Description Usage Format Source Examples
StarMine rankings of some stocks in 1995, with the minimal set of supplementary data required for running a simulation.
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A data frame with 53328 observations on the following 14 variables.
date
Date on which the observation was recorded. The dates have a monthly frequency. Dates range from 1995-01-31 to 1995-11-30.
id
Unique identifier for each stock.
name
Full company name.
country
Country of the exchange on which the company is listed.
sector
Sector to which the stock belongs.
cap.usd
Market capitalisation of the company in USD.
size
cap.usd normalized to N(0,1).
smi
StarMine Indicator (smi) score for each security and date if a score was issued.
fwd.ret.1m
1 month forward return.
fwd.ret.6m
6 month forward return.
price.usd
Adjusted price, in USD, of the security at
the end of the period specified by date
.
prior.close.usd
Adjusted price, in USD, of the
security at the end of the period prior to the period specified by date
.
volume
Adjusted volume of the security on the last day
of the period specified by date
.
ret.1m
Total return for the period (month) specified
by date
.
StarMine Corporation. For more information, see http://www.starmine.com.
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Loading required package: lattice
Loading required package: portfolio
Loading required package: grid
Loading required package: nlme
id date name country sector cap.usd size smi
1 000163 1995-03-31 Asw Holdings Plc GBR Manuf 249120584 -0.8828349 100
2 000163 1995-06-30 Asw Holdings Plc GBR Manuf 307608549 -0.6553916 82
3 000163 1995-07-31 Asw Holdings Plc GBR Manuf 314511806 -0.6549420 44
4 000163 1995-08-31 Asw Holdings Plc GBR Manuf 268371705 -0.7441347 51
5 000163 1995-09-30 Asw Holdings Plc GBR Manuf 282294137 -0.7046905 45
6 000163 1995-10-31 Asw Holdings Plc GBR Manuf 215712225 -0.9361660 40
fwd.ret.1m fwd.ret.6m price.usd prior.close.usd volume ret.1m
1 0.05050505 0.08080808 3.225024 3.129532 1189310 0.07537951
2 0.01716738 -0.62446352 3.706797 3.701438 1228895 -0.02916667
3 -0.11864407 -0.62711864 3.776236 3.796503 113123 0.01287554
4 0.02884615 -0.62980769 3.222128 3.227169 2142 -0.11864407
5 -0.21962617 -0.66405340 3.386978 3.338020 69070 0.02392344
6 -0.34146341 -0.43197213 2.587756 2.633757 28244 -0.23364486
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