ASML Stock Price Analysis

Project of Time Series Analysis for Economic and Financial Data

Author

Daniele Tambone

Published

January 28, 2026

GitHub Repository

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Preface

This project aims to conduct an in-depth time series analysis of the stock prices for ASML Holding NV (ASML), a global leader in the manufacturing of lithography systems for the semiconductor industry. The primary objective is to explore the dynamics of historical prices, volatility, and underlying trends of the stock.

Data Source

We retrieve historical daily data using the quantmod R package, focusing on the Adjusted Closing Price to account for dividends and stock splits.

Ticker: ASML
Source: Yahoo Finance
Start Date: 2000-01-01
End Date: 2025-12-31

Data Loading

The dataset structure is shown below:

Code

datatable(
  tail(asml, 100),
  rownames = FALSE,
  options = list(
    pageLength = 10,
    order = list(list(0, 'desc'))
  )
)