getfactor: get factor functions

Description Usage Arguments Value Author(s)

Description

get factor functions

Usage

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gf.mkt_cap(TS)

gf.float_cap(TS)

gf.ln_mkt_cap(TS)

gf.ln_float_cap(TS)

gf.NP_YOY(TS, is1q = TRUE, filt = 1e+07, rm_neg = FALSE, src = c("all",
  "fin"), clear_result = TRUE)

gf.pct_chg_per(TS, N = 60)

gf.totalshares(TS)

gf.totalmarketvalue(TS)

gf.floatMarketValue(TS)

gf.PE_lyr(TS, fillna = TRUE)

gf.PE_ttm(TS, fillna = TRUE)

gf.ln_PE_ttm(TS)

gf.PS_lyr(TS, fillna = TRUE)

gf.PS_ttm(TS, fillna = TRUE)

gf.PCF_lyr(TS, fillna = TRUE)

gf.PCF_ttm(TS, fillna = TRUE)

gf.PB_lyr(TS, fillna = TRUE)

gf.PB_mrq(TS, fillna = TRUE)

gf.ln_PB_mrq(TS)

gf.BP_mrq(TS)

gf.EP_ttm(TS)

gf.CFP_ttm(TS)

gf.G_MLL_Q(TS)

gf.G_OCF_Q(TS, filt = 0)

gf.G_OCF(TS, filt = 0)

gf.G_SCF_Q(TS, filt = 0)

gf.G_SCF(TS, filt = 0)

gf.G_ROE_Q(TS, filt = 1e+07)

gf.G_EPS_Q(TS, filt = 1e+07)

gf.G_scissor_Q(TS, filt = 1e+07)

gf.G_NP_Q(TS, filt = 1e+07)

gf.G_NP_ttm(TS, filt = 1e+07)

gf.G_NPcut_Q(TS, filt = 1e+07)

gf.GG_NP_Q(TS, filt = 1e+07)

gf.G_OR_Q(TS, filt = 1e+08)

gf.GG_OR_Q(TS, filt = 1e+08)

gf.stable_growth(TS, N = 12, freq = "q", stat = "mean/sd", rm_N = 6)

gf.F_NP_chg(TS, span = "w13", con_type = "1")

gf.F_rank_chg(TS, lag = 60, con_type = "1")

gf.F_target_rtn(TS, con_type = "1")

gf.liquidity(TS, nwin = c(22, 66, 250), wgt = c(0.35, 0.35, 0.3),
  datasrc = defaultDataSRC())

gf.ILLIQ(TS, nwin = 22, datasrc = defaultDataSRC())

gf.beta(TS, nwin = 240, indexID = "EI801003", datasrc = defaultDataSRC())

gf.IVR(TS, nwin = 22, datasrc = defaultDataSRC())

gf.volatility(TS, nwin = 60)

gf.disposition(TS, nwin = 66, datasrc = defaultDataSRC())

gf.dividendyield(TS, datasrc = c("ts", "jy", "wind"))

gf.High3Managers(TS)

gf.pio_f_score(TS)

Arguments

TS

a TS object

is1q

logic. if TRUE(the default), return the single quarter data, else a cummuliated data.

Value

a TSF object

Author(s)

han.qian

han.qian


QuantAndrew/QFactorGet documentation built on April 18, 2018, 10:46 p.m.