getAdjPrices: Loads the prices data and do the adjusts in returns which you...
In MichelMeyer/package: Download security price data and financial statements from firms negotiated on BVMF&Bovespa

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/package.r

Returns the diary infomation about the prices and/or the transactioned volume of the shares adjusted by the factors that you choose.

1
2
3

getPrices(shares, info = "full", subscription = "rational")
getPrices(shares, info = "simplified", subscription = "rational")
getPrices(shares, info = "single", subscription = "rational", value = "Return")

`shares`	A vector with the names of the shares or # "all" to download shares with adjusted prices.
`by`	A vector with the corporate events must be used in the adjust. Slipts and alterations in the factor of quotation are always adjusted: all - It uses all the events; Separately it's possible to specify in a vector a combination of these: Dividend, Interest, Bonus shares, Subscription Right, Spinoff, Return of Capital.
`subscription`	There are three alternatives of specification for this argument: rational - buy the share when the price of subscriptied share is cheaper than the price of the share in the market; neverbuy - self explanatory; alwaysbuy - self explanatory
`info`	full - returns a data.frame with the bovespa's quotation data; simplified - returns a data.frame with the open, close, min, max, mean, bid and ask prices, transactioned volume of the day and other informations that changed between the specified shares; single - returns a xts object with a single column specified in paramenter value.
`value`	only used if info = "single". The setted argument is the "Return" column, but it can be changed at will.
`fill`	Some of the shares aren't negotiated every period, so this parameter set how must be treated the missing days. Notice that this paramenter will only used only if info = "single". The options are below: last - uses the last negotiated day value to fill the gaps. NA - fills with NAs. drop - Drop the day out of the time serie.

An explanation will be given as to how stock returns are adjusted

The function has two different outputs.

A data.frame with the share in the first collum and date as second for info setted as "full" or "simplified"

A xts with a collum (the one from value parameter) taken from the original data.frame for each share.

Michel Ricardo Meyer /emailmichel.ricardo.meyer@gmail.com

To the original information see:

Bovespa's Historical Data

The BM&F Bovespa's site also have the firm's corporative events. Not everyone, unfortunately.

getPrices

# Same as in \code{\link{getPrices}} but now we have one more parameter.
tests <- getAdjPrices(c("PETR3", "VALE3", "WEGE3"), by = "", info = "single", value = "Close")

# Here we have the PETR3 quotation adjusted only by the splits and alteration of quotation factor.
plot(tests[, "PETR3"])

tests <- getAdjPrices(c("PETR3", "VALE3", "WEGE3"), by = "all", info = "single", value = "Close")
# Now adjusted by all corporative events.
plot(tests[, "PETR3"])