assay: Assay Research rankings as of 2004-12-31
In portfolio: Analysing Equity Portfolios
assay R Documentation
Assay Research rankings as of 2004-12-31
Description
A universe of the 5000 largest global stocks as of 2004-12-31, and a
flag indicating whether a security was ranked by Assay Research at
that time.
Special thanks to Assay Research for granting us permission to release
this data.
Usage
data(assay)
Format
A data frame with 5000 observations on the following 11 variables.
dateA vector containing a single Date: 2004-12-31.
idA character vector of SEDOLs and CUSIPs.
symbolA character vector of symbols.
nameA character vector of the names of the companies.
countryA factor with levels AUS AUT BEL CHE DEU DNK ESP FIN FRA GBR HKG ITA JPN NLD NOR NZL SGP SWE USA.
currencyA factor with levels AUD CHF DKK EUR GBP HKD JPY NOK NZD SEK SGD USD.
priceA numeric vector of prices.
sectorA factor with levels Communications Conglomerates Cyclicals Energy Financials Industrials Materials Staples Technology Utilities
secAn alternative sector specification. This factor has levels CND, CNS, COM, ENE, FIN, HTH, IND, MAT, TEC and UTL.
indIndustry specification. This factor has levels AERDF, AIRLN, AUTOP, AUTOS, BANKS, BEVGS, BIOTC, BUILD, CHEMS, CNENG, CNFIN, CNMAT, COMEQ, COMPT, COMSS, CONGL, CPMKT, DICNS, DISTR, DVFIN, DVTEL, ELEQI, ELEQT, ELUTL, ENEQS, FDPRD, FDRET, GSUTL, HEPSV, HEQSP, HETEC, HOTEL, HSDUR, HSPRD, INSUR, INTSS, IPPET, ITCAT, ITCON, LEISR, LFSCI, LOGIS, MACHN, MEDIA, METAL, MGFIN, MLRET, MLUTL, OFFIC, OILGS, PACKG, PAPER, PHARM, PRPRD, REALE, REDEV, REITS, RRAIL, SEMIP, SEMIS, SHIPS, SMOKE, SOFTW, SPRET, TEXAP, TRADE, TRINF, WIREL and WTUTL
liqA numeric vector of liquidities.
on.flA logical vector indicating presence on the
Assay Focus List as of 2004-12-31.
ret.0.1.mA numeric vector of one-month forward returns
ret.0.3.mA numeric vector of three-month forward returns
ret.0.6.mA numeric vector of one-month forward returns
ret.1.0.mA numeric vector of one-month prior returns
ret.6.0.mA numeric vector of six-month prior returns
ret.12.0.mA numeric vector of twelve-month prior returns
mn.dollar.volume.20.dA numeric vector of mean dollar volumes of the past 20 days
md.dollar.volume.120.dA numeric vector of median dollar volumes of the past 120 days
cap.usdA numeric vector of market capitalisation in USD.
capA numeric vector of market capitalisation in local currency.
salesAnnual gross sales of the company.
net.incomeAnnual net income of the company.
common.equityAnnual common equity of the company.
Examples
data(assay)
portfolio documentation built on Sept. 11, 2024, 7:17 p.m.
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| assay | R Documentation |
Assay Research rankings as of 2004-12-31
Description
A universe of the 5000 largest global stocks as of 2004-12-31, and a flag indicating whether a security was ranked by Assay Research at that time.
Special thanks to Assay Research for granting us permission to release this data.
Usage
data(assay)Format
A data frame with 5000 observations on the following 11 variables.
dateA vector containing a single
Date:2004-12-31.idA
charactervector of SEDOLs and CUSIPs.symbolA
charactervector of symbols.nameA
charactervector of the names of the companies.countryA
factorwith levelsAUSAUTBELCHEDEUDNKESPFINFRAGBRHKGITAJPNNLDNORNZLSGPSWEUSA.currencyA
factorwith levelsAUDCHFDKKEURGBPHKDJPYNOKNZDSEKSGDUSD.priceA
numericvector of prices.sectorA
factorwith levelsCommunicationsConglomeratesCyclicalsEnergyFinancialsIndustrialsMaterialsStaplesTechnologyUtilitiessecAn alternative sector specification. This factor has levels
CND,CNS,COM,ENE,FIN,HTH,IND,MAT,TECandUTL.indIndustry specification. This factor has levels
AERDF,AIRLN,AUTOP,AUTOS,BANKS,BEVGS,BIOTC,BUILD,CHEMS,CNENG,CNFIN,CNMAT,COMEQ,COMPT,COMSS,CONGL,CPMKT,DICNS,DISTR,DVFIN,DVTEL,ELEQI,ELEQT,ELUTL,ENEQS,FDPRD,FDRET,GSUTL,HEPSV,HEQSP,HETEC,HOTEL,HSDUR,HSPRD,INSUR,INTSS,IPPET,ITCAT,ITCON,LEISR,LFSCI,LOGIS,MACHN,MEDIA,METAL,MGFIN,MLRET,MLUTL,OFFIC,OILGS,PACKG,PAPER,PHARM,PRPRD,REALE,REDEV,REITS,RRAIL,SEMIP,SEMIS,SHIPS,SMOKE,SOFTW,SPRET,TEXAP,TRADE,TRINF,WIRELandWTUTLliqA
numericvector of liquidities.on.flA
logicalvector indicating presence on the Assay Focus List as of 2004-12-31.ret.0.1.mA
numericvector of one-month forward returnsret.0.3.mA
numericvector of three-month forward returnsret.0.6.mA
numericvector of one-month forward returnsret.1.0.mA
numericvector of one-month prior returnsret.6.0.mA
numericvector of six-month prior returnsret.12.0.mA
numericvector of twelve-month prior returnsmn.dollar.volume.20.dA
numericvector of mean dollar volumes of the past 20 daysmd.dollar.volume.120.dA
numericvector of median dollar volumes of the past 120 dayscap.usdA
numericvector of market capitalisation in USD.capA
numericvector of market capitalisation in local currency.salesAnnual gross sales of the company.
net.incomeAnnual net income of the company.
common.equityAnnual common equity of the company.
Examples
data(assay)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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