prices_r3k16: A dataframe of price returns and closing prices for companies...

In anttsou/qmj: Quality Scores for the Russell 3000

A dataframe of price returns and closing prices for companies in the Russell 3000 Index

Description

Stores price returns and closing prices for the past two years (if available) for the Russell 3000 Index companies as well as the S&P 500 (uniquely taken from Yahoo finance), to serve as a benchmark. For a description of the Russell 3000 index, as well as why it was used for this package, see companies_r3k16. Last updated 2016/01/06.

Format

A data frame with roughly 1,500,000 rows and 4 variables

• ticker = Company ticker, of class "character".

• date = Date in format YYYY-MM-DD, of class "character".

• pret = Price returns, of class "numeric".

• close = Closing stock prices for the day, of class "numeric".

Details

Prices is used to calculate the safety score of companies, and stores closing stock prices and price returns for every company in companies_r3k16 for the past two years. Price data varies significantly among companies, and companies that do not return price data are not represented here. Price returns are also calculated using two adjacent days in the dataset, a timespan which may cover one day or several depending on the company and what day is being considered.

Source

Google Finance, accessed through quantmod

See Also

companies_r3k16

financials_r3k16

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