market_safety: Collects safety z-scores for companies

In anttsou/qmj: Quality Scores for the Russell 3000

Description

Given a data frame of companies (names and tickers), a data frame of financial statements, and a data frame of daily price data, calculates BAB, IVOL, LEV, O, Z, and EVOL, and determines the z-score of overall safety for each company based on the paper Quality Minus Junk (Asness et al.) in Appendix page A2.

Usage

market_safety(companies = qmjdata::companies,
  financials = qmjdata::financials, prices = qmjdata::prices)

Arguments

companies	A data frame of company names and tickers.
financials	A data frame containing financial statements for every company.
prices	A data frame containing the daily market closing prices and returns.

See Also

market_data

market_profitability

market_growth

market_payouts

Examples

## Not run: 
companies <- qmjdata::companies[1,]
market_safety(companies, qmjdata::financials, qmjdata::prices)

## End(Not run)

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