market_growth: Collects growth z-scores for companies

In anttsou/qmj: Quality Scores for the Russell 3000

Collects growth z-scores for companies

Description

Given a data frame of companies (names and tickers) and a data frame of financial statements, calculates GPOA, ROE, ROA, CFOA, GMAR, ACC over a four-year time span and determines the z-score of overall growth for each company based on the paper Quality Minus Junk (Asness et al.) in Appendix page A2.

Usage

market_growth(
  companies = qmj::companies_r3k16,
  financials = qmj::financials_r3k16
)

Arguments

companies	A data frame of company names and tickers.
financials	A data frame containing financial statements for every company.

Value

data.frame of market growth values

See Also

market_data

market_profitability

market_safety

market_payouts

Examples

market_growth(companies_r3k16[1,], financials_r3k16)

anttsou/qmj documentation built on Feb. 19, 2025, 5:25 p.m.