3.16   \n6/30/2022                     3.23            3.22              3.07   \n9/30/2022                     2.91            2.88              2.98   \n12/31/2022                    3.10            2.90              3.10   \n3/31/2023                     2.72            2.72              2.70   \n6/30/2023                     2.84            2.71              2.66   \n9/30/2023                     2.64            2.34              2.65   \n11/9/2023                     2.65            2.42              2.75   \n\n            COCA-COLA EUROPACIFIC PARTNE  ...  REYNOLDS AMERICAN INC  \\\nDate                                      ...                          \n3/31/2015                           2.71  ...                   2.53   \n6/30/2015                           2.69  ...                   2.81   \n9/30/2015                           2.65  ...                   2.82   \n12/31/2015                          2.59  ...                   2.66   \n3/31/2016                           2.69  ...                   2.63   \n6/30/2016                          -1.00  ...                   2.83   \n9/30/2016                          -1.00  ...                   2.74   \n12/31/2016                         -1.00  ...                   2.75   \n3/31/2017                          -1.00  ...                   2.83   \n6/30/2017                          -1.00  ...                   2.84   \n9/30/2017                          -1.00  ...                  -1.00   \n12/31/2017                         -1.00  ...                  -1.00   \n3/31/2018                          -1.00  ...                  -1.00   \n6/30/2018                          -1.00  ...                  -1.00   \n9/30/2018                          -1.00  ...                  -1.00   \n12/31/2018                         -1.00  ...                  -1.00   \n3/31/2019                          -1.00  ...                  -1.00   \n6/30/2019                          -1.00  ...                  -1.00   \n9/30/2019                          -1.00  ...                  -1.00   \n12/31/2019                         -1.00  ...                  -1.00   \n3/31/2020                          -1.00  ...                  -1.00   \n6/30/2020                          -1.00  ...                  -1.00   \n9/30/2020                          -1.00  ...                  -1.00   \n12/31/2020                         -1.00  ...                  -1.00   \n3/31/2021                          -1.00  ...                  -1.00   \n6/30/2021                          -1.00  ...                  -1.00   \n9/30/2021                          -1.00  ...                  -1.00   \n12/31/2021                         -1.00  ...                  -1.00   \n3/31/2022                          -1.00  ...                  -1.00   \n6/30/2022                          -1.00  ...                  -1.00   \n9/30/2022                          -1.00  ...                  -1.00   \n12/31/2022                         -1.00  ...                  -1.00   \n3/31/2023                          -1.00  ...                  -1.00   \n6/30/2023                          -1.00  ...                  -1.00   \n9/30/2023                          -1.00  ...                  -1.00   \n11/9/2023                          -1.00  ...                  -1.00   \n\n            SAFEWAY INC  SYSCO CORP  TARGET CORP  TYSON FOODS INC-CL A  \\\nDate                                                                     \n3/31/2015            -1        2.51        -1.00                  2.63   \n6/30/2015            -1        2.65        -1.00                  2.77   \n9/30/2015            -1        2.63        -1.00                  2.68   \n12/31/2015           -1        2.58        -1.00                  2.61   \n3/31/2016            -1        2.72        -1.00                  2.63   \n6/30/2016            -1        2.79        -1.00                  2.96   \n9/30/2016            -1        2.69        -1.00                  2.83   \n12/31/2016           -1        2.72        -1.00                  2.70   \n3/31/2017            -1        2.71        -1.00                  2.64   \n6/30/2017            -1        2.60        -1.00                  2.94   \n9/30/2017            -1        3.04        -1.00                  3.21   \n12/31/2017           -1        2.81        -1.00                  2.81   \n3/31/2018            -1        2.97        -1.00                  2.93   \n6/30/2018            -1        3.04        -1.00                  2.87   \n9/30/2018            -1        3.18        -1.00                  2.99   \n12/31/2018           -1        3.11        -1.00                  3.14   \n3/31/2019            -1        2.92        -1.00                  3.18   \n6/30/2019            -1        3.01        -1.00                  3.03   \n9/30/2019            -1        3.05        -1.00                  3.04   \n12/31/2019           -1        3.03        -1.00                  3.06   \n3/31/2020            -1        1.90        -1.00                  2.29   \n6/30/2020            -1        3.01        -1.00                  2.87   \n9/30/2020            -1        3.14        -1.00                  2.93   \n12/31/2020           -1        3.04        -1.00                  2.89   \n3/31/2021            -1        2.88        -1.00                  3.00   \n6/30/2021            -1        3.10        -1.00                  3.03   \n9/30/2021            -1        3.29        -1.00                  3.38   \n12/31/2021           -1        3.18        -1.00                  3.09   \n3/31/2022            -1        3.09        -1.00                  3.02   \n6/30/2022            -1        3.10        -1.00                  3.06   \n9/30/2022            -1        2.80        -1.00                  2.90   \n12/31/2022           -1        2.86        -1.00                  3.00   \n3/31/2023            -1        2.72         2.70                  2.68   \n6/30/2023            -1        2.73         2.77                  2.70   \n9/30/2023            -1        2.61         2.47                  2.68   \n11/9/2023            -1        2.70         2.45                  2.52   \n\n            WALGREENS BOOTS ALLIANCE INC  WALMART INC  WHOLE FOODS MARKET INC  \\\nDate                                                                            \n3/31/2015                           2.60         2.58                    2.47   \n6/30/2015                           2.69         2.65                    2.64   \n9/30/2015                           2.47         2.70                    2.64   \n12/31/2015                          2.68         2.66                    2.53   \n3/31/2016                           2.76         2.72                    2.51   \n6/30/2016                           2.71         2.76                    2.51   \n9/30/2016                           2.66         2.81                    2.71   \n12/31/2016                          2.59         2.67                    2.60   \n3/31/2017                           2.64         2.80                    2.77   \n6/30/2017                           2.76         2.72                    3.36   \n9/30/2017                           2.82         2.95                   -1.00   \n12/31/2017                          2.94         2.97                   -1.00   \n3/31/2018                           2.81         3.04                   -1.00   \n6/30/2018                           2.79         2.99                   -1.00   \n9/30/2018                           3.31         3.17                   -1.00   \n12/31/2018                          2.82         3.30                   -1.00   \n3/31/2019                           3.04         2.88                   -1.00   \n6/30/2019                           3.20         3.12                   -1.00   \n9/30/2019                           2.97         3.04                   -1.00   \n12/31/2019                          3.01         2.92                   -1.00   \n3/31/2020                           2.75         3.29                   -1.00   \n6/30/2020                           3.06         3.04                   -1.00   \n9/30/2020                           3.25         3.22                   -1.00   \n12/31/2020                          2.98         3.04                   -1.00   \n3/31/2021                           3.15         3.09                   -1.00   \n6/30/2021                           3.03         3.19                   -1.00   \n9/30/2021                           3.05         3.06                   -1.00   \n12/31/2021                          3.15         3.06                   -1.00   \n3/31/2022                           2.78         3.09                   -1.00   \n6/30/2022                           2.73         2.99                   -1.00   \n9/30/2022                           2.88         3.15                   -1.00   \n12/31/2022                          2.84         3.00                   -1.00   \n3/31/2023                           2.68         2.77                   -1.00   \n6/30/2023                           2.42         2.74                   -1.00   \n9/30/2023                           2.79         2.69                   -1.00   \n11/9/2023                           2.63         2.83                   -1.00   \n\n            CVS HEALTH CORP  BEAM SUNTORY INC  \nDate                                           \n3/31/2015              2.57                -1  \n6/30/2015              2.78                -1  \n9/30/2015              2.56                -1  \n12/31/2015             2.70                -1  \n3/31/2016              2.76                -1  \n6/30/2016              2.66                -1  \n9/30/2016              2.66                -1  \n12/31/2016             2.66                -1  \n3/31/2017              2.66                -1  \n6/30/2017              2.88                -1  \n9/30/2017              3.04                -1  \n12/31/2017             2.88                -1  \n3/31/2018              2.72                -1  \n6/30/2018             -1.00                -1  \n9/30/2018             -1.00                -1  \n12/31/2018            -1.00                -1  \n3/31/2019             -1.00                -1  \n6/30/2019             -1.00                -1  \n9/30/2019             -1.00                -1  \n12/31/2019            -1.00                -1  \n3/31/2020             -1.00                -1  \n6/30/2020             -1.00                -1  \n9/30/2020             -1.00                -1  \n12/31/2020            -1.00                -1  \n3/31/2021             -1.00                -1  \n6/30/2021             -1.00                -1  \n9/30/2021             -1.00                -1  \n12/31/2021            -1.00                -1  \n3/31/2022             -1.00                -1  \n6/30/2022             -1.00                -1  \n9/30/2022             -1.00                -1  \n12/31/2022            -1.00                -1  \n3/31/2023             -1.00                -1  \n6/30/2023             -1.00                -1  \n9/30/2023             -1.00                -1  \n11/9/2023             -1.00                -1  \n\n[36 rows x 51 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>ALTRIA GROUP INC</th>\n      <th>ARCHER-DANIELS-MIDLAND CO</th>\n      <th>AVON PRODUCTS INC</th>\n      <th>BROWN-FORMAN CORP-CLASS B</th>\n      <th>BUNGE GLOBAL SA</th>\n      <th>CAMPBELL SOUP CO</th>\n      <th>CHURCH &amp; DWIGHT CO INC</th>\n      <th>CLOROX COMPANY</th>\n      <th>COCA-COLA CO/THE</th>\n      <th>COCA-COLA EUROPACIFIC PARTNE</th>\n      <th>...</th>\n      <th>REYNOLDS AMERICAN INC</th>\n      <th>SAFEWAY INC</th>\n      <th>SYSCO CORP</th>\n      <th>TARGET CORP</th>\n      <th>TYSON FOODS INC-CL A</th>\n      <th>WALGREENS BOOTS ALLIANCE INC</th>\n      <th>WALMART INC</th>\n      <th>WHOLE FOODS MARKET INC</th>\n      <th>CVS HEALTH CORP</th>\n      <th>BEAM SUNTORY INC</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>3/31/2015</th>\n      <td>2.50</td>\n      <td>2.63</td>\n      <td>-1</td>\n      <td>2.62</td>\n      <td>-1.00</td>\n      <td>2.64</td>\n      <td>-1.00</td>\n      <td>2.61</td>\n      <td>2.61</td>\n      <td>2.71</td>\n      <td>...</td>\n      <td>2.53</td>\n      <td>-1</td>\n      <td>2.51</td>\n      <td>-1.00</td>\n      <td>2.63</td>\n      <td>2.60</td>\n      <td>2.58</td>\n      <td>2.47</td>\n      <td>2.57</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2015</th>\n      <td>2.75</td>\n      <td>2.51</td>\n      <td>-1</td>\n      <td>2.76</td>\n      <td>-1.00</td>\n      <td>2.76</td>\n      <td>-1.00</td>\n      <td>2.68</td>\n      <td>2.66</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.81</td>\n      <td>-1</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>2.77</td>\n      <td>2.69</td>\n      <td>2.65</td>\n      <td>2.64</td>\n      <td>2.78</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2015</th>\n      <td>2.78</td>\n      <td>2.61</td>\n      <td>-1</td>\n      <td>2.71</td>\n      <td>-1.00</td>\n      <td>2.76</td>\n      <td>-1.00</td>\n      <td>2.83</td>\n      <td>2.83</td>\n      <td>2.65</td>\n      <td>...</td>\n      <td>2.82</td>\n      <td>-1</td>\n      <td>2.63</td>\n      <td>-1.00</td>\n      <td>2.68</td>\n      <td>2.47</td>\n      <td>2.70</td>\n      <td>2.64</td>\n      <td>2.56</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2015</th>\n      <td>2.65</td>\n      <td>2.76</td>\n      <td>-1</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>2.60</td>\n      <td>2.59</td>\n      <td>2.61</td>\n      <td>2.59</td>\n      <td>...</td>\n      <td>2.66</td>\n      <td>-1</td>\n      <td>2.58</td>\n      <td>-1.00</td>\n      <td>2.61</td>\n      <td>2.68</td>\n      <td>2.66</td>\n      <td>2.53</td>\n      <td>2.70</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2016</th>\n      <td>2.70</td>\n      <td>2.65</td>\n      <td>-1</td>\n      <td>2.68</td>\n      <td>-1.00</td>\n      <td>2.66</td>\n      <td>2.70</td>\n      <td>2.66</td>\n      <td>2.74</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.63</td>\n      <td>-1</td>\n      <td>2.72</td>\n      <td>-1.00</td>\n      <td>2.63</td>\n      <td>2.76</td>\n      <td>2.72</td>\n      <td>2.51</td>\n      <td>2.76</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2016</th>\n      <td>2.80</td>\n      <td>2.68</td>\n      <td>-1</td>\n      <td>2.73</td>\n      <td>-1.00</td>\n      <td>2.85</td>\n      <td>2.77</td>\n      <td>2.82</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.83</td>\n      <td>-1</td>\n      <td>2.79</td>\n      <td>-1.00</td>\n      <td>2.96</td>\n      <td>2.71</td>\n      <td>2.76</td>\n      <td>2.51</td>\n      <td>2.66</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2016</th>\n      <td>2.72</td>\n      <td>2.75</td>\n      <td>-1</td>\n      <td>2.85</td>\n      <td>-1.00</td>\n      <td>2.72</td>\n      <td>2.77</td>\n      <td>2.79</td>\n      <td>2.74</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.74</td>\n      <td>-1</td>\n      <td>2.69</td>\n      <td>-1.00</td>\n      <td>2.83</td>\n      <td>2.66</td>\n      <td>2.81</td>\n      <td>2.71</td>\n      <td>2.66</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2016</th>\n      <td>2.76</td>\n      <td>2.65</td>\n      <td>-1</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>2.77</td>\n      <td>2.70</td>\n      <td>2.82</td>\n      <td>2.67</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.75</td>\n      <td>-1</td>\n      <td>2.72</td>\n      <td>-1.00</td>\n      <td>2.70</td>\n      <td>2.59</td>\n      <td>2.67</td>\n      <td>2.60</td>\n      <td>2.66</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2017</th>\n      <td>2.54</td>\n      <td>2.78</td>\n      <td>-1</td>\n      <td>2.71</td>\n      <td>-1.00</td>\n      <td>2.63</td>\n      <td>2.71</td>\n      <td>2.66</td>\n      <td>2.73</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.83</td>\n      <td>-1</td>\n      <td>2.71</td>\n      <td>-1.00</td>\n      <td>2.64</td>\n      <td>2.64</td>\n      <td>2.80</td>\n      <td>2.77</td>\n      <td>2.66</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2017</th>\n      <td>2.82</td>\n      <td>2.81</td>\n      <td>-1</td>\n      <td>2.82</td>\n      <td>-1.00</td>\n      <td>2.63</td>\n      <td>2.79</td>\n      <td>2.77</td>\n      <td>2.83</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.84</td>\n      <td>-1</td>\n      <td>2.60</td>\n      <td>-1.00</td>\n      <td>2.94</td>\n      <td>2.76</td>\n      <td>2.72</td>\n      <td>3.36</td>\n      <td>2.88</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2017</th>\n      <td>3.03</td>\n      <td>2.99</td>\n      <td>-1</td>\n      <td>2.98</td>\n      <td>-1.00</td>\n      <td>2.91</td>\n      <td>2.94</td>\n      <td>2.93</td>\n      <td>2.89</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>3.21</td>\n      <td>2.82</td>\n      <td>2.95</td>\n      <td>-1.00</td>\n      <td>3.04</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2017</th>\n      <td>2.90</td>\n      <td>2.80</td>\n      <td>-1</td>\n      <td>3.00</td>\n      <td>-1.00</td>\n      <td>2.85</td>\n      <td>3.01</td>\n      <td>2.97</td>\n      <td>2.94</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.81</td>\n      <td>-1.00</td>\n      <td>2.81</td>\n      <td>2.94</td>\n      <td>2.97</td>\n      <td>-1.00</td>\n      <td>2.88</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2018</th>\n      <td>2.88</td>\n      <td>3.04</td>\n      <td>-1</td>\n      <td>3.00</td>\n      <td>-1.00</td>\n      <td>3.01</td>\n      <td>3.02</td>\n      <td>3.07</td>\n      <td>2.94</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.97</td>\n      <td>-1.00</td>\n      <td>2.93</td>\n      <td>2.81</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>2.72</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2018</th>\n      <td>2.90</td>\n      <td>3.01</td>\n      <td>-1</td>\n      <td>2.72</td>\n      <td>-1.00</td>\n      <td>3.51</td>\n      <td>3.25</td>\n      <td>3.14</td>\n      <td>2.94</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>2.87</td>\n      <td>2.79</td>\n      <td>2.99</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2018</th>\n      <td>3.10</td>\n      <td>3.20</td>\n      <td>-1</td>\n      <td>3.23</td>\n      <td>-1.00</td>\n      <td>2.83</td>\n      <td>3.18</td>\n      <td>3.17</td>\n      <td>3.20</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.18</td>\n      <td>-1.00</td>\n      <td>2.99</td>\n      <td>3.31</td>\n      <td>3.17</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2018</th>\n      <td>3.04</td>\n      <td>2.99</td>\n      <td>-1</td>\n      <td>3.29</td>\n      <td>-1.00</td>\n      <td>2.74</td>\n      <td>3.11</td>\n      <td>3.05</td>\n      <td>3.12</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.11</td>\n      <td>-1.00</td>\n      <td>3.14</td>\n      <td>2.82</td>\n      <td>3.30</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2019</th>\n      <td>2.98</td>\n      <td>2.96</td>\n      <td>-1</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>3.05</td>\n      <td>3.12</td>\n      <td>2.93</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.92</td>\n      <td>-1.00</td>\n      <td>3.18</td>\n      <td>3.04</td>\n      <td>2.88</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2019</th>\n      <td>2.86</td>\n      <td>3.08</td>\n      <td>-1</td>\n      <td>3.03</td>\n      <td>-1.00</td>\n      <td>2.92</td>\n      <td>2.91</td>\n      <td>3.00</td>\n      <td>3.05</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>3.03</td>\n      <td>3.20</td>\n      <td>3.12</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2019</th>\n      <td>2.93</td>\n      <td>2.96</td>\n      <td>-1</td>\n      <td>2.94</td>\n      <td>-1.00</td>\n      <td>3.05</td>\n      <td>3.14</td>\n      <td>2.87</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.05</td>\n      <td>-1.00</td>\n      <td>3.04</td>\n      <td>2.97</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2019</th>\n      <td>2.94</td>\n      <td>3.03</td>\n      <td>-1</td>\n      <td>3.13</td>\n      <td>-1.00</td>\n      <td>3.05</td>\n      <td>2.97</td>\n      <td>2.99</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.03</td>\n      <td>-1.00</td>\n      <td>3.06</td>\n      <td>3.01</td>\n      <td>2.92</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2020</th>\n      <td>2.69</td>\n      <td>2.71</td>\n      <td>-1</td>\n      <td>3.03</td>\n      <td>-1.00</td>\n      <td>3.36</td>\n      <td>3.19</td>\n      <td>3.98</td>\n      <td>2.83</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>1.90</td>\n      <td>-1.00</td>\n      <td>2.29</td>\n      <td>2.75</td>\n      <td>3.29</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2020</th>\n      <td>3.00</td>\n      <td>3.03</td>\n      <td>-1</td>\n      <td>2.92</td>\n      <td>-1.00</td>\n      <td>3.15</td>\n      <td>3.16</td>\n      <td>3.20</td>\n      <td>2.93</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>2.87</td>\n      <td>3.06</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2020</th>\n      <td>2.79</td>\n      <td>3.12</td>\n      <td>-1</td>\n      <td>2.98</td>\n      <td>-1.00</td>\n      <td>3.34</td>\n      <td>3.17</td>\n      <td>3.09</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.14</td>\n      <td>-1.00</td>\n      <td>2.93</td>\n      <td>3.25</td>\n      <td>3.22</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2020</th>\n      <td>2.96</td>\n      <td>3.14</td>\n      <td>-1</td>\n      <td>3.23</td>\n      <td>-1.00</td>\n      <td>3.18</td>\n      <td>3.15</td>\n      <td>3.11</td>\n      <td>3.19</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>2.89</td>\n      <td>2.98</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2021</th>\n      <td>3.21</td>\n      <td>2.99</td>\n      <td>-1</td>\n      <td>2.93</td>\n      <td>-1.00</td>\n      <td>3.20</td>\n      <td>3.21</td>\n      <td>3.11</td>\n      <td>3.19</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.88</td>\n      <td>-1.00</td>\n      <td>3.00</td>\n      <td>3.15</td>\n      <td>3.09</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2021</th>\n      <td>3.05</td>\n      <td>2.92</td>\n      <td>-1</td>\n      <td>3.16</td>\n      <td>-1.00</td>\n      <td>3.15</td>\n      <td>3.20</td>\n      <td>3.25</td>\n      <td>3.07</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.10</td>\n      <td>-1.00</td>\n      <td>3.03</td>\n      <td>3.03</td>\n      <td>3.19</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2021</th>\n      <td>2.88</td>\n      <td>3.21</td>\n      <td>-1</td>\n      <td>3.00</td>\n      <td>-1.00</td>\n      <td>3.11</td>\n      <td>3.20</td>\n      <td>3.13</td>\n      <td>3.03</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.29</td>\n      <td>-1.00</td>\n      <td>3.38</td>\n      <td>3.05</td>\n      <td>3.06</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2021</th>\n      <td>3.14</td>\n      <td>3.18</td>\n      <td>-1</td>\n      <td>3.05</td>\n      <td>-1.00</td>\n      <td>3.01</td>\n      <td>3.20</td>\n      <td>3.09</td>\n      <td>3.14</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.18</td>\n      <td>-1.00</td>\n      <td>3.09</td>\n      <td>3.15</td>\n      <td>3.06</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2022</th>\n      <td>3.05</td>\n      <td>3.18</td>\n      <td>-1</td>\n      <td>3.16</td>\n      <td>-1.00</td>\n      <td>3.12</td>\n      <td>3.08</td>\n      <td>3.15</td>\n      <td>3.16</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.09</td>\n      <td>-1.00</td>\n      <td>3.02</td>\n      <td>2.78</td>\n      <td>3.09</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2022</th>\n      <td>2.55</td>\n      <td>2.74</td>\n      <td>-1</td>\n      <td>3.07</td>\n      <td>-1.00</td>\n      <td>3.06</td>\n      <td>3.23</td>\n      <td>3.22</td>\n      <td>3.07</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.10</td>\n      <td>-1.00</td>\n      <td>3.06</td>\n      <td>2.73</td>\n      <td>2.99</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2022</th>\n      <td>2.94</td>\n      <td>2.92</td>\n      <td>-1</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>3.26</td>\n      <td>2.91</td>\n      <td>2.88</td>\n      <td>2.98</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.80</td>\n      <td>-1.00</td>\n      <td>2.90</td>\n      <td>2.88</td>\n      <td>3.15</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2022</th>\n      <td>3.01</td>\n      <td>3.11</td>\n      <td>-1</td>\n      <td>2.97</td>\n      <td>-1.00</td>\n      <td>3.13</td>\n      <td>3.10</td>\n      <td>2.90</td>\n      <td>3.10</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.86</td>\n      <td>-1.00</td>\n      <td>3.00</td>\n      <td>2.84</td>\n      <td>3.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2023</th>\n      <td>2.47</td>\n      <td>2.68</td>\n      <td>-1</td>\n      <td>2.69</td>\n      <td>2.66</td>\n      <td>2.70</td>\n      <td>2.72</td>\n      <td>2.72</td>\n      <td>2.70</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.72</td>\n      <td>2.70</td>\n      <td>2.68</td>\n      <td>2.68</td>\n      <td>2.77</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2023</th>\n      <td>2.67</td>\n      <td>2.78</td>\n      <td>-1</td>\n      <td>2.77</td>\n      <td>2.69</td>\n      <td>2.65</td>\n      <td>2.84</td>\n      <td>2.71</td>\n      <td>2.66</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.73</td>\n      <td>2.77</td>\n      <td>2.70</td>\n      <td>2.42</td>\n      <td>2.74</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2023</th>\n      <td>2.63</td>\n      <td>2.64</td>\n      <td>-1</td>\n      <td>2.48</td>\n      <td>2.66</td>\n      <td>2.69</td>\n      <td>2.64</td>\n      <td>2.34</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.61</td>\n      <td>2.47</td>\n      <td>2.68</td>\n      <td>2.79</td>\n      <td>2.69</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>11/9/2023</th>\n      <td>2.58</td>\n      <td>2.59</td>\n      <td>-1</td>\n      <td>2.57</td>\n      <td>2.62</td>\n      <td>2.73</td>\n      <td>2.65</td>\n      <td>2.42</td>\n      <td>2.75</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.70</td>\n      <td>2.45</td>\n      <td>2.52</td>\n      <td>2.63</td>\n      <td>2.83</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n  </tbody>\n</table>\n<p>36 rows × 51 columns</p>\n</div>"
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# read bloomberg index data from 2014-2023\n",
    "# drop unneeded columns and rows and transpose to get in time series format\n",
    "index_cos1 = pd.read_excel('data/14_23_index.XLSX', skiprows=10)\n",
    "index_cos1.drop(columns=['Unnamed: 0', 'Unnamed: 1'], inplace = True)\n",
    "index_cos1 = index_cos1.iloc[:55,:]\n",
    "index_cos1 = index_cos1.T\n",
    "\n",
    "# reset so that columns are named correctly (companies as column names)\n",
    "index_cos1 = index_cos1.rename(columns = index_cos1.loc['Unnamed: 2']).iloc[5:,:]\n",
    "\n",
    "# drop weight columns\n",
    "index_cos1.drop(columns=[np.nan], inplace = True)\n",
    "\n",
    "# rename index\n",
    "index_cos1.index.rename(\"Date\", inplace = True)\n",
    "\n",
    "# fill all nans with -1 to make for easier parsing\n",
    "# if weight is -1, then the stock is not in the index at this time step\n",
    "index_cos1 = index_cos1.fillna(-1)\n",
    "index_cos1"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:24.988754Z",
     "start_time": "2023-12-10T21:55:24.792248Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "outputs": [
    {
     "data": {
      "text/plain": "              MO   ADM  AVP  BF-B    BG   CPB   CHD   CLX    KO  CCEP  ...  \\\nDate                                                                   ...   \n3/31/2015   2.50  2.63   -1  2.62 -1.00  2.64 -1.00  2.61  2.61  2.71  ...   \n6/30/2015   2.75  2.51   -1  2.76 -1.00  2.76 -1.00  2.68  2.66  2.69  ...   \n9/30/2015   2.78  2.61   -1  2.71 -1.00  2.76 -1.00  2.83  2.83  2.65  ...   \n12/31/2015  2.65  2.76   -1  2.55 -1.00  2.55  2.60  2.59  2.61  2.59  ...   \n3/31/2016   2.70  2.65   -1  2.68 -1.00  2.66  2.70  2.66  2.74  2.69  ...   \n6/30/2016   2.80  2.68   -1  2.73 -1.00  2.85  2.77  2.82  2.65 -1.00  ...   \n9/30/2016   2.72  2.75   -1  2.85 -1.00  2.72  2.77  2.79  2.74 -1.00  ...   \n12/31/2016  2.76  2.65   -1  2.65 -1.00  2.77  2.70  2.82  2.67 -1.00  ...   \n3/31/2017   2.54  2.78   -1  2.71 -1.00  2.63  2.71  2.66  2.73 -1.00  ...   \n6/30/2017   2.82  2.81   -1  2.82 -1.00  2.63  2.79  2.77  2.83 -1.00  ...   \n9/30/2017   3.03  2.99   -1  2.98 -1.00  2.91  2.94  2.93  2.89 -1.00  ...   \n12/31/2017  2.90  2.80   -1  3.00 -1.00  2.85  3.01  2.97  2.94 -1.00  ...   \n3/31/2018   2.88  3.04   -1  3.00 -1.00  3.01  3.02  3.07  2.94 -1.00  ...   \n6/30/2018   2.90  3.01   -1  2.72 -1.00  3.51  3.25  3.14  2.94 -1.00  ...   \n9/30/2018   3.10  3.20   -1  3.23 -1.00  2.83  3.18  3.17  3.20 -1.00  ...   \n12/31/2018  3.04  2.99   -1  3.29 -1.00  2.74  3.11  3.05  3.12 -1.00  ...   \n3/31/2019   2.98  2.96   -1  3.04 -1.00  3.05  3.12  2.93  3.01 -1.00  ...   \n6/30/2019   2.86  3.08   -1  3.03 -1.00  2.92  2.91  3.00  3.05 -1.00  ...   \n9/30/2019   2.93  2.96   -1  2.94 -1.00  3.05  3.14  2.87  3.01 -1.00  ...   \n12/31/2019  2.94  3.03   -1  3.13 -1.00  3.05  2.97  2.99  3.01 -1.00  ...   \n3/31/2020   2.69  2.71   -1  3.03 -1.00  3.36  3.19  3.98  2.83 -1.00  ...   \n6/30/2020   3.00  3.03   -1  2.92 -1.00  3.15  3.16  3.20  2.93 -1.00  ...   \n9/30/2020   2.79  3.12   -1  2.98 -1.00  3.34  3.17  3.09  3.04 -1.00  ...   \n12/31/2020  2.96  3.14   -1  3.23 -1.00  3.18  3.15  3.11  3.19 -1.00  ...   \n3/31/2021   3.21  2.99   -1  2.93 -1.00  3.20  3.21  3.11  3.19 -1.00  ...   \n6/30/2021   3.05  2.92   -1  3.16 -1.00  3.15  3.20  3.25  3.07 -1.00  ...   \n9/30/2021   2.88  3.21   -1  3.00 -1.00  3.11  3.20  3.13  3.03 -1.00  ...   \n12/31/2021  3.14  3.18   -1  3.05 -1.00  3.01  3.20  3.09  3.14 -1.00  ...   \n3/31/2022   3.05  3.18   -1  3.16 -1.00  3.12  3.08  3.15  3.16 -1.00  ...   \n6/30/2022   2.55  2.74   -1  3.07 -1.00  3.06  3.23  3.22  3.07 -1.00  ...   \n9/30/2022   2.94  2.92   -1  3.01 -1.00  3.26  2.91  2.88  2.98 -1.00  ...   \n12/31/2022  3.01  3.11   -1  2.97 -1.00  3.13  3.10  2.90  3.10 -1.00  ...   \n3/31/2023   2.47  2.68   -1  2.69  2.66  2.70  2.72  2.72  2.70 -1.00  ...   \n6/30/2023   2.67  2.78   -1  2.77  2.69  2.65  2.84  2.71  2.66 -1.00  ...   \n9/30/2023   2.63  2.64   -1  2.48  2.66  2.69  2.64  2.34  2.65 -1.00  ...   \n11/9/2023   2.58  2.59   -1  2.57  2.62  2.73  2.65  2.42  2.75 -1.00  ...   \n\n             RAI  SWY   SYY   TGT   TSN   WBA   WMT   WFM   CVS  BEAM  \nDate                                                                   \n3/31/2015   2.53   -1  2.51 -1.00  2.63  2.60  2.58  2.47  2.57    -1  \n6/30/2015   2.81   -1  2.65 -1.00  2.77  2.69  2.65  2.64  2.78    -1  \n9/30/2015   2.82   -1  2.63 -1.00  2.68  2.47  2.70  2.64  2.56    -1  \n12/31/2015  2.66   -1  2.58 -1.00  2.61  2.68  2.66  2.53  2.70    -1  \n3/31/2016   2.63   -1  2.72 -1.00  2.63  2.76  2.72  2.51  2.76    -1  \n6/30/2016   2.83   -1  2.79 -1.00  2.96  2.71  2.76  2.51  2.66    -1  \n9/30/2016   2.74   -1  2.69 -1.00  2.83  2.66  2.81  2.71  2.66    -1  \n12/31/2016  2.75   -1  2.72 -1.00  2.70  2.59  2.67  2.60  2.66    -1  \n3/31/2017   2.83   -1  2.71 -1.00  2.64  2.64  2.80  2.77  2.66    -1  \n6/30/2017   2.84   -1  2.60 -1.00  2.94  2.76  2.72  3.36  2.88    -1  \n9/30/2017  -1.00   -1  3.04 -1.00  3.21  2.82  2.95 -1.00  3.04    -1  \n12/31/2017 -1.00   -1  2.81 -1.00  2.81  2.94  2.97 -1.00  2.88    -1  \n3/31/2018  -1.00   -1  2.97 -1.00  2.93  2.81  3.04 -1.00  2.72    -1  \n6/30/2018  -1.00   -1  3.04 -1.00  2.87  2.79  2.99 -1.00 -1.00    -1  \n9/30/2018  -1.00   -1  3.18 -1.00  2.99  3.31  3.17 -1.00 -1.00    -1  \n12/31/2018 -1.00   -1  3.11 -1.00  3.14  2.82  3.30 -1.00 -1.00    -1  \n3/31/2019  -1.00   -1  2.92 -1.00  3.18  3.04  2.88 -1.00 -1.00    -1  \n6/30/2019  -1.00   -1  3.01 -1.00  3.03  3.20  3.12 -1.00 -1.00    -1  \n9/30/2019  -1.00   -1  3.05 -1.00  3.04  2.97  3.04 -1.00 -1.00    -1  \n12/31/2019 -1.00   -1  3.03 -1.00  3.06  3.01  2.92 -1.00 -1.00    -1  \n3/31/2020  -1.00   -1  1.90 -1.00  2.29  2.75  3.29 -1.00 -1.00    -1  \n6/30/2020  -1.00   -1  3.01 -1.00  2.87  3.06  3.04 -1.00 -1.00    -1  \n9/30/2020  -1.00   -1  3.14 -1.00  2.93  3.25  3.22 -1.00 -1.00    -1  \n12/31/2020 -1.00   -1  3.04 -1.00  2.89  2.98  3.04 -1.00 -1.00    -1  \n3/31/2021  -1.00   -1  2.88 -1.00  3.00  3.15  3.09 -1.00 -1.00    -1  \n6/30/2021  -1.00   -1  3.10 -1.00  3.03  3.03  3.19 -1.00 -1.00    -1  \n9/30/2021  -1.00   -1  3.29 -1.00  3.38  3.05  3.06 -1.00 -1.00    -1  \n12/31/2021 -1.00   -1  3.18 -1.00  3.09  3.15  3.06 -1.00 -1.00    -1  \n3/31/2022  -1.00   -1  3.09 -1.00  3.02  2.78  3.09 -1.00 -1.00    -1  \n6/30/2022  -1.00   -1  3.10 -1.00  3.06  2.73  2.99 -1.00 -1.00    -1  \n9/30/2022  -1.00   -1  2.80 -1.00  2.90  2.88  3.15 -1.00 -1.00    -1  \n12/31/2022 -1.00   -1  2.86 -1.00  3.00  2.84  3.00 -1.00 -1.00    -1  \n3/31/2023  -1.00   -1  2.72  2.70  2.68  2.68  2.77 -1.00 -1.00    -1  \n6/30/2023  -1.00   -1  2.73  2.77  2.70  2.42  2.74 -1.00 -1.00    -1  \n9/30/2023  -1.00   -1  2.61  2.47  2.68  2.79  2.69 -1.00 -1.00    -1  \n11/9/2023  -1.00   -1  2.70  2.45  2.52  2.63  2.83 -1.00 -1.00    -1  \n\n[36 rows x 51 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>MO</th>\n      <th>ADM</th>\n      <th>AVP</th>\n      <th>BF-B</th>\n      <th>BG</th>\n      <th>CPB</th>\n      <th>CHD</th>\n      <th>CLX</th>\n      <th>KO</th>\n      <th>CCEP</th>\n      <th>...</th>\n      <th>RAI</th>\n      <th>SWY</th>\n      <th>SYY</th>\n      <th>TGT</th>\n      <th>TSN</th>\n      <th>WBA</th>\n      <th>WMT</th>\n      <th>WFM</th>\n      <th>CVS</th>\n      <th>BEAM</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>3/31/2015</th>\n      <td>2.50</td>\n      <td>2.63</td>\n      <td>-1</td>\n      <td>2.62</td>\n      <td>-1.00</td>\n      <td>2.64</td>\n      <td>-1.00</td>\n      <td>2.61</td>\n      <td>2.61</td>\n      <td>2.71</td>\n      <td>...</td>\n      <td>2.53</td>\n      <td>-1</td>\n      <td>2.51</td>\n      <td>-1.00</td>\n      <td>2.63</td>\n      <td>2.60</td>\n      <td>2.58</td>\n      <td>2.47</td>\n      <td>2.57</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2015</th>\n      <td>2.75</td>\n      <td>2.51</td>\n      <td>-1</td>\n      <td>2.76</td>\n      <td>-1.00</td>\n      <td>2.76</td>\n      <td>-1.00</td>\n      <td>2.68</td>\n      <td>2.66</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.81</td>\n      <td>-1</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>2.77</td>\n      <td>2.69</td>\n      <td>2.65</td>\n      <td>2.64</td>\n      <td>2.78</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2015</th>\n      <td>2.78</td>\n      <td>2.61</td>\n      <td>-1</td>\n      <td>2.71</td>\n      <td>-1.00</td>\n      <td>2.76</td>\n      <td>-1.00</td>\n      <td>2.83</td>\n      <td>2.83</td>\n      <td>2.65</td>\n      <td>...</td>\n      <td>2.82</td>\n      <td>-1</td>\n      <td>2.63</td>\n      <td>-1.00</td>\n      <td>2.68</td>\n      <td>2.47</td>\n      <td>2.70</td>\n      <td>2.64</td>\n      <td>2.56</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2015</th>\n      <td>2.65</td>\n      <td>2.76</td>\n      <td>-1</td>\n      <td>2.55</td>\n      <td>-1.00</td>\n      <td>2.55</td>\n      <td>2.60</td>\n      <td>2.59</td>\n      <td>2.61</td>\n      <td>2.59</td>\n      <td>...</td>\n      <td>2.66</td>\n      <td>-1</td>\n      <td>2.58</td>\n      <td>-1.00</td>\n      <td>2.61</td>\n      <td>2.68</td>\n      <td>2.66</td>\n      <td>2.53</td>\n      <td>2.70</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2016</th>\n      <td>2.70</td>\n      <td>2.65</td>\n      <td>-1</td>\n      <td>2.68</td>\n      <td>-1.00</td>\n      <td>2.66</td>\n      <td>2.70</td>\n      <td>2.66</td>\n      <td>2.74</td>\n      <td>2.69</td>\n      <td>...</td>\n      <td>2.63</td>\n      <td>-1</td>\n      <td>2.72</td>\n      <td>-1.00</td>\n      <td>2.63</td>\n      <td>2.76</td>\n      <td>2.72</td>\n      <td>2.51</td>\n      <td>2.76</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2016</th>\n      <td>2.80</td>\n      <td>2.68</td>\n      <td>-1</td>\n      <td>2.73</td>\n      <td>-1.00</td>\n      <td>2.85</td>\n      <td>2.77</td>\n      <td>2.82</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.83</td>\n      <td>-1</td>\n      <td>2.79</td>\n      <td>-1.00</td>\n      <td>2.96</td>\n      <td>2.71</td>\n      <td>2.76</td>\n      <td>2.51</td>\n      <td>2.66</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2016</th>\n      <td>2.72</td>\n      <td>2.75</td>\n      <td>-1</td>\n      <td>2.85</td>\n      <td>-1.00</td>\n      <td>2.72</td>\n      <td>2.77</td>\n      <td>2.79</td>\n      <td>2.74</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.74</td>\n      <td>-1</td>\n      <td>2.69</td>\n      <td>-1.00</td>\n      <td>2.83</td>\n      <td>2.66</td>\n      <td>2.81</td>\n      <td>2.71</td>\n      <td>2.66</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2016</th>\n      <td>2.76</td>\n      <td>2.65</td>\n      <td>-1</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>2.77</td>\n      <td>2.70</td>\n      <td>2.82</td>\n      <td>2.67</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.75</td>\n      <td>-1</td>\n      <td>2.72</td>\n      <td>-1.00</td>\n      <td>2.70</td>\n      <td>2.59</td>\n      <td>2.67</td>\n      <td>2.60</td>\n      <td>2.66</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2017</th>\n      <td>2.54</td>\n      <td>2.78</td>\n      <td>-1</td>\n      <td>2.71</td>\n      <td>-1.00</td>\n      <td>2.63</td>\n      <td>2.71</td>\n      <td>2.66</td>\n      <td>2.73</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.83</td>\n      <td>-1</td>\n      <td>2.71</td>\n      <td>-1.00</td>\n      <td>2.64</td>\n      <td>2.64</td>\n      <td>2.80</td>\n      <td>2.77</td>\n      <td>2.66</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2017</th>\n      <td>2.82</td>\n      <td>2.81</td>\n      <td>-1</td>\n      <td>2.82</td>\n      <td>-1.00</td>\n      <td>2.63</td>\n      <td>2.79</td>\n      <td>2.77</td>\n      <td>2.83</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>2.84</td>\n      <td>-1</td>\n      <td>2.60</td>\n      <td>-1.00</td>\n      <td>2.94</td>\n      <td>2.76</td>\n      <td>2.72</td>\n      <td>3.36</td>\n      <td>2.88</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2017</th>\n      <td>3.03</td>\n      <td>2.99</td>\n      <td>-1</td>\n      <td>2.98</td>\n      <td>-1.00</td>\n      <td>2.91</td>\n      <td>2.94</td>\n      <td>2.93</td>\n      <td>2.89</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>3.21</td>\n      <td>2.82</td>\n      <td>2.95</td>\n      <td>-1.00</td>\n      <td>3.04</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2017</th>\n      <td>2.90</td>\n      <td>2.80</td>\n      <td>-1</td>\n      <td>3.00</td>\n      <td>-1.00</td>\n      <td>2.85</td>\n      <td>3.01</td>\n      <td>2.97</td>\n      <td>2.94</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.81</td>\n      <td>-1.00</td>\n      <td>2.81</td>\n      <td>2.94</td>\n      <td>2.97</td>\n      <td>-1.00</td>\n      <td>2.88</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2018</th>\n      <td>2.88</td>\n      <td>3.04</td>\n      <td>-1</td>\n      <td>3.00</td>\n      <td>-1.00</td>\n      <td>3.01</td>\n      <td>3.02</td>\n      <td>3.07</td>\n      <td>2.94</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.97</td>\n      <td>-1.00</td>\n      <td>2.93</td>\n      <td>2.81</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>2.72</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2018</th>\n      <td>2.90</td>\n      <td>3.01</td>\n      <td>-1</td>\n      <td>2.72</td>\n      <td>-1.00</td>\n      <td>3.51</td>\n      <td>3.25</td>\n      <td>3.14</td>\n      <td>2.94</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>2.87</td>\n      <td>2.79</td>\n      <td>2.99</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2018</th>\n      <td>3.10</td>\n      <td>3.20</td>\n      <td>-1</td>\n      <td>3.23</td>\n      <td>-1.00</td>\n      <td>2.83</td>\n      <td>3.18</td>\n      <td>3.17</td>\n      <td>3.20</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.18</td>\n      <td>-1.00</td>\n      <td>2.99</td>\n      <td>3.31</td>\n      <td>3.17</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2018</th>\n      <td>3.04</td>\n      <td>2.99</td>\n      <td>-1</td>\n      <td>3.29</td>\n      <td>-1.00</td>\n      <td>2.74</td>\n      <td>3.11</td>\n      <td>3.05</td>\n      <td>3.12</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.11</td>\n      <td>-1.00</td>\n      <td>3.14</td>\n      <td>2.82</td>\n      <td>3.30</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2019</th>\n      <td>2.98</td>\n      <td>2.96</td>\n      <td>-1</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>3.05</td>\n      <td>3.12</td>\n      <td>2.93</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.92</td>\n      <td>-1.00</td>\n      <td>3.18</td>\n      <td>3.04</td>\n      <td>2.88</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2019</th>\n      <td>2.86</td>\n      <td>3.08</td>\n      <td>-1</td>\n      <td>3.03</td>\n      <td>-1.00</td>\n      <td>2.92</td>\n      <td>2.91</td>\n      <td>3.00</td>\n      <td>3.05</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>3.03</td>\n      <td>3.20</td>\n      <td>3.12</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2019</th>\n      <td>2.93</td>\n      <td>2.96</td>\n      <td>-1</td>\n      <td>2.94</td>\n      <td>-1.00</td>\n      <td>3.05</td>\n      <td>3.14</td>\n      <td>2.87</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.05</td>\n      <td>-1.00</td>\n      <td>3.04</td>\n      <td>2.97</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2019</th>\n      <td>2.94</td>\n      <td>3.03</td>\n      <td>-1</td>\n      <td>3.13</td>\n      <td>-1.00</td>\n      <td>3.05</td>\n      <td>2.97</td>\n      <td>2.99</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.03</td>\n      <td>-1.00</td>\n      <td>3.06</td>\n      <td>3.01</td>\n      <td>2.92</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2020</th>\n      <td>2.69</td>\n      <td>2.71</td>\n      <td>-1</td>\n      <td>3.03</td>\n      <td>-1.00</td>\n      <td>3.36</td>\n      <td>3.19</td>\n      <td>3.98</td>\n      <td>2.83</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>1.90</td>\n      <td>-1.00</td>\n      <td>2.29</td>\n      <td>2.75</td>\n      <td>3.29</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2020</th>\n      <td>3.00</td>\n      <td>3.03</td>\n      <td>-1</td>\n      <td>2.92</td>\n      <td>-1.00</td>\n      <td>3.15</td>\n      <td>3.16</td>\n      <td>3.20</td>\n      <td>2.93</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>2.87</td>\n      <td>3.06</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2020</th>\n      <td>2.79</td>\n      <td>3.12</td>\n      <td>-1</td>\n      <td>2.98</td>\n      <td>-1.00</td>\n      <td>3.34</td>\n      <td>3.17</td>\n      <td>3.09</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.14</td>\n      <td>-1.00</td>\n      <td>2.93</td>\n      <td>3.25</td>\n      <td>3.22</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2020</th>\n      <td>2.96</td>\n      <td>3.14</td>\n      <td>-1</td>\n      <td>3.23</td>\n      <td>-1.00</td>\n      <td>3.18</td>\n      <td>3.15</td>\n      <td>3.11</td>\n      <td>3.19</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>2.89</td>\n      <td>2.98</td>\n      <td>3.04</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2021</th>\n      <td>3.21</td>\n      <td>2.99</td>\n      <td>-1</td>\n      <td>2.93</td>\n      <td>-1.00</td>\n      <td>3.20</td>\n      <td>3.21</td>\n      <td>3.11</td>\n      <td>3.19</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.88</td>\n      <td>-1.00</td>\n      <td>3.00</td>\n      <td>3.15</td>\n      <td>3.09</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2021</th>\n      <td>3.05</td>\n      <td>2.92</td>\n      <td>-1</td>\n      <td>3.16</td>\n      <td>-1.00</td>\n      <td>3.15</td>\n      <td>3.20</td>\n      <td>3.25</td>\n      <td>3.07</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.10</td>\n      <td>-1.00</td>\n      <td>3.03</td>\n      <td>3.03</td>\n      <td>3.19</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2021</th>\n      <td>2.88</td>\n      <td>3.21</td>\n      <td>-1</td>\n      <td>3.00</td>\n      <td>-1.00</td>\n      <td>3.11</td>\n      <td>3.20</td>\n      <td>3.13</td>\n      <td>3.03</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.29</td>\n      <td>-1.00</td>\n      <td>3.38</td>\n      <td>3.05</td>\n      <td>3.06</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2021</th>\n      <td>3.14</td>\n      <td>3.18</td>\n      <td>-1</td>\n      <td>3.05</td>\n      <td>-1.00</td>\n      <td>3.01</td>\n      <td>3.20</td>\n      <td>3.09</td>\n      <td>3.14</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.18</td>\n      <td>-1.00</td>\n      <td>3.09</td>\n      <td>3.15</td>\n      <td>3.06</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2022</th>\n      <td>3.05</td>\n      <td>3.18</td>\n      <td>-1</td>\n      <td>3.16</td>\n      <td>-1.00</td>\n      <td>3.12</td>\n      <td>3.08</td>\n      <td>3.15</td>\n      <td>3.16</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.09</td>\n      <td>-1.00</td>\n      <td>3.02</td>\n      <td>2.78</td>\n      <td>3.09</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2022</th>\n      <td>2.55</td>\n      <td>2.74</td>\n      <td>-1</td>\n      <td>3.07</td>\n      <td>-1.00</td>\n      <td>3.06</td>\n      <td>3.23</td>\n      <td>3.22</td>\n      <td>3.07</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>3.10</td>\n      <td>-1.00</td>\n      <td>3.06</td>\n      <td>2.73</td>\n      <td>2.99</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2022</th>\n      <td>2.94</td>\n      <td>2.92</td>\n      <td>-1</td>\n      <td>3.01</td>\n      <td>-1.00</td>\n      <td>3.26</td>\n      <td>2.91</td>\n      <td>2.88</td>\n      <td>2.98</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.80</td>\n      <td>-1.00</td>\n      <td>2.90</td>\n      <td>2.88</td>\n      <td>3.15</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>12/31/2022</th>\n      <td>3.01</td>\n      <td>3.11</td>\n      <td>-1</td>\n      <td>2.97</td>\n      <td>-1.00</td>\n      <td>3.13</td>\n      <td>3.10</td>\n      <td>2.90</td>\n      <td>3.10</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.86</td>\n      <td>-1.00</td>\n      <td>3.00</td>\n      <td>2.84</td>\n      <td>3.00</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>3/31/2023</th>\n      <td>2.47</td>\n      <td>2.68</td>\n      <td>-1</td>\n      <td>2.69</td>\n      <td>2.66</td>\n      <td>2.70</td>\n      <td>2.72</td>\n      <td>2.72</td>\n      <td>2.70</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.72</td>\n      <td>2.70</td>\n      <td>2.68</td>\n      <td>2.68</td>\n      <td>2.77</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>6/30/2023</th>\n      <td>2.67</td>\n      <td>2.78</td>\n      <td>-1</td>\n      <td>2.77</td>\n      <td>2.69</td>\n      <td>2.65</td>\n      <td>2.84</td>\n      <td>2.71</td>\n      <td>2.66</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.73</td>\n      <td>2.77</td>\n      <td>2.70</td>\n      <td>2.42</td>\n      <td>2.74</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>9/30/2023</th>\n      <td>2.63</td>\n      <td>2.64</td>\n      <td>-1</td>\n      <td>2.48</td>\n      <td>2.66</td>\n      <td>2.69</td>\n      <td>2.64</td>\n      <td>2.34</td>\n      <td>2.65</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.61</td>\n      <td>2.47</td>\n      <td>2.68</td>\n      <td>2.79</td>\n      <td>2.69</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n    <tr>\n      <th>11/9/2023</th>\n      <td>2.58</td>\n      <td>2.59</td>\n      <td>-1</td>\n      <td>2.57</td>\n      <td>2.62</td>\n      <td>2.73</td>\n      <td>2.65</td>\n      <td>2.42</td>\n      <td>2.75</td>\n      <td>-1.00</td>\n      <td>...</td>\n      <td>-1.00</td>\n      <td>-1</td>\n      <td>2.70</td>\n      <td>2.45</td>\n      <td>2.52</td>\n      <td>2.63</td>\n      <td>2.83</td>\n      <td>-1.00</td>\n      <td>-1.00</td>\n      <td>-1</td>\n    </tr>\n  </tbody>\n</table>\n<p>36 rows × 51 columns</p>\n</div>"
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# get list of tickers to rename column names from company names to tickers\n",
    "# tickers are needed to get price data from yahoo finance\n",
    "tickers = [\n",
    "    \"MO\",  # Altria Group Inc\n",
    "    \"ADM\",  # Archer-Daniels-Midland Co\n",
    "    \"AVP\",  # Avon Products Inc\n",
    "    \"BF-B\",  # Brown-Forman Corp-Class B\n",
    "    \"BG\",  # Bunge Ltd (assuming Bunge Global SA refers to Bunge Ltd)\n",
    "    \"CPB\",  # Campbell Soup Co\n",
    "    \"CHD\",  # Church & Dwight Co Inc\n",
    "    \"CLX\",  # Clorox Company\n",
    "    \"KO\",  # Coca-Cola Co/The\n",
    "    \"CCEP\",  # Coca-Cola Europacific Partners\n",
    "    \"CL\",  # Colgate-Palmolive Co\n",
    "    \"CAG\",  # Conagra Brands Inc\n",
    "    \"STZ\",  # Constellation Brands Inc-A\n",
    "    \"COST\",  # Costco Wholesale Corp\n",
    "    \"COTY\",  # Coty Inc-Cl A\n",
    "    \"DG\",  # Dollar General Corp\n",
    "    \"DLTR\",  # Dollar Tree Inc\n",
    "    \"EL\",  # Estee Lauder Companies-Cl A\n",
    "    \"GIS\",  # General Mills Inc\n",
    "    \"HSY\",  # Hershey Co/The\n",
    "    \"HRL\",  # Hormel Foods Corp\n",
    "    \"SJM\",  # JM Smucker Co/The\n",
    "    \"K\",  # Kellogg Co (assuming Kellanova is a typo)\n",
    "    \"KENV\",  # Kenvue Inc (Note: This ticker might not be accurate; please verify)\n",
    "    \"KDP\",  # Keurig Dr Pepper Inc\n",
    "    \"GMCR\",  # Keurig Green Mountain Inc\n",
    "    \"KMB\",  # Kimberly-Clark Corp\n",
    "    \"KRFT\",  # Kraft Foods Group Inc\n",
    "    \"KHC\",  # Kraft Heinz Co/The\n",
    "    \"KR\",  # Kroger Co\n",
    "    \"LW\",  # Lamb Weston Holdings Inc\n",
    "    \"LO\",  # Lorillard Inc\n",
    "    \"MKC\",  # McCormick & Co-Non VTG Shrs\n",
    "    \"MJN\",  # Mead Johnson Nutrition Co\n",
    "    \"TAP\",  # Molson Coors Beverage Co - B\n",
    "    \"MDLZ\",  # Mondelez International Inc-A\n",
    "    \"MNST\",  # Monster Beverage 1990 Corp\n",
    "    \"MNST\",  # Monster Beverage Corp (same as above)\n",
    "    \"PEP\",  # PepsiCo Inc\n",
    "    \"PM\",  # Philip Morris International\n",
    "    \"PG\",  # Procter & Gamble Co/The\n",
    "    \"RAI\",  # Reynolds American Inc\n",
    "    \"SWY\",  # Safeway Inc\n",
    "    \"SYY\",  # Sysco Corp\n",
    "    \"TGT\",  # Target Corp\n",
    "    \"TSN\",  # Tyson Foods Inc-Cl A\n",
    "    \"WBA\",  # Walgreens Boots Alliance Inc\n",
    "    \"WMT\",  # Walmart Inc\n",
    "    \"WFM\",  # Whole Foods Market Inc\n",
    "    \"CVS\",  # CVS Health Corp\n",
    "    \"BEAM\",  # Beam Suntory Inc\n",
    "]\n",
    "\n",
    "\n",
    "# replace company names with tickers for column names\n",
    "index_cos1 = index_cos1.set_axis(tickers, axis = 1)\n",
    "index_cos1"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:26.034762Z",
     "start_time": "2023-12-10T21:55:25.891833Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "outputs": [],
   "source": [
    "# create dictionary to store constituent stocks at each time step\n",
    "time_constituent_dict1 = {}\n",
    "\n",
    "# for each time step\n",
    "for row in index_cos1.iterrows():\n",
    "\n",
    "    # get time and constituent data\n",
    "    time = row[0]\n",
    "    data = row[1]\n",
    "\n",
    "    # get companies\n",
    "    idx = data.index\n",
    "\n",
    "    # get weight of company at given time\n",
    "    val = data.values\n",
    "\n",
    "    # for each company, check if it has a positive weight at this time\n",
    "    # if so, add it to the list of constituent stocks for the index at this time\n",
    "    # negative weights indicate that the stock is not in the index at this time and will not be added to the dictionary\n",
    "    cos = []\n",
    "    i = 0\n",
    "    for weight in val:\n",
    "        if weight > 0:\n",
    "            cos.append(idx[i])\n",
    "        i+=1\n",
    "\n",
    "    # add list of constituent stocks to dictionary\n",
    "    time_constituent_dict1[time] = cos\n"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:27.538468Z",
     "start_time": "2023-12-10T21:55:27.515470Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "dict_keys(['6/30/2006', '9/30/2006', '12/31/2006', '3/31/2007', '6/30/2007', '9/30/2007', '12/31/2007', '3/31/2008', '6/30/2008', '9/30/2008', '12/31/2008', '3/31/2009', '6/30/2009', '9/30/2009', '12/31/2009', '3/31/2010', '6/30/2010', '9/30/2010', '12/31/2010', '3/31/2011', '6/30/2011', '9/30/2011', '12/31/2011', '3/31/2012', '6/30/2012', '9/30/2012', '12/31/2012', '3/31/2013', '6/30/2013', '9/30/2013', '12/31/2013', '3/31/2014', '3/31/2015', '6/30/2015', '9/30/2015', '12/31/2015', '3/31/2016', '6/30/2016', '9/30/2016', '12/31/2016', '3/31/2017', '6/30/2017', '9/30/2017', '12/31/2017', '3/31/2018', '6/30/2018', '9/30/2018', '12/31/2018', '3/31/2019', '6/30/2019', '9/30/2019', '12/31/2019', '3/31/2020', '6/30/2020', '9/30/2020', '12/31/2020', '3/31/2021', '6/30/2021', '9/30/2021', '12/31/2021', '3/31/2022', '6/30/2022', '9/30/2022', '12/31/2022', '3/31/2023', '6/30/2023', '9/30/2023', '11/9/2023'])\n"
     ]
    }
   ],
   "source": [
    "# print out all keys to make sure all time steps (quarters) are accounted for\n",
    "keys = time_constituent_dict1.keys()\n",
    "for key, value in time_constituent_dict1.items():\n",
    "    time_constituent_dict[key] = value\n",
    "print(time_constituent_dict.keys())"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:30.117578Z",
     "start_time": "2023-12-10T21:55:30.103611Z"
    }
   }
  },
  {
   "cell_type": "markdown",
   "source": [
    "# 2) Get Constituent Price Data\n",
    "\n",
    "- Over each time period (quarter), we need price data for each stock which is included in the index. We can find this by iterating through our time_constituent dict."
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "outputs": [
    {
     "data": {
      "text/plain": "['2006-6-30',\n '2006-9-30',\n '2006-12-31',\n '2007-3-31',\n '2007-6-30',\n '2007-9-30',\n '2007-12-31',\n '2008-3-31',\n '2008-6-30',\n '2008-9-30',\n '2008-12-31',\n '2009-3-31',\n '2009-6-30',\n '2009-9-30',\n '2009-12-31',\n '2010-3-31',\n '2010-6-30',\n '2010-9-30',\n '2010-12-31',\n '2011-3-31',\n '2011-6-30',\n '2011-9-30',\n '2011-12-31',\n '2012-3-31',\n '2012-6-30',\n '2012-9-30',\n '2012-12-31',\n '2013-3-31',\n '2013-6-30',\n '2013-9-30',\n '2013-12-31',\n '2014-3-31',\n '2015-3-31',\n '2015-6-30',\n '2015-9-30',\n '2015-12-31',\n '2016-3-31',\n '2016-6-30',\n '2016-9-30',\n '2016-12-31',\n '2017-3-31',\n '2017-6-30',\n '2017-9-30',\n '2017-12-31',\n '2018-3-31',\n '2018-6-30',\n '2018-9-30',\n '2018-12-31',\n '2019-3-31',\n '2019-6-30',\n '2019-9-30',\n '2019-12-31',\n '2020-3-31',\n '2020-6-30',\n '2020-9-30',\n '2020-12-31',\n '2021-3-31',\n '2021-6-30',\n '2021-9-30',\n '2021-12-31',\n '2022-3-31',\n '2022-6-30',\n '2022-9-30',\n '2022-12-31',\n '2023-3-31',\n '2023-6-30',\n '2023-9-30',\n '2023-11-9']"
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# get list of keys (time steps) from time_constituent_dict\n",
    "# used to get price data from yahoo finance\n",
    "keys = list(time_constituent_dict.keys())\n",
    "\n",
    "yf_keys = []\n",
    "\n",
    "# for each time step, get the date in the correct format for yahoo finance\n",
    "for key in keys:\n",
    "    key_list = key.split('/')\n",
    "    new_key = key_list[2] + '-' + key_list[0] + '-' + key_list[1]\n",
    "    yf_keys.append(new_key)\n",
    "yf_keys"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:32.485990Z",
     "start_time": "2023-12-10T21:55:32.465146Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "outputs": [
    {
     "data": {
      "text/plain": "['BF-B',\n 'GIS',\n 'PEP',\n 'ADM',\n 'CAG',\n 'K',\n 'KR',\n 'SJM',\n 'KO',\n 'CLX',\n 'SYY',\n 'TAP',\n 'MKC',\n 'KMB',\n 'CPB',\n 'PM',\n 'MNST',\n 'HRL',\n 'MO',\n 'CL',\n 'TSN',\n 'HSY',\n 'WMT',\n 'PG',\n 'MDLZ',\n 'STZ',\n 'COST',\n 'WBA',\n 'EL']"
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# find which tickers are in the index at each time step\n",
    "consistent_cos = []\n",
    "i = 0\n",
    "\n",
    "# for ea\n",
    "for cos in time_constituent_dict.values():\n",
    "\n",
    "    # if first time step, add all companies to consistent_cos\n",
    "    if i == 0:\n",
    "        consistent_cos = cos\n",
    "\n",
    "    # if not first time step, find intersection of companies in index at this time step and companies in index at previous time step\n",
    "    # only keep companies which are in both time steps (i.e. companies which are in the index at each time step)\n",
    "    else:\n",
    "        consistent_cos = list(set(consistent_cos) & set(cos))\n",
    "\n",
    "# do the same for the second time period (2014 - 2023) using the consistent_cos from the first time period (2006 - 2014)\n",
    "for cos in time_constituent_dict1.values():\n",
    "    consistent_cos = list(set(consistent_cos) & set(cos))\n",
    "\n",
    "consistent_cos"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:55:33.792007Z",
     "start_time": "2023-12-10T21:55:33.781758Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[*********************100%***********************]  29 of 29 completed"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR \n",
      "1 Failed download:\n",
      "ERROR ['PM']: Exception(\"PM: Data doesn't exist for startDate = 1151640000, endDate = 1159588800\")\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "6/30/2006\n",
      "[*********************100%***********************]  29 of 29 completed"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR \n",
      "1 Failed download:\n",
      "ERROR ['PM']: Exception(\"PM: Data doesn't exist for startDate = 1159588800, endDate = 1167541200\")\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "9/30/2006\n",
      "[*********************100%***********************]  29 of 29 completed"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR \n",
      "1 Failed download:\n",
      "ERROR ['PM']: Exception(\"PM: Data doesn't exist for startDate = 1167541200, endDate = 1175313600\")\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "12/31/2006\n",
      "[*********************100%***********************]  29 of 29 completed"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR \n",
      "1 Failed download:\n",
      "ERROR ['PM']: Exception(\"PM: Data doesn't exist for startDate = 1175313600, endDate = 1183176000\")\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "3/31/2007\n",
      "[*********************100%***********************]  29 of 29 completed"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR \n",
      "1 Failed download:\n",
      "ERROR ['PM']: Exception(\"PM: Data doesn't exist for startDate = 1183176000, endDate = 1191124800\")\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "6/30/2007\n",
      "[*********************100%***********************]  29 of 29 completed"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "ERROR \n",
      "1 Failed download:\n",
      "ERROR ['PM']: Exception(\"PM: Data doesn't exist for startDate = 1191124800, endDate = 1199077200\")\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "9/30/2007\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2007\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2008\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2008\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2008\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2008\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2009\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2009\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2009\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2009\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2010\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2010\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2010\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2010\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2011\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2011\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2011\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2011\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2012\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2012\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2012\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2012\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2013\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2013\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2013\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2013\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2014\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2015\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2015\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2015\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2015\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2016\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2016\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2016\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2016\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2017\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2017\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2017\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2017\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2018\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2018\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2018\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2018\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2019\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2019\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2019\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2019\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2020\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2020\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2020\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2020\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2021\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2021\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2021\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2021\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2022\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2022\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2022\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "12/31/2022\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "3/31/2023\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "6/30/2023\n",
      "[*********************100%***********************]  29 of 29 completed\n",
      "9/30/2023\n"
     ]
    }
   ],
   "source": [
    "# get price data for each company in consistent_cos at each time step\n",
    "constituent_prices_dict = {}\n",
    "\n",
    "# for each time step\n",
    "for date_i in range(0, len(keys)-1):\n",
    "\n",
    "    # get price data for all consistent companies  at this time step\n",
    "    df = yf.download(consistent_cos, start = yf_keys[date_i], end = yf_keys[date_i+1], interval = '1d')\n",
    "\n",
    "    # take only the adjusted close column as the price\n",
    "    df = df['Adj Close']\n",
    "\n",
    "    # add price data to dictionary\n",
    "    constituent_prices_dict[keys[date_i]] = df\n",
    "\n",
    "    # print out time step to make sure code is running\n",
    "    print(keys[date_i])"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:59:27.330106Z",
     "start_time": "2023-12-10T21:55:36.413684Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "outputs": [
    {
     "data": {
      "text/plain": "                  ADM       BF-B        CAG         CL        CLX       COST  \\\nDate                                                                           \n2006-06-30  27.333622  10.877379   9.864583  19.878170  36.931801  40.329330   \n2006-07-03  28.492384  10.951970   9.855659  19.871534  37.016605  40.646988   \n2006-07-05  27.949425  10.871286   9.873506  19.835039  36.744038  40.131676   \n2006-07-06  28.121590  10.888032   9.815505  20.253172  36.913628  39.425755   \n2006-07-07  28.518877  10.702300   9.753042  20.203396  36.871235  39.644581   \n...               ...        ...        ...        ...        ...        ...   \n2006-12-22  20.953732  10.039432  12.331244  21.660744  39.216499  37.034306   \n2006-12-26  21.259918  10.082397  12.372019  21.798243  39.314312  37.381950   \n2006-12-27  21.432978  10.151442  12.276890  21.811649  39.406025  37.885662   \n2006-12-28  21.479563  10.179063  12.227055  22.036339  39.503853  37.672836   \n2006-12-29  21.273224  10.163715  12.231581  21.878719  39.222603  37.509651   \n\n                  CPB         EL        GIS       HRL  ...        PEP  \\\nDate                                                   ...              \n2006-06-30  22.135223  15.649321  14.837613  6.580417  ...  36.589054   \n2006-07-03  22.499065  15.637186  14.897922  6.619396  ...  36.729218   \n2006-07-05  22.487137  15.475309  14.920905  6.530807  ...  36.729218   \n2006-07-06  22.481152  15.738358  14.753185  6.559156  ...  36.784065   \n2006-07-07  22.163494  15.580526  15.027891  6.537896  ...  36.845001   \n...               ...        ...        ...       ...  ...        ...   \n2006-12-22  23.794031  16.853691  17.033995  6.776123  ...  38.813057   \n2006-12-26  23.763906  16.870073  17.042723  6.792197  ...  38.653126   \n2006-12-27  23.745815  16.890547  16.903053  6.767199  ...  38.683880   \n2006-12-28  23.739767  16.935610  16.862316  6.738628  ...  38.905319   \n2006-12-29  23.558023  16.718534  16.760473  6.667207  ...  38.474747   \n\n                   PG  PM        SJM        STZ        SYY        TAP  \\\nDate                                                                    \n2006-06-30  33.737263 NaN  25.648918  22.299345  18.341204  22.911636   \n2006-07-03  34.162006 NaN  25.706324  22.620462  18.425226  23.002775   \n2006-07-05  33.937496 NaN  26.503895  22.326109  18.467474  23.063530   \n2006-07-06  34.253044 NaN  26.171089  22.566940  18.497646  23.056772   \n2006-07-07  34.283371 NaN  26.331760  22.361788  18.485575  23.279549   \n...               ...  ..        ...        ...        ...        ...   \n2006-12-22  39.123974 NaN  27.877796  25.332058  22.233290  25.872015   \n2006-12-26  39.363144 NaN  28.272715  25.474773  22.257551  26.042349   \n2006-12-27  39.504185 NaN  28.324991  25.706688  22.415274  26.147942   \n2006-12-28  39.540966 NaN  28.394693  25.804804  22.366753  26.147942   \n2006-12-29  39.412205 NaN  28.150761  25.885080  22.300024  26.038939   \n\n                  TSN        WBA        WMT  \nDate                                         \n2006-06-30  11.275488  28.350817  33.057484  \n2006-07-03  11.267902  28.603733  32.645718  \n2006-07-05  10.964390  28.521540  32.268276  \n2006-07-06  11.275488  28.799730  32.062389  \n2006-07-07  10.964390  28.989416  31.568270  \n...               ...        ...        ...  \n2006-12-22  12.707890  29.613972  31.486750  \n2006-12-26  12.662123  29.430000  31.880884  \n2006-12-27  12.669750  29.271391  31.915451  \n2006-12-28  12.631608  29.226990  31.811726  \n2006-12-29  12.547707  29.112789  31.929270  \n\n[127 rows x 29 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>ADM</th>\n      <th>BF-B</th>\n      <th>CAG</th>\n      <th>CL</th>\n      <th>CLX</th>\n      <th>COST</th>\n      <th>CPB</th>\n      <th>EL</th>\n      <th>GIS</th>\n      <th>HRL</th>\n      <th>...</th>\n      <th>PEP</th>\n      <th>PG</th>\n      <th>PM</th>\n      <th>SJM</th>\n      <th>STZ</th>\n      <th>SYY</th>\n      <th>TAP</th>\n      <th>TSN</th>\n      <th>WBA</th>\n      <th>WMT</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2006-06-30</th>\n      <td>27.333622</td>\n      <td>10.877379</td>\n      <td>9.864583</td>\n      <td>19.878170</td>\n      <td>36.931801</td>\n      <td>40.329330</td>\n      <td>22.135223</td>\n      <td>15.649321</td>\n      <td>14.837613</td>\n      <td>6.580417</td>\n      <td>...</td>\n      <td>36.589054</td>\n      <td>33.737263</td>\n      <td>NaN</td>\n      <td>25.648918</td>\n      <td>22.299345</td>\n      <td>18.341204</td>\n      <td>22.911636</td>\n      <td>11.275488</td>\n      <td>28.350817</td>\n      <td>33.057484</td>\n    </tr>\n    <tr>\n      <th>2006-07-03</th>\n      <td>28.492384</td>\n      <td>10.951970</td>\n      <td>9.855659</td>\n      <td>19.871534</td>\n      <td>37.016605</td>\n      <td>40.646988</td>\n      <td>22.499065</td>\n      <td>15.637186</td>\n      <td>14.897922</td>\n      <td>6.619396</td>\n      <td>...</td>\n      <td>36.729218</td>\n      <td>34.162006</td>\n      <td>NaN</td>\n      <td>25.706324</td>\n      <td>22.620462</td>\n      <td>18.425226</td>\n      <td>23.002775</td>\n      <td>11.267902</td>\n      <td>28.603733</td>\n      <td>32.645718</td>\n    </tr>\n    <tr>\n      <th>2006-07-05</th>\n      <td>27.949425</td>\n      <td>10.871286</td>\n      <td>9.873506</td>\n      <td>19.835039</td>\n      <td>36.744038</td>\n      <td>40.131676</td>\n      <td>22.487137</td>\n      <td>15.475309</td>\n      <td>14.920905</td>\n      <td>6.530807</td>\n      <td>...</td>\n      <td>36.729218</td>\n      <td>33.937496</td>\n      <td>NaN</td>\n      <td>26.503895</td>\n      <td>22.326109</td>\n      <td>18.467474</td>\n      <td>23.063530</td>\n      <td>10.964390</td>\n      <td>28.521540</td>\n      <td>32.268276</td>\n    </tr>\n    <tr>\n      <th>2006-07-06</th>\n      <td>28.121590</td>\n      <td>10.888032</td>\n      <td>9.815505</td>\n      <td>20.253172</td>\n      <td>36.913628</td>\n      <td>39.425755</td>\n      <td>22.481152</td>\n      <td>15.738358</td>\n      <td>14.753185</td>\n      <td>6.559156</td>\n      <td>...</td>\n      <td>36.784065</td>\n      <td>34.253044</td>\n      <td>NaN</td>\n      <td>26.171089</td>\n      <td>22.566940</td>\n      <td>18.497646</td>\n      <td>23.056772</td>\n      <td>11.275488</td>\n      <td>28.799730</td>\n      <td>32.062389</td>\n    </tr>\n    <tr>\n      <th>2006-07-07</th>\n      <td>28.518877</td>\n      <td>10.702300</td>\n      <td>9.753042</td>\n      <td>20.203396</td>\n      <td>36.871235</td>\n      <td>39.644581</td>\n      <td>22.163494</td>\n      <td>15.580526</td>\n      <td>15.027891</td>\n      <td>6.537896</td>\n      <td>...</td>\n      <td>36.845001</td>\n      <td>34.283371</td>\n      <td>NaN</td>\n      <td>26.331760</td>\n      <td>22.361788</td>\n      <td>18.485575</td>\n      <td>23.279549</td>\n      <td>10.964390</td>\n      <td>28.989416</td>\n      <td>31.568270</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>2006-12-22</th>\n      <td>20.953732</td>\n      <td>10.039432</td>\n      <td>12.331244</td>\n      <td>21.660744</td>\n      <td>39.216499</td>\n      <td>37.034306</td>\n      <td>23.794031</td>\n      <td>16.853691</td>\n      <td>17.033995</td>\n      <td>6.776123</td>\n      <td>...</td>\n      <td>38.813057</td>\n      <td>39.123974</td>\n      <td>NaN</td>\n      <td>27.877796</td>\n      <td>25.332058</td>\n      <td>22.233290</td>\n      <td>25.872015</td>\n      <td>12.707890</td>\n      <td>29.613972</td>\n      <td>31.486750</td>\n    </tr>\n    <tr>\n      <th>2006-12-26</th>\n      <td>21.259918</td>\n      <td>10.082397</td>\n      <td>12.372019</td>\n      <td>21.798243</td>\n      <td>39.314312</td>\n      <td>37.381950</td>\n      <td>23.763906</td>\n      <td>16.870073</td>\n      <td>17.042723</td>\n      <td>6.792197</td>\n      <td>...</td>\n      <td>38.653126</td>\n      <td>39.363144</td>\n      <td>NaN</td>\n      <td>28.272715</td>\n      <td>25.474773</td>\n      <td>22.257551</td>\n      <td>26.042349</td>\n      <td>12.662123</td>\n      <td>29.430000</td>\n      <td>31.880884</td>\n    </tr>\n    <tr>\n      <th>2006-12-27</th>\n      <td>21.432978</td>\n      <td>10.151442</td>\n      <td>12.276890</td>\n      <td>21.811649</td>\n      <td>39.406025</td>\n      <td>37.885662</td>\n      <td>23.745815</td>\n      <td>16.890547</td>\n      <td>16.903053</td>\n      <td>6.767199</td>\n      <td>...</td>\n      <td>38.683880</td>\n      <td>39.504185</td>\n      <td>NaN</td>\n      <td>28.324991</td>\n      <td>25.706688</td>\n      <td>22.415274</td>\n      <td>26.147942</td>\n      <td>12.669750</td>\n      <td>29.271391</td>\n      <td>31.915451</td>\n    </tr>\n    <tr>\n      <th>2006-12-28</th>\n      <td>21.479563</td>\n      <td>10.179063</td>\n      <td>12.227055</td>\n      <td>22.036339</td>\n      <td>39.503853</td>\n      <td>37.672836</td>\n      <td>23.739767</td>\n      <td>16.935610</td>\n      <td>16.862316</td>\n      <td>6.738628</td>\n      <td>...</td>\n      <td>38.905319</td>\n      <td>39.540966</td>\n      <td>NaN</td>\n      <td>28.394693</td>\n      <td>25.804804</td>\n      <td>22.366753</td>\n      <td>26.147942</td>\n      <td>12.631608</td>\n      <td>29.226990</td>\n      <td>31.811726</td>\n    </tr>\n    <tr>\n      <th>2006-12-29</th>\n      <td>21.273224</td>\n      <td>10.163715</td>\n      <td>12.231581</td>\n      <td>21.878719</td>\n      <td>39.222603</td>\n      <td>37.509651</td>\n      <td>23.558023</td>\n      <td>16.718534</td>\n      <td>16.760473</td>\n      <td>6.667207</td>\n      <td>...</td>\n      <td>38.474747</td>\n      <td>39.412205</td>\n      <td>NaN</td>\n      <td>28.150761</td>\n      <td>25.885080</td>\n      <td>22.300024</td>\n      <td>26.038939</td>\n      <td>12.547707</td>\n      <td>29.112789</td>\n      <td>31.929270</td>\n    </tr>\n  </tbody>\n</table>\n<p>127 rows × 29 columns</p>\n</div>"
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pd.concat([list(constituent_prices_dict.values())[0], list(constituent_prices_dict.values())[1]])"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:59:33.287839Z",
     "start_time": "2023-12-10T21:59:33.230031Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "outputs": [
    {
     "data": {
      "text/plain": "                  ADM       BF-B        CAG         CL         CLX  \\\nDate                                                                 \n2006-06-30  27.333622  10.877379   9.864583  19.878170   36.931801   \n2006-07-03  28.492384  10.951970   9.855659  19.871534   37.016605   \n2006-07-05  27.949425  10.871286   9.873506  19.835039   36.744038   \n2006-07-06  28.121590  10.888032   9.815505  20.253172   36.913628   \n2006-07-07  28.518877  10.702300   9.753042  20.203396   36.871235   \n...               ...        ...        ...        ...         ...   \n2023-11-02  72.419998  57.840000  27.670000  74.800003  123.010002   \n2023-11-03  72.910004  59.549999  27.809999  74.820000  125.550003   \n2023-11-06  72.559998  58.970001  27.430000  75.209999  129.000000   \n2023-11-07  72.110001  59.090000  27.389999  75.230003  132.520004   \n2023-11-08  72.029999  58.720001  27.750000  75.239998  131.929993   \n\n                  COST        CPB          EL        GIS        HRL  ...  \\\nDate                                                                 ...   \n2006-06-30   40.329330  22.135223   15.649321  14.837613   6.580417  ...   \n2006-07-03   40.646988  22.499065   15.637186  14.897922   6.619396  ...   \n2006-07-05   40.131676  22.487137   15.475309  14.920905   6.530807  ...   \n2006-07-06   39.425755  22.481152   15.738358  14.753185   6.559156  ...   \n2006-07-07   39.644581  22.163494   15.580526  15.027891   6.537896  ...   \n...                ...        ...         ...        ...        ...  ...   \n2023-11-02  555.969971  41.279999  114.379997  66.239998  33.180000  ...   \n2023-11-03  560.900024  40.990002  110.959999  65.739998  32.869999  ...   \n2023-11-06  569.820007  40.700001  112.669998  65.220001  32.529999  ...   \n2023-11-07  571.270020  40.430000  115.529999  65.099998  32.590000  ...   \n2023-11-08  567.380005  40.270000  116.599998  65.290001  32.470001  ...   \n\n                   PEP          PG         PM         SJM         STZ  \\\nDate                                                                    \n2006-06-30   36.589054   33.737263        NaN   25.648918   22.299345   \n2006-07-03   36.729218   34.162006        NaN   25.706324   22.620462   \n2006-07-05   36.729218   33.937496        NaN   26.503895   22.326109   \n2006-07-06   36.784065   34.253044        NaN   26.171089   22.566940   \n2006-07-07   36.845001   34.283371        NaN   26.331760   22.361788   \n...                ...         ...        ...         ...         ...   \n2023-11-02  166.830002  151.440002  90.940002  114.070000  238.000000   \n2023-11-03  166.789993  150.070007  91.519997  113.470001  241.679993   \n2023-11-06  166.699997  150.940002  90.970001  112.839996  241.559998   \n2023-11-07  167.179993  150.589996  91.279999  110.139999  242.520004   \n2023-11-08  167.389999  150.009995  90.199997  108.349998  241.500000   \n\n                  SYY        TAP        TSN        WBA         WMT  \nDate                                                                \n2006-06-30  18.341204  22.911636  11.275488  28.350817   33.057484  \n2006-07-03  18.425226  23.002775  11.267902  28.603733   32.645718  \n2006-07-05  18.467474  23.063530  10.964390  28.521540   32.268276  \n2006-07-06  18.497646  23.056772  11.275488  28.799730   32.062389  \n2006-07-07  18.485575  23.279549  10.964390  28.989416   31.568270  \n...               ...        ...        ...        ...         ...  \n2023-11-02  65.650002  57.830002  47.560001  21.500000  165.520004  \n2023-11-03  67.019997  59.029999  47.060001  22.110001  164.660004  \n2023-11-06  66.820000  59.400002  46.580002  21.770000  164.880005  \n2023-11-07  67.559998  59.110001  46.720001  21.650000  165.649994  \n2023-11-08  67.029999  58.990002  46.340000  21.000000  164.300003  \n\n[4370 rows x 29 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>ADM</th>\n      <th>BF-B</th>\n      <th>CAG</th>\n      <th>CL</th>\n      <th>CLX</th>\n      <th>COST</th>\n      <th>CPB</th>\n      <th>EL</th>\n      <th>GIS</th>\n      <th>HRL</th>\n      <th>...</th>\n      <th>PEP</th>\n      <th>PG</th>\n      <th>PM</th>\n      <th>SJM</th>\n      <th>STZ</th>\n      <th>SYY</th>\n      <th>TAP</th>\n      <th>TSN</th>\n      <th>WBA</th>\n      <th>WMT</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2006-06-30</th>\n      <td>27.333622</td>\n      <td>10.877379</td>\n      <td>9.864583</td>\n      <td>19.878170</td>\n      <td>36.931801</td>\n      <td>40.329330</td>\n      <td>22.135223</td>\n      <td>15.649321</td>\n      <td>14.837613</td>\n      <td>6.580417</td>\n      <td>...</td>\n      <td>36.589054</td>\n      <td>33.737263</td>\n      <td>NaN</td>\n      <td>25.648918</td>\n      <td>22.299345</td>\n      <td>18.341204</td>\n      <td>22.911636</td>\n      <td>11.275488</td>\n      <td>28.350817</td>\n      <td>33.057484</td>\n    </tr>\n    <tr>\n      <th>2006-07-03</th>\n      <td>28.492384</td>\n      <td>10.951970</td>\n      <td>9.855659</td>\n      <td>19.871534</td>\n      <td>37.016605</td>\n      <td>40.646988</td>\n      <td>22.499065</td>\n      <td>15.637186</td>\n      <td>14.897922</td>\n      <td>6.619396</td>\n      <td>...</td>\n      <td>36.729218</td>\n      <td>34.162006</td>\n      <td>NaN</td>\n      <td>25.706324</td>\n      <td>22.620462</td>\n      <td>18.425226</td>\n      <td>23.002775</td>\n      <td>11.267902</td>\n      <td>28.603733</td>\n      <td>32.645718</td>\n    </tr>\n    <tr>\n      <th>2006-07-05</th>\n      <td>27.949425</td>\n      <td>10.871286</td>\n      <td>9.873506</td>\n      <td>19.835039</td>\n      <td>36.744038</td>\n      <td>40.131676</td>\n      <td>22.487137</td>\n      <td>15.475309</td>\n      <td>14.920905</td>\n      <td>6.530807</td>\n      <td>...</td>\n      <td>36.729218</td>\n      <td>33.937496</td>\n      <td>NaN</td>\n      <td>26.503895</td>\n      <td>22.326109</td>\n      <td>18.467474</td>\n      <td>23.063530</td>\n      <td>10.964390</td>\n      <td>28.521540</td>\n      <td>32.268276</td>\n    </tr>\n    <tr>\n      <th>2006-07-06</th>\n      <td>28.121590</td>\n      <td>10.888032</td>\n      <td>9.815505</td>\n      <td>20.253172</td>\n      <td>36.913628</td>\n      <td>39.425755</td>\n      <td>22.481152</td>\n      <td>15.738358</td>\n      <td>14.753185</td>\n      <td>6.559156</td>\n      <td>...</td>\n      <td>36.784065</td>\n      <td>34.253044</td>\n      <td>NaN</td>\n      <td>26.171089</td>\n      <td>22.566940</td>\n      <td>18.497646</td>\n      <td>23.056772</td>\n      <td>11.275488</td>\n      <td>28.799730</td>\n      <td>32.062389</td>\n    </tr>\n    <tr>\n      <th>2006-07-07</th>\n      <td>28.518877</td>\n      <td>10.702300</td>\n      <td>9.753042</td>\n      <td>20.203396</td>\n      <td>36.871235</td>\n      <td>39.644581</td>\n      <td>22.163494</td>\n      <td>15.580526</td>\n      <td>15.027891</td>\n      <td>6.537896</td>\n      <td>...</td>\n      <td>36.845001</td>\n      <td>34.283371</td>\n      <td>NaN</td>\n      <td>26.331760</td>\n      <td>22.361788</td>\n      <td>18.485575</td>\n      <td>23.279549</td>\n      <td>10.964390</td>\n      <td>28.989416</td>\n      <td>31.568270</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>2023-11-02</th>\n      <td>72.419998</td>\n      <td>57.840000</td>\n      <td>27.670000</td>\n      <td>74.800003</td>\n      <td>123.010002</td>\n      <td>555.969971</td>\n      <td>41.279999</td>\n      <td>114.379997</td>\n      <td>66.239998</td>\n      <td>33.180000</td>\n      <td>...</td>\n      <td>166.830002</td>\n      <td>151.440002</td>\n      <td>90.940002</td>\n      <td>114.070000</td>\n      <td>238.000000</td>\n      <td>65.650002</td>\n      <td>57.830002</td>\n      <td>47.560001</td>\n      <td>21.500000</td>\n      <td>165.520004</td>\n    </tr>\n    <tr>\n      <th>2023-11-03</th>\n      <td>72.910004</td>\n      <td>59.549999</td>\n      <td>27.809999</td>\n      <td>74.820000</td>\n      <td>125.550003</td>\n      <td>560.900024</td>\n      <td>40.990002</td>\n      <td>110.959999</td>\n      <td>65.739998</td>\n      <td>32.869999</td>\n      <td>...</td>\n      <td>166.789993</td>\n      <td>150.070007</td>\n      <td>91.519997</td>\n      <td>113.470001</td>\n      <td>241.679993</td>\n      <td>67.019997</td>\n      <td>59.029999</td>\n      <td>47.060001</td>\n      <td>22.110001</td>\n      <td>164.660004</td>\n    </tr>\n    <tr>\n      <th>2023-11-06</th>\n      <td>72.559998</td>\n      <td>58.970001</td>\n      <td>27.430000</td>\n      <td>75.209999</td>\n      <td>129.000000</td>\n      <td>569.820007</td>\n      <td>40.700001</td>\n      <td>112.669998</td>\n      <td>65.220001</td>\n      <td>32.529999</td>\n      <td>...</td>\n      <td>166.699997</td>\n      <td>150.940002</td>\n      <td>90.970001</td>\n      <td>112.839996</td>\n      <td>241.559998</td>\n      <td>66.820000</td>\n      <td>59.400002</td>\n      <td>46.580002</td>\n      <td>21.770000</td>\n      <td>164.880005</td>\n    </tr>\n    <tr>\n      <th>2023-11-07</th>\n      <td>72.110001</td>\n      <td>59.090000</td>\n      <td>27.389999</td>\n      <td>75.230003</td>\n      <td>132.520004</td>\n      <td>571.270020</td>\n      <td>40.430000</td>\n      <td>115.529999</td>\n      <td>65.099998</td>\n      <td>32.590000</td>\n      <td>...</td>\n      <td>167.179993</td>\n      <td>150.589996</td>\n      <td>91.279999</td>\n      <td>110.139999</td>\n      <td>242.520004</td>\n      <td>67.559998</td>\n      <td>59.110001</td>\n      <td>46.720001</td>\n      <td>21.650000</td>\n      <td>165.649994</td>\n    </tr>\n    <tr>\n      <th>2023-11-08</th>\n      <td>72.029999</td>\n      <td>58.720001</td>\n      <td>27.750000</td>\n      <td>75.239998</td>\n      <td>131.929993</td>\n      <td>567.380005</td>\n      <td>40.270000</td>\n      <td>116.599998</td>\n      <td>65.290001</td>\n      <td>32.470001</td>\n      <td>...</td>\n      <td>167.389999</td>\n      <td>150.009995</td>\n      <td>90.199997</td>\n      <td>108.349998</td>\n      <td>241.500000</td>\n      <td>67.029999</td>\n      <td>58.990002</td>\n      <td>46.340000</td>\n      <td>21.000000</td>\n      <td>164.300003</td>\n    </tr>\n  </tbody>\n</table>\n<p>4370 rows × 29 columns</p>\n</div>"
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# concatenate all price data (from both time periods) into one dataframe\n",
    "final_constituent_prices = pd.DataFrame()\n",
    "for df in constituent_prices_dict.values():\n",
    "    final_constituent_prices = pd.concat([final_constituent_prices, df])\n",
    "final_constituent_prices"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:59:37.983103Z",
     "start_time": "2023-12-10T21:59:37.570104Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "outputs": [
    {
     "data": {
      "text/plain": "                  ADM       BF-B        CAG         CL         CLX  \\\nDate                                                                 \n2006-06-30  27.333622  10.877379   9.864583  19.878170   36.931801   \n2006-07-03  28.492384  10.951970   9.855659  19.871534   37.016605   \n2006-07-05  27.949425  10.871286   9.873506  19.835039   36.744038   \n2006-07-06  28.121590  10.888032   9.815505  20.253172   36.913628   \n2006-07-07  28.518877  10.702300   9.753042  20.203396   36.871235   \n...               ...        ...        ...        ...         ...   \n2023-11-02  72.419998  57.840000  27.670000  74.800003  123.010002   \n2023-11-03  72.910004  59.549999  27.809999  74.820000  125.550003   \n2023-11-06  72.559998  58.970001  27.430000  75.209999  129.000000   \n2023-11-07  72.110001  59.090000  27.389999  75.230003  132.520004   \n2023-11-08  72.029999  58.720001  27.750000  75.239998  131.929993   \n\n                  COST        CPB          EL        GIS        HRL  ...  \\\nDate                                                                 ...   \n2006-06-30   40.329330  22.135223   15.649321  14.837613   6.580417  ...   \n2006-07-03   40.646988  22.499065   15.637186  14.897922   6.619396  ...   \n2006-07-05   40.131676  22.487137   15.475309  14.920905   6.530807  ...   \n2006-07-06   39.425755  22.481152   15.738358  14.753185   6.559156  ...   \n2006-07-07   39.644581  22.163494   15.580526  15.027891   6.537896  ...   \n...                ...        ...         ...        ...        ...  ...   \n2023-11-02  555.969971  41.279999  114.379997  66.239998  33.180000  ...   \n2023-11-03  560.900024  40.990002  110.959999  65.739998  32.869999  ...   \n2023-11-06  569.820007  40.700001  112.669998  65.220001  32.529999  ...   \n2023-11-07  571.270020  40.430000  115.529999  65.099998  32.590000  ...   \n2023-11-08  567.380005  40.270000  116.599998  65.290001  32.470001  ...   \n\n                   MO         PEP          PG         SJM         STZ  \\\nDate                                                                    \n2006-06-30   6.225357   36.589054   33.737263   25.648918   22.299345   \n2006-07-03   6.279616   36.729218   34.162006   25.706324   22.620462   \n2006-07-05   6.216880   36.729218   33.937496   26.503895   22.326109   \n2006-07-06   6.592454   36.784065   34.253044   26.171089   22.566940   \n2006-07-07   6.595843   36.845001   34.283371   26.331760   22.361788   \n...               ...         ...         ...         ...         ...   \n2023-11-02  40.669998  166.830002  151.440002  114.070000  238.000000   \n2023-11-03  40.669998  166.789993  150.070007  113.470001  241.679993   \n2023-11-06  40.540001  166.699997  150.940002  112.839996  241.559998   \n2023-11-07  40.509998  167.179993  150.589996  110.139999  242.520004   \n2023-11-08  40.200001  167.389999  150.009995  108.349998  241.500000   \n\n                  SYY        TAP        TSN        WBA         WMT  \nDate                                                                \n2006-06-30  18.341204  22.911636  11.275488  28.350817   33.057484  \n2006-07-03  18.425226  23.002775  11.267902  28.603733   32.645718  \n2006-07-05  18.467474  23.063530  10.964390  28.521540   32.268276  \n2006-07-06  18.497646  23.056772  11.275488  28.799730   32.062389  \n2006-07-07  18.485575  23.279549  10.964390  28.989416   31.568270  \n...               ...        ...        ...        ...         ...  \n2023-11-02  65.650002  57.830002  47.560001  21.500000  165.520004  \n2023-11-03  67.019997  59.029999  47.060001  22.110001  164.660004  \n2023-11-06  66.820000  59.400002  46.580002  21.770000  164.880005  \n2023-11-07  67.559998  59.110001  46.720001  21.650000  165.649994  \n2023-11-08  67.029999  58.990002  46.340000  21.000000  164.300003  \n\n[4370 rows x 28 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>ADM</th>\n      <th>BF-B</th>\n      <th>CAG</th>\n      <th>CL</th>\n      <th>CLX</th>\n      <th>COST</th>\n      <th>CPB</th>\n      <th>EL</th>\n      <th>GIS</th>\n      <th>HRL</th>\n      <th>...</th>\n      <th>MO</th>\n      <th>PEP</th>\n      <th>PG</th>\n      <th>SJM</th>\n      <th>STZ</th>\n      <th>SYY</th>\n      <th>TAP</th>\n      <th>TSN</th>\n      <th>WBA</th>\n      <th>WMT</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2006-06-30</th>\n      <td>27.333622</td>\n      <td>10.877379</td>\n      <td>9.864583</td>\n      <td>19.878170</td>\n      <td>36.931801</td>\n      <td>40.329330</td>\n      <td>22.135223</td>\n      <td>15.649321</td>\n      <td>14.837613</td>\n      <td>6.580417</td>\n      <td>...</td>\n      <td>6.225357</td>\n      <td>36.589054</td>\n      <td>33.737263</td>\n      <td>25.648918</td>\n      <td>22.299345</td>\n      <td>18.341204</td>\n      <td>22.911636</td>\n      <td>11.275488</td>\n      <td>28.350817</td>\n      <td>33.057484</td>\n    </tr>\n    <tr>\n      <th>2006-07-03</th>\n      <td>28.492384</td>\n      <td>10.951970</td>\n      <td>9.855659</td>\n      <td>19.871534</td>\n      <td>37.016605</td>\n      <td>40.646988</td>\n      <td>22.499065</td>\n      <td>15.637186</td>\n      <td>14.897922</td>\n      <td>6.619396</td>\n      <td>...</td>\n      <td>6.279616</td>\n      <td>36.729218</td>\n      <td>34.162006</td>\n      <td>25.706324</td>\n      <td>22.620462</td>\n      <td>18.425226</td>\n      <td>23.002775</td>\n      <td>11.267902</td>\n      <td>28.603733</td>\n      <td>32.645718</td>\n    </tr>\n    <tr>\n      <th>2006-07-05</th>\n      <td>27.949425</td>\n      <td>10.871286</td>\n      <td>9.873506</td>\n      <td>19.835039</td>\n      <td>36.744038</td>\n      <td>40.131676</td>\n      <td>22.487137</td>\n      <td>15.475309</td>\n      <td>14.920905</td>\n      <td>6.530807</td>\n      <td>...</td>\n      <td>6.216880</td>\n      <td>36.729218</td>\n      <td>33.937496</td>\n      <td>26.503895</td>\n      <td>22.326109</td>\n      <td>18.467474</td>\n      <td>23.063530</td>\n      <td>10.964390</td>\n      <td>28.521540</td>\n      <td>32.268276</td>\n    </tr>\n    <tr>\n      <th>2006-07-06</th>\n      <td>28.121590</td>\n      <td>10.888032</td>\n      <td>9.815505</td>\n      <td>20.253172</td>\n      <td>36.913628</td>\n      <td>39.425755</td>\n      <td>22.481152</td>\n      <td>15.738358</td>\n      <td>14.753185</td>\n      <td>6.559156</td>\n      <td>...</td>\n      <td>6.592454</td>\n      <td>36.784065</td>\n      <td>34.253044</td>\n      <td>26.171089</td>\n      <td>22.566940</td>\n      <td>18.497646</td>\n      <td>23.056772</td>\n      <td>11.275488</td>\n      <td>28.799730</td>\n      <td>32.062389</td>\n    </tr>\n    <tr>\n      <th>2006-07-07</th>\n      <td>28.518877</td>\n      <td>10.702300</td>\n      <td>9.753042</td>\n      <td>20.203396</td>\n      <td>36.871235</td>\n      <td>39.644581</td>\n      <td>22.163494</td>\n      <td>15.580526</td>\n      <td>15.027891</td>\n      <td>6.537896</td>\n      <td>...</td>\n      <td>6.595843</td>\n      <td>36.845001</td>\n      <td>34.283371</td>\n      <td>26.331760</td>\n      <td>22.361788</td>\n      <td>18.485575</td>\n      <td>23.279549</td>\n      <td>10.964390</td>\n      <td>28.989416</td>\n      <td>31.568270</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>2023-11-02</th>\n      <td>72.419998</td>\n      <td>57.840000</td>\n      <td>27.670000</td>\n      <td>74.800003</td>\n      <td>123.010002</td>\n      <td>555.969971</td>\n      <td>41.279999</td>\n      <td>114.379997</td>\n      <td>66.239998</td>\n      <td>33.180000</td>\n      <td>...</td>\n      <td>40.669998</td>\n      <td>166.830002</td>\n      <td>151.440002</td>\n      <td>114.070000</td>\n      <td>238.000000</td>\n      <td>65.650002</td>\n      <td>57.830002</td>\n      <td>47.560001</td>\n      <td>21.500000</td>\n      <td>165.520004</td>\n    </tr>\n    <tr>\n      <th>2023-11-03</th>\n      <td>72.910004</td>\n      <td>59.549999</td>\n      <td>27.809999</td>\n      <td>74.820000</td>\n      <td>125.550003</td>\n      <td>560.900024</td>\n      <td>40.990002</td>\n      <td>110.959999</td>\n      <td>65.739998</td>\n      <td>32.869999</td>\n      <td>...</td>\n      <td>40.669998</td>\n      <td>166.789993</td>\n      <td>150.070007</td>\n      <td>113.470001</td>\n      <td>241.679993</td>\n      <td>67.019997</td>\n      <td>59.029999</td>\n      <td>47.060001</td>\n      <td>22.110001</td>\n      <td>164.660004</td>\n    </tr>\n    <tr>\n      <th>2023-11-06</th>\n      <td>72.559998</td>\n      <td>58.970001</td>\n      <td>27.430000</td>\n      <td>75.209999</td>\n      <td>129.000000</td>\n      <td>569.820007</td>\n      <td>40.700001</td>\n      <td>112.669998</td>\n      <td>65.220001</td>\n      <td>32.529999</td>\n      <td>...</td>\n      <td>40.540001</td>\n      <td>166.699997</td>\n      <td>150.940002</td>\n      <td>112.839996</td>\n      <td>241.559998</td>\n      <td>66.820000</td>\n      <td>59.400002</td>\n      <td>46.580002</td>\n      <td>21.770000</td>\n      <td>164.880005</td>\n    </tr>\n    <tr>\n      <th>2023-11-07</th>\n      <td>72.110001</td>\n      <td>59.090000</td>\n      <td>27.389999</td>\n      <td>75.230003</td>\n      <td>132.520004</td>\n      <td>571.270020</td>\n      <td>40.430000</td>\n      <td>115.529999</td>\n      <td>65.099998</td>\n      <td>32.590000</td>\n      <td>...</td>\n      <td>40.509998</td>\n      <td>167.179993</td>\n      <td>150.589996</td>\n      <td>110.139999</td>\n      <td>242.520004</td>\n      <td>67.559998</td>\n      <td>59.110001</td>\n      <td>46.720001</td>\n      <td>21.650000</td>\n      <td>165.649994</td>\n    </tr>\n    <tr>\n      <th>2023-11-08</th>\n      <td>72.029999</td>\n      <td>58.720001</td>\n      <td>27.750000</td>\n      <td>75.239998</td>\n      <td>131.929993</td>\n      <td>567.380005</td>\n      <td>40.270000</td>\n      <td>116.599998</td>\n      <td>65.290001</td>\n      <td>32.470001</td>\n      <td>...</td>\n      <td>40.200001</td>\n      <td>167.389999</td>\n      <td>150.009995</td>\n      <td>108.349998</td>\n      <td>241.500000</td>\n      <td>67.029999</td>\n      <td>58.990002</td>\n      <td>46.340000</td>\n      <td>21.000000</td>\n      <td>164.300003</td>\n    </tr>\n  </tbody>\n</table>\n<p>4370 rows × 28 columns</p>\n</div>"
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# drop PM column since no data was available\n",
    "final_constituent_prices.drop(columns = ['PM'], inplace = True)\n",
    "final_constituent_prices"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:59:45.036483Z",
     "start_time": "2023-12-10T21:59:44.836400Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "outputs": [
    {
     "data": {
      "text/plain": "                  ADM       BF-B        CAG         CL         CLX  \\\nDate                                                                 \n2006-06-30  27.333622  10.877379   9.864583  19.878170   36.931801   \n2006-07-03  28.492384  10.951970   9.855659  19.871534   37.016605   \n2006-07-05  27.949425  10.871286   9.873506  19.835039   36.744038   \n2006-07-06  28.121590  10.888032   9.815505  20.253172   36.913628   \n2006-07-07  28.518877  10.702300   9.753042  20.203396   36.871235   \n...               ...        ...        ...        ...         ...   \n2023-11-02  72.419998  57.840000  27.670000  74.800003  123.010002   \n2023-11-03  72.910004  59.549999  27.809999  74.820000  125.550003   \n2023-11-06  72.559998  58.970001  27.430000  75.209999  129.000000   \n2023-11-07  72.110001  59.090000  27.389999  75.230003  132.520004   \n2023-11-08  72.029999  58.720001  27.750000  75.239998  131.929993   \n\n                  COST        CPB          EL        GIS        HRL  ...  \\\nDate                                                                 ...   \n2006-06-30   40.329330  22.135223   15.649321  14.837613   6.580417  ...   \n2006-07-03   40.646988  22.499065   15.637186  14.897922   6.619396  ...   \n2006-07-05   40.131676  22.487137   15.475309  14.920905   6.530807  ...   \n2006-07-06   39.425755  22.481152   15.738358  14.753185   6.559156  ...   \n2006-07-07   39.644581  22.163494   15.580526  15.027891   6.537896  ...   \n...                ...        ...         ...        ...        ...  ...   \n2023-11-02  555.969971  41.279999  114.379997  66.239998  33.180000  ...   \n2023-11-03  560.900024  40.990002  110.959999  65.739998  32.869999  ...   \n2023-11-06  569.820007  40.700001  112.669998  65.220001  32.529999  ...   \n2023-11-07  571.270020  40.430000  115.529999  65.099998  32.590000  ...   \n2023-11-08  567.380005  40.270000  116.599998  65.290001  32.470001  ...   \n\n                   MO         PEP          PG         SJM         STZ  \\\nDate                                                                    \n2006-06-30   6.225357   36.589054   33.737263   25.648918   22.299345   \n2006-07-03   6.279616   36.729218   34.162006   25.706324   22.620462   \n2006-07-05   6.216880   36.729218   33.937496   26.503895   22.326109   \n2006-07-06   6.592454   36.784065   34.253044   26.171089   22.566940   \n2006-07-07   6.595843   36.845001   34.283371   26.331760   22.361788   \n...               ...         ...         ...         ...         ...   \n2023-11-02  40.669998  166.830002  151.440002  114.070000  238.000000   \n2023-11-03  40.669998  166.789993  150.070007  113.470001  241.679993   \n2023-11-06  40.540001  166.699997  150.940002  112.839996  241.559998   \n2023-11-07  40.509998  167.179993  150.589996  110.139999  242.520004   \n2023-11-08  40.200001  167.389999  150.009995  108.349998  241.500000   \n\n                  SYY        TAP        TSN        WBA         WMT  \nDate                                                                \n2006-06-30  18.341204  22.911636  11.275488  28.350817   33.057484  \n2006-07-03  18.425226  23.002775  11.267902  28.603733   32.645718  \n2006-07-05  18.467474  23.063530  10.964390  28.521540   32.268276  \n2006-07-06  18.497646  23.056772  11.275488  28.799730   32.062389  \n2006-07-07  18.485575  23.279549  10.964390  28.989416   31.568270  \n...               ...        ...        ...        ...         ...  \n2023-11-02  65.650002  57.830002  47.560001  21.500000  165.520004  \n2023-11-03  67.019997  59.029999  47.060001  22.110001  164.660004  \n2023-11-06  66.820000  59.400002  46.580002  21.770000  164.880005  \n2023-11-07  67.559998  59.110001  46.720001  21.650000  165.649994  \n2023-11-08  67.029999  58.990002  46.340000  21.000000  164.300003  \n\n[4370 rows x 28 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>ADM</th>\n      <th>BF-B</th>\n      <th>CAG</th>\n      <th>CL</th>\n      <th>CLX</th>\n      <th>COST</th>\n      <th>CPB</th>\n      <th>EL</th>\n      <th>GIS</th>\n      <th>HRL</th>\n      <th>...</th>\n      <th>MO</th>\n      <th>PEP</th>\n      <th>PG</th>\n      <th>SJM</th>\n      <th>STZ</th>\n      <th>SYY</th>\n      <th>TAP</th>\n      <th>TSN</th>\n      <th>WBA</th>\n      <th>WMT</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2006-06-30</th>\n      <td>27.333622</td>\n      <td>10.877379</td>\n      <td>9.864583</td>\n      <td>19.878170</td>\n      <td>36.931801</td>\n      <td>40.329330</td>\n      <td>22.135223</td>\n      <td>15.649321</td>\n      <td>14.837613</td>\n      <td>6.580417</td>\n      <td>...</td>\n      <td>6.225357</td>\n      <td>36.589054</td>\n      <td>33.737263</td>\n      <td>25.648918</td>\n      <td>22.299345</td>\n      <td>18.341204</td>\n      <td>22.911636</td>\n      <td>11.275488</td>\n      <td>28.350817</td>\n      <td>33.057484</td>\n    </tr>\n    <tr>\n      <th>2006-07-03</th>\n      <td>28.492384</td>\n      <td>10.951970</td>\n      <td>9.855659</td>\n      <td>19.871534</td>\n      <td>37.016605</td>\n      <td>40.646988</td>\n      <td>22.499065</td>\n      <td>15.637186</td>\n      <td>14.897922</td>\n      <td>6.619396</td>\n      <td>...</td>\n      <td>6.279616</td>\n      <td>36.729218</td>\n      <td>34.162006</td>\n      <td>25.706324</td>\n      <td>22.620462</td>\n      <td>18.425226</td>\n      <td>23.002775</td>\n      <td>11.267902</td>\n      <td>28.603733</td>\n      <td>32.645718</td>\n    </tr>\n    <tr>\n      <th>2006-07-05</th>\n      <td>27.949425</td>\n      <td>10.871286</td>\n      <td>9.873506</td>\n      <td>19.835039</td>\n      <td>36.744038</td>\n      <td>40.131676</td>\n      <td>22.487137</td>\n      <td>15.475309</td>\n      <td>14.920905</td>\n      <td>6.530807</td>\n      <td>...</td>\n      <td>6.216880</td>\n      <td>36.729218</td>\n      <td>33.937496</td>\n      <td>26.503895</td>\n      <td>22.326109</td>\n      <td>18.467474</td>\n      <td>23.063530</td>\n      <td>10.964390</td>\n      <td>28.521540</td>\n      <td>32.268276</td>\n    </tr>\n    <tr>\n      <th>2006-07-06</th>\n      <td>28.121590</td>\n      <td>10.888032</td>\n      <td>9.815505</td>\n      <td>20.253172</td>\n      <td>36.913628</td>\n      <td>39.425755</td>\n      <td>22.481152</td>\n      <td>15.738358</td>\n      <td>14.753185</td>\n      <td>6.559156</td>\n      <td>...</td>\n      <td>6.592454</td>\n      <td>36.784065</td>\n      <td>34.253044</td>\n      <td>26.171089</td>\n      <td>22.566940</td>\n      <td>18.497646</td>\n      <td>23.056772</td>\n      <td>11.275488</td>\n      <td>28.799730</td>\n      <td>32.062389</td>\n    </tr>\n    <tr>\n      <th>2006-07-07</th>\n      <td>28.518877</td>\n      <td>10.702300</td>\n      <td>9.753042</td>\n      <td>20.203396</td>\n      <td>36.871235</td>\n      <td>39.644581</td>\n      <td>22.163494</td>\n      <td>15.580526</td>\n      <td>15.027891</td>\n      <td>6.537896</td>\n      <td>...</td>\n      <td>6.595843</td>\n      <td>36.845001</td>\n      <td>34.283371</td>\n      <td>26.331760</td>\n      <td>22.361788</td>\n      <td>18.485575</td>\n      <td>23.279549</td>\n      <td>10.964390</td>\n      <td>28.989416</td>\n      <td>31.568270</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>2023-11-02</th>\n      <td>72.419998</td>\n      <td>57.840000</td>\n      <td>27.670000</td>\n      <td>74.800003</td>\n      <td>123.010002</td>\n      <td>555.969971</td>\n      <td>41.279999</td>\n      <td>114.379997</td>\n      <td>66.239998</td>\n      <td>33.180000</td>\n      <td>...</td>\n      <td>40.669998</td>\n      <td>166.830002</td>\n      <td>151.440002</td>\n      <td>114.070000</td>\n      <td>238.000000</td>\n      <td>65.650002</td>\n      <td>57.830002</td>\n      <td>47.560001</td>\n      <td>21.500000</td>\n      <td>165.520004</td>\n    </tr>\n    <tr>\n      <th>2023-11-03</th>\n      <td>72.910004</td>\n      <td>59.549999</td>\n      <td>27.809999</td>\n      <td>74.820000</td>\n      <td>125.550003</td>\n      <td>560.900024</td>\n      <td>40.990002</td>\n      <td>110.959999</td>\n      <td>65.739998</td>\n      <td>32.869999</td>\n      <td>...</td>\n      <td>40.669998</td>\n      <td>166.789993</td>\n      <td>150.070007</td>\n      <td>113.470001</td>\n      <td>241.679993</td>\n      <td>67.019997</td>\n      <td>59.029999</td>\n      <td>47.060001</td>\n      <td>22.110001</td>\n      <td>164.660004</td>\n    </tr>\n    <tr>\n      <th>2023-11-06</th>\n      <td>72.559998</td>\n      <td>58.970001</td>\n      <td>27.430000</td>\n      <td>75.209999</td>\n      <td>129.000000</td>\n      <td>569.820007</td>\n      <td>40.700001</td>\n      <td>112.669998</td>\n      <td>65.220001</td>\n      <td>32.529999</td>\n      <td>...</td>\n      <td>40.540001</td>\n      <td>166.699997</td>\n      <td>150.940002</td>\n      <td>112.839996</td>\n      <td>241.559998</td>\n      <td>66.820000</td>\n      <td>59.400002</td>\n      <td>46.580002</td>\n      <td>21.770000</td>\n      <td>164.880005</td>\n    </tr>\n    <tr>\n      <th>2023-11-07</th>\n      <td>72.110001</td>\n      <td>59.090000</td>\n      <td>27.389999</td>\n      <td>75.230003</td>\n      <td>132.520004</td>\n      <td>571.270020</td>\n      <td>40.430000</td>\n      <td>115.529999</td>\n      <td>65.099998</td>\n      <td>32.590000</td>\n      <td>...</td>\n      <td>40.509998</td>\n      <td>167.179993</td>\n      <td>150.589996</td>\n      <td>110.139999</td>\n      <td>242.520004</td>\n      <td>67.559998</td>\n      <td>59.110001</td>\n      <td>46.720001</td>\n      <td>21.650000</td>\n      <td>165.649994</td>\n    </tr>\n    <tr>\n      <th>2023-11-08</th>\n      <td>72.029999</td>\n      <td>58.720001</td>\n      <td>27.750000</td>\n      <td>75.239998</td>\n      <td>131.929993</td>\n      <td>567.380005</td>\n      <td>40.270000</td>\n      <td>116.599998</td>\n      <td>65.290001</td>\n      <td>32.470001</td>\n      <td>...</td>\n      <td>40.200001</td>\n      <td>167.389999</td>\n      <td>150.009995</td>\n      <td>108.349998</td>\n      <td>241.500000</td>\n      <td>67.029999</td>\n      <td>58.990002</td>\n      <td>46.340000</td>\n      <td>21.000000</td>\n      <td>164.300003</td>\n    </tr>\n  </tbody>\n</table>\n<p>4370 rows × 28 columns</p>\n</div>"
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# drop all rows with nans since some rows are duplicated\n",
    "final_constituent_prices.dropna(axis = 0, inplace = True)\n",
    "final_constituent_prices"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T21:59:48.058230Z",
     "start_time": "2023-12-10T21:59:48.006167Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "outputs": [
    {
     "data": {
      "text/plain": "                  ADM       BF-B        CAG         CL         CLX  \\\nDate                                                                 \n2006-06-30  27.333622  10.877379   9.864583  19.878170   36.931801   \n2006-07-03  28.492384  10.951970   9.855659  19.871534   37.016605   \n2006-07-05  27.949425  10.871286   9.873506  19.835039   36.744038   \n2006-07-06  28.121590  10.888032   9.815505  20.253172   36.913628   \n2006-07-07  28.518877  10.702300   9.753042  20.203396   36.871235   \n...               ...        ...        ...        ...         ...   \n2023-11-02  72.419998  57.840000  27.670000  74.800003  123.010002   \n2023-11-03  72.910004  59.549999  27.809999  74.820000  125.550003   \n2023-11-06  72.559998  58.970001  27.430000  75.209999  129.000000   \n2023-11-07  72.110001  59.090000  27.389999  75.230003  132.520004   \n2023-11-08  72.029999  58.720001  27.750000  75.239998  131.929993   \n\n                  COST        CPB          EL        GIS        HRL  \\\nDate                                                                  \n2006-06-30   40.329330  22.135223   15.649321  14.837613   6.580417   \n2006-07-03   40.646988  22.499065   15.637186  14.897922   6.619396   \n2006-07-05   40.131676  22.487137   15.475309  14.920905   6.530807   \n2006-07-06   39.425755  22.481152   15.738358  14.753185   6.559156   \n2006-07-07   39.644581  22.163494   15.580526  15.027891   6.537896   \n...                ...        ...         ...        ...        ...   \n2023-11-02  555.969971  41.279999  114.379997  66.239998  33.180000   \n2023-11-03  560.900024  40.990002  110.959999  65.739998  32.869999   \n2023-11-06  569.820007  40.700001  112.669998  65.220001  32.529999   \n2023-11-07  571.270020  40.430000  115.529999  65.099998  32.590000   \n2023-11-08  567.380005  40.270000  116.599998  65.290001  32.470001   \n\n                   HSY          K         KMB         KO         KR  \\\nDate                                                                  \n2006-06-30   36.206779  25.332493   32.204948  12.601964   8.061806   \n2006-07-03   36.311970  25.447557   32.246716  12.704489   8.061806   \n2006-07-05   36.338291  25.316801   31.964846  12.601964   8.035987   \n2006-07-06   36.739338  25.097109   31.943981  12.692770   8.061806   \n2006-07-07   36.476353  24.861725   31.636021  12.648827   8.035987   \n...                ...        ...         ...        ...        ...   \n2023-11-02  189.550003  51.730000  121.050003  57.090000  45.400002   \n2023-11-03  187.990005  52.060001  119.389999  56.740002  45.369999   \n2023-11-06  187.660004  51.340000  120.790001  56.970001  45.160000   \n2023-11-07  187.490005  50.900002  120.410004  57.180000  45.110001   \n2023-11-08  189.020004  51.990002  120.660004  57.090000  43.869999   \n\n                 MDLZ        MKC       MNST         MO         PEP  \\\nDate                                                                 \n2006-06-30  13.184583  11.742983   3.966042   6.225357   36.589054   \n2006-07-03  13.248588  11.833987   4.129375   6.279616   36.729218   \n2006-07-05  13.286992  11.809355   4.278125   6.216880   36.729218   \n2006-07-06  12.958447  12.045119   4.243125   6.592454   36.784065   \n2006-07-07  12.885909  11.999370   4.245833   6.595843   36.845001   \n...               ...        ...        ...        ...         ...   \n2023-11-02  67.970001  64.820000  52.660000  40.669998  166.830002   \n2023-11-03  68.820000  64.959999  55.560001  40.669998  166.789993   \n2023-11-06  68.239998  64.709999  56.139999  40.540001  166.699997   \n2023-11-07  68.489998  64.769997  55.980000  40.509998  167.179993   \n2023-11-08  69.019997  65.300003  55.660000  40.200001  167.389999   \n\n                    PG         SJM         STZ        SYY        TAP  \\\nDate                                                                   \n2006-06-30   33.737263   25.648918   22.299345  18.341204  22.911636   \n2006-07-03   34.162006   25.706324   22.620462  18.425226  23.002775   \n2006-07-05   33.937496   26.503895   22.326109  18.467474  23.063530   \n2006-07-06   34.253044   26.171089   22.566940  18.497646  23.056772   \n2006-07-07   34.283371   26.331760   22.361788  18.485575  23.279549   \n...                ...         ...         ...        ...        ...   \n2023-11-02  151.440002  114.070000  238.000000  65.650002  57.830002   \n2023-11-03  150.070007  113.470001  241.679993  67.019997  59.029999   \n2023-11-06  150.940002  112.839996  241.559998  66.820000  59.400002   \n2023-11-07  150.589996  110.139999  242.520004  67.559998  59.110001   \n2023-11-08  150.009995  108.349998  241.500000  67.029999  58.990002   \n\n                  TSN        WBA         WMT  \nDate                                          \n2006-06-30  11.275488  28.350817   33.057484  \n2006-07-03  11.267902  28.603733   32.645718  \n2006-07-05  10.964390  28.521540   32.268276  \n2006-07-06  11.275488  28.799730   32.062389  \n2006-07-07  10.964390  28.989416   31.568270  \n...               ...        ...         ...  \n2023-11-02  47.560001  21.500000  165.520004  \n2023-11-03  47.060001  22.110001  164.660004  \n2023-11-06  46.580002  21.770000  164.880005  \n2023-11-07  46.720001  21.650000  165.649994  \n2023-11-08  46.340000  21.000000  164.300003  \n\n[4370 rows x 28 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>ADM</th>\n      <th>BF-B</th>\n      <th>CAG</th>\n      <th>CL</th>\n      <th>CLX</th>\n      <th>COST</th>\n      <th>CPB</th>\n      <th>EL</th>\n      <th>GIS</th>\n      <th>HRL</th>\n      <th>HSY</th>\n      <th>K</th>\n      <th>KMB</th>\n      <th>KO</th>\n      <th>KR</th>\n      <th>MDLZ</th>\n      <th>MKC</th>\n      <th>MNST</th>\n      <th>MO</th>\n      <th>PEP</th>\n      <th>PG</th>\n      <th>SJM</th>\n      <th>STZ</th>\n      <th>SYY</th>\n      <th>TAP</th>\n      <th>TSN</th>\n      <th>WBA</th>\n      <th>WMT</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2006-06-30</th>\n      <td>27.333622</td>\n      <td>10.877379</td>\n      <td>9.864583</td>\n      <td>19.878170</td>\n      <td>36.931801</td>\n      <td>40.329330</td>\n      <td>22.135223</td>\n      <td>15.649321</td>\n      <td>14.837613</td>\n      <td>6.580417</td>\n      <td>36.206779</td>\n      <td>25.332493</td>\n      <td>32.204948</td>\n      <td>12.601964</td>\n      <td>8.061806</td>\n      <td>13.184583</td>\n      <td>11.742983</td>\n      <td>3.966042</td>\n      <td>6.225357</td>\n      <td>36.589054</td>\n      <td>33.737263</td>\n      <td>25.648918</td>\n      <td>22.299345</td>\n      <td>18.341204</td>\n      <td>22.911636</td>\n      <td>11.275488</td>\n      <td>28.350817</td>\n      <td>33.057484</td>\n    </tr>\n    <tr>\n      <th>2006-07-03</th>\n      <td>28.492384</td>\n      <td>10.951970</td>\n      <td>9.855659</td>\n      <td>19.871534</td>\n      <td>37.016605</td>\n      <td>40.646988</td>\n      <td>22.499065</td>\n      <td>15.637186</td>\n      <td>14.897922</td>\n      <td>6.619396</td>\n      <td>36.311970</td>\n      <td>25.447557</td>\n      <td>32.246716</td>\n      <td>12.704489</td>\n      <td>8.061806</td>\n      <td>13.248588</td>\n      <td>11.833987</td>\n      <td>4.129375</td>\n      <td>6.279616</td>\n      <td>36.729218</td>\n      <td>34.162006</td>\n      <td>25.706324</td>\n      <td>22.620462</td>\n      <td>18.425226</td>\n      <td>23.002775</td>\n      <td>11.267902</td>\n      <td>28.603733</td>\n      <td>32.645718</td>\n    </tr>\n    <tr>\n      <th>2006-07-05</th>\n      <td>27.949425</td>\n      <td>10.871286</td>\n      <td>9.873506</td>\n      <td>19.835039</td>\n      <td>36.744038</td>\n      <td>40.131676</td>\n      <td>22.487137</td>\n      <td>15.475309</td>\n      <td>14.920905</td>\n      <td>6.530807</td>\n      <td>36.338291</td>\n      <td>25.316801</td>\n      <td>31.964846</td>\n      <td>12.601964</td>\n      <td>8.035987</td>\n      <td>13.286992</td>\n      <td>11.809355</td>\n      <td>4.278125</td>\n      <td>6.216880</td>\n      <td>36.729218</td>\n      <td>33.937496</td>\n      <td>26.503895</td>\n      <td>22.326109</td>\n      <td>18.467474</td>\n      <td>23.063530</td>\n      <td>10.964390</td>\n      <td>28.521540</td>\n      <td>32.268276</td>\n    </tr>\n    <tr>\n      <th>2006-07-06</th>\n      <td>28.121590</td>\n      <td>10.888032</td>\n      <td>9.815505</td>\n      <td>20.253172</td>\n      <td>36.913628</td>\n      <td>39.425755</td>\n      <td>22.481152</td>\n      <td>15.738358</td>\n      <td>14.753185</td>\n      <td>6.559156</td>\n      <td>36.739338</td>\n      <td>25.097109</td>\n      <td>31.943981</td>\n      <td>12.692770</td>\n      <td>8.061806</td>\n      <td>12.958447</td>\n      <td>12.045119</td>\n      <td>4.243125</td>\n      <td>6.592454</td>\n      <td>36.784065</td>\n      <td>34.253044</td>\n      <td>26.171089</td>\n      <td>22.566940</td>\n      <td>18.497646</td>\n      <td>23.056772</td>\n      <td>11.275488</td>\n      <td>28.799730</td>\n      <td>32.062389</td>\n    </tr>\n    <tr>\n      <th>2006-07-07</th>\n      <td>28.518877</td>\n      <td>10.702300</td>\n      <td>9.753042</td>\n      <td>20.203396</td>\n      <td>36.871235</td>\n      <td>39.644581</td>\n      <td>22.163494</td>\n      <td>15.580526</td>\n      <td>15.027891</td>\n      <td>6.537896</td>\n      <td>36.476353</td>\n      <td>24.861725</td>\n      <td>31.636021</td>\n      <td>12.648827</td>\n      <td>8.035987</td>\n      <td>12.885909</td>\n      <td>11.999370</td>\n      <td>4.245833</td>\n      <td>6.595843</td>\n      <td>36.845001</td>\n      <td>34.283371</td>\n      <td>26.331760</td>\n      <td>22.361788</td>\n      <td>18.485575</td>\n      <td>23.279549</td>\n      <td>10.964390</td>\n      <td>28.989416</td>\n      <td>31.568270</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>2023-11-02</th>\n      <td>72.419998</td>\n      <td>57.840000</td>\n      <td>27.670000</td>\n      <td>74.800003</td>\n      <td>123.010002</td>\n      <td>555.969971</td>\n      <td>41.279999</td>\n      <td>114.379997</td>\n      <td>66.239998</td>\n      <td>33.180000</td>\n      <td>189.550003</td>\n      <td>51.730000</td>\n      <td>121.050003</td>\n      <td>57.090000</td>\n      <td>45.400002</td>\n      <td>67.970001</td>\n      <td>64.820000</td>\n      <td>52.660000</td>\n      <td>40.669998</td>\n      <td>166.830002</td>\n      <td>151.440002</td>\n      <td>114.070000</td>\n      <td>238.000000</td>\n      <td>65.650002</td>\n      <td>57.830002</td>\n      <td>47.560001</td>\n      <td>21.500000</td>\n      <td>165.520004</td>\n    </tr>\n    <tr>\n      <th>2023-11-03</th>\n      <td>72.910004</td>\n      <td>59.549999</td>\n      <td>27.809999</td>\n      <td>74.820000</td>\n      <td>125.550003</td>\n      <td>560.900024</td>\n      <td>40.990002</td>\n      <td>110.959999</td>\n      <td>65.739998</td>\n      <td>32.869999</td>\n      <td>187.990005</td>\n      <td>52.060001</td>\n      <td>119.389999</td>\n      <td>56.740002</td>\n      <td>45.369999</td>\n      <td>68.820000</td>\n      <td>64.959999</td>\n      <td>55.560001</td>\n      <td>40.669998</td>\n      <td>166.789993</td>\n      <td>150.070007</td>\n      <td>113.470001</td>\n      <td>241.679993</td>\n      <td>67.019997</td>\n      <td>59.029999</td>\n      <td>47.060001</td>\n      <td>22.110001</td>\n      <td>164.660004</td>\n    </tr>\n    <tr>\n      <th>2023-11-06</th>\n      <td>72.559998</td>\n      <td>58.970001</td>\n      <td>27.430000</td>\n      <td>75.209999</td>\n      <td>129.000000</td>\n      <td>569.820007</td>\n      <td>40.700001</td>\n      <td>112.669998</td>\n      <td>65.220001</td>\n      <td>32.529999</td>\n      <td>187.660004</td>\n      <td>51.340000</td>\n      <td>120.790001</td>\n      <td>56.970001</td>\n      <td>45.160000</td>\n      <td>68.239998</td>\n      <td>64.709999</td>\n      <td>56.139999</td>\n      <td>40.540001</td>\n      <td>166.699997</td>\n      <td>150.940002</td>\n      <td>112.839996</td>\n      <td>241.559998</td>\n      <td>66.820000</td>\n      <td>59.400002</td>\n      <td>46.580002</td>\n      <td>21.770000</td>\n      <td>164.880005</td>\n    </tr>\n    <tr>\n      <th>2023-11-07</th>\n      <td>72.110001</td>\n      <td>59.090000</td>\n      <td>27.389999</td>\n      <td>75.230003</td>\n      <td>132.520004</td>\n      <td>571.270020</td>\n      <td>40.430000</td>\n      <td>115.529999</td>\n      <td>65.099998</td>\n      <td>32.590000</td>\n      <td>187.490005</td>\n      <td>50.900002</td>\n      <td>120.410004</td>\n      <td>57.180000</td>\n      <td>45.110001</td>\n      <td>68.489998</td>\n      <td>64.769997</td>\n      <td>55.980000</td>\n      <td>40.509998</td>\n      <td>167.179993</td>\n      <td>150.589996</td>\n      <td>110.139999</td>\n      <td>242.520004</td>\n      <td>67.559998</td>\n      <td>59.110001</td>\n      <td>46.720001</td>\n      <td>21.650000</td>\n      <td>165.649994</td>\n    </tr>\n    <tr>\n      <th>2023-11-08</th>\n      <td>72.029999</td>\n      <td>58.720001</td>\n      <td>27.750000</td>\n      <td>75.239998</td>\n      <td>131.929993</td>\n      <td>567.380005</td>\n      <td>40.270000</td>\n      <td>116.599998</td>\n      <td>65.290001</td>\n      <td>32.470001</td>\n      <td>189.020004</td>\n      <td>51.990002</td>\n      <td>120.660004</td>\n      <td>57.090000</td>\n      <td>43.869999</td>\n      <td>69.019997</td>\n      <td>65.300003</td>\n      <td>55.660000</td>\n      <td>40.200001</td>\n      <td>167.389999</td>\n      <td>150.009995</td>\n      <td>108.349998</td>\n      <td>241.500000</td>\n      <td>67.029999</td>\n      <td>58.990002</td>\n      <td>46.340000</td>\n      <td>21.000000</td>\n      <td>164.300003</td>\n    </tr>\n  </tbody>\n</table>\n<p>4370 rows × 28 columns</p>\n</div>"
     },
     "execution_count": 41,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# view final price dataframe\n",
    "final_constituent_prices"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T22:06:13.229104Z",
     "start_time": "2023-12-10T22:06:13.198506Z"
    }
   }
  },
  {
   "cell_type": "markdown",
   "source": [
    "# 3) Get Index Data Time Series"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[*********************100%***********************]  1 of 1 completed\n"
     ]
    },
    {
     "data": {
      "text/plain": "            Adj Close\nDate                 \n2006-11-07   1.743284\n2006-11-08   1.743284\n2006-11-09   1.743284\n2006-11-10   1.747295\n2006-11-13   1.747295\n...               ...\n2023-10-30  28.910000\n2023-10-31  29.049999\n2023-11-01  28.930000\n2023-11-02  29.430000\n2023-11-03  29.540001\n\n[4277 rows x 1 columns]",
      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>Adj Close</th>\n    </tr>\n    <tr>\n      <th>Date</th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>2006-11-07</th>\n      <td>1.743284</td>\n    </tr>\n    <tr>\n      <th>2006-11-08</th>\n      <td>1.743284</td>\n    </tr>\n    <tr>\n      <th>2006-11-09</th>\n      <td>1.743284</td>\n    </tr>\n    <tr>\n      <th>2006-11-10</th>\n      <td>1.747295</td>\n    </tr>\n    <tr>\n      <th>2006-11-13</th>\n      <td>1.747295</td>\n    </tr>\n    <tr>\n      <th>...</th>\n      <td>...</td>\n    </tr>\n    <tr>\n      <th>2023-10-30</th>\n      <td>28.910000</td>\n    </tr>\n    <tr>\n      <th>2023-10-31</th>\n      <td>29.049999</td>\n    </tr>\n    <tr>\n      <th>2023-11-01</th>\n      <td>28.930000</td>\n    </tr>\n    <tr>\n      <th>2023-11-02</th>\n      <td>29.430000</td>\n    </tr>\n    <tr>\n      <th>2023-11-03</th>\n      <td>29.540001</td>\n    </tr>\n  </tbody>\n</table>\n<p>4277 rows × 1 columns</p>\n</div>"
     },
     "execution_count": 49,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# get index data from yahoo finance\n",
    "index = yf.download('RSPS', start = '2006-06-30', end = '2023-11-06', interval = '1d')\n",
    "index = index['Adj Close']\n",
    "index = pd.DataFrame(index)\n",
    "index"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T22:12:17.458973Z",
     "start_time": "2023-12-10T22:12:15.028312Z"
    }
   }
  },
  {
   "cell_type": "markdown",
   "source": [
    "# 4) Save Data"
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "outputs": [],
   "source": [
    "# save index constituent prices\n",
    "final_constituent_prices.to_csv('data/constituent_prices.csv')"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T22:08:57.012649Z",
     "start_time": "2023-12-10T22:08:56.787160Z"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "outputs": [],
   "source": [
    "# save index prices\n",
    "index.to_csv('data/index_prices.csv')"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2023-12-10T22:13:54.412470Z",
     "start_time": "2023-12-10T22:13:54.379283Z"
    }
   }
  }
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