market_profitability: Collects profitability z-scores for companies

In anttsou/qmj: Quality Scores for the Russell 3000

Description

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

Usage

market_profitability(companies = qmjdata::companies,
  financials = qmjdata::financials)

Arguments

companies	A data frame of company names and tickers. Requires a 'ticker' column. Defaults to provided companies data set.
financials	A data frame containing financial statements for every company. Defaults to provided financial data set.

See Also

market_data

market_growth

market_safety

market_payouts

Examples

companies <- qmjdata::companies[1,]
market_profitability(companies, qmjdata::financials)

anttsou/qmj documentation built on May 10, 2019, 12:28 p.m.