getfactor: get factor functions
In QuantAndrew/QFactorGet: Factor-getting 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 May 14, 2019, 7:36 a.m.
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Description Usage Arguments Value Author(s)
Description
get factor functions
Usage
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 | 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
R Package Documentation
Browse R Packages
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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