stock611: The Stocks Data - Year 2001

In robustfa: Object Oriented Solution for Robust Factor Analysis

The Stocks Data - Year 2001

Description

This data set consists of 611 observations with 12 variables.

Usage

data(stock611)

Format

A data frame with 611 observations on the following 12 variables.

code

a numeric vector

name

a numeric vector: the Chinese stocks name is replaced by integer, it can be found by its code.

x1

a numeric vector: main business income (China Yuan)

x2

a numeric vector: main business profit (China Yuan)

x3

a numeric vector: total profit (China Yuan)

x4

a numeric vector: net profit (China Yuan)

x5

a numeric vector: earnings per share (EPS) (China Yuan)

x6

a numeric vector: net assets per share (China Yuan)

x7

a numeric vector: net return on assets (%)

x8

a numeric vector: total return on assets (%)

x9

a numeric vector: total assets (China Yuan)

x10

a numeric vector: equity

Details

The data set is from Chinese stock market in the year 2001. It was used in Wang X. M. (2009) to illustrate the factor analysis methods.

Source

Wang X. M. (2009) Applied Multivariate Analysis. Third edition. ShangHai University of Finance & Economics Press. (This is a Chinese book)

Note: In Wang X. M.'s homepage, he provided a link to download materials related to his book (including the data set stock611): http://bb.shufe.edu.cn/bbcswebdav/institution/

Examples

data(stock611)
str(stock611)
plot(stock611)

robustfa documentation built on April 16, 2023, 5:18 p.m.