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The purpose of this blog is to show the application possibilities of SAP Lumira regarding a brief time series data analysis of stock market data.

Basically, I picked several companies that are traded on the NYSE and gathered their historical data, such as opening price, closing price, adj. price, traded volume, market capitalization and so on. Once the data was gathered, I decided to take a closer look on the performance of the closing prices of these corporations over ten years for my first data analysis with Lumira.


As soon as I had my .csv files merged into Lumira and prepared for the analysis, I started to assign the necessary key figures. Once I had the closing prices and the corresponding dates, I was ready to start. The graphics could be easily created by applying the closing prices to the y-axis and the date to the x-axis.


3M.JPG

3M – MMM (2003 – 2013) Closing Price Time Series

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AXP – American Express (2003 – 2013) Closing Price Time Series

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BA – Boeing Company (2003 – 2013) Closing Price Time Series

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CAT- Caterpillar (2003 – 2013) Closing Price Time Series

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CSCO – Cisco Systems (2003 – 2013) Closing Price Time Series

CVX.JPG

CVX – Chevron (2003 – 2013) Closing Price Time Series

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DD – du Pont de Nemours (2003 – 2013) Closing Price Time Series

GE.JPG

GE – General Electric (2003 – 2013) Closing Price Time Series

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GS – Goldman Sachs Group (2003 – 2013) Closing Price Time Series

KO.JPG

KO – Coca Cola (2003 – 2013) Closing Price Time Series

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PG – Procter & Gamble (2003 – 2013) Closing Price Time Series

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SAP – SAP (2003 – 2013) Closing Price Time Series


Moreover, I was curious how each share performed in comparison to the others. Therefore, I created a time series analysis that took all available closing prices into account.


Performance 2007 - 2013.JPG

Total Performance 2007 – 2013

Furthermore I wanted to compare the performance of each share in between the year 2007 and 2009 (before / after the subprime crisis & Lehman) and also particularly in the year 2008.


Performance 2007 - 2009.JPG

Total Performance 2007 – 2009

Performance 2008.JPG

Total Performance 2008


It was obvious that in fall 2008 (25th of September – exactly one week after Lehman filed chapter 11 / bankruptcy) the closing prices of almost each share in the comparison began to drop heavily.


Performance 2008 (2).JPG

Performance Drop  2008


Although a similar analysis can be created with common computing tools, I found it quite interesting to make my first steps with Lumira and to explore the software’s functionalities.

Have a nice day and thank you for reading 🙂

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7 Comments

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    1. Christian Krassnig Post author

      Hi,

      Thank you for your feedback.

      I did not use the predictive capabilities of Lumira. I collected the actual historical prices for each and every trading day from 2003 to 2013 and fed my model with the data.

      Creating an additional forecast would be nice though 🙂

      Christian

      (0) 

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