market_profitability: Collects profitability z-scores for companies

In anttsou/qmj: Quality Scores for the Russell 3000

Collects profitability 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 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 = qmj::companies_r3k16,
  financials = qmj::financials_r3k16
)

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.

Value

Whatdata.frame of market profitability values

See Also

market_data

market_growth

market_safety

market_payouts

Examples

market_profitability(companies_r3k16[1,], financials_r3k16)

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