companies: A list of all companies in the Russell 3000 Index
In anttsou/qmjdata: Data for the qmj package

Description Format Details Source See Also

Stores the names and tickers for all companies in the Russell 3000 Index as of January 2016.The list from which the data was culled was last updated 2015/06/26.

A data frame with approximately 3000 rows and 2 variables.

name = The name of the company. Of class "character".
ticker = The ticker of the company. Of class "character".

The Russell 3000 Index is an equity index that tracks the performance of the "3000" (this number may actually vary from year to year, but is always in the neighborhood of 3000) largest US companies as measured by market cap. The component companies that make up this index are reconstituted once a year, usually between May and June. At this reconstitution, all companies are reranked based on their market caps for the year, and any companies which become "ineligible" by,for example, going bankrupt, becoming acquired, or becoming private, are replaced at this time.

This Index was chosen due to the size of its component companies (which mitigates the likelihood of erroneous items, such as a tiny company doubling in profitability despite there being little absolute change), this package's reliance on US-centric data sources, and to produce items which are more likely to interest the user.

Companies crucially provides tickers to many functions in the package, allowing the package to connect financial statements and price information to a specific company. It is also the basis of the many "get" functions of the package, which retrieves and then formats data from the web. The Companies data set is the "base" data that produces financials, prices, and ultimately quality scores.

https://www.russell.com/documents/indexes/membership/membership-russell-3000.pdf

financials

prices

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