financials: Financial statements of all companies in the Russell 3000...

In anttsou/qmjdata: Data for the qmj package

Description

A data frame containing all annual financial statements (balancesheets, cashflows, and income statements) for the past four years if available. For a description of the Russell 3000 index, as well as why it was used for this package, see companies. Last updated 2016/01/06.

Format

A data frame with approximately 12000 rows and 23 variables

• AM = Amortization, of class "character".

• CWC = Changes in Working Capital, of class "character".

• CX = Capital Expenditures, of class "character".

• DIVC = Dividends per Share, of class "character".

• DO = Discontinued Operations, of class "character".

• DP.DPL = Depreciation/Depletion, of class "character".

• GPROF = Gross Profits, of class "character".

• IAT = Income After Taxes, of class "character".

• IBT = Income Before Taxes, of class "character".

• NI = Net Income, of class "character".

• NINT = Interest and Expense - Net Operating, of class "character".

• NRPS = Non-redeemable Preferred Stock, of class "character".

• RPS = Redeemable Preferred Stock, of class "character".

• TA = Total Assets, of class "character".

• TCA = Total Current Assets, of class "character".

• TCL = Total Current Liabilities, of class "character".

• TCSO = Total Common Shares Outstanding, of class "character".

• TD = Total Debt, of class "character".

• TL = Total Liabilities, of class "character".

• TLSE = Total Liabilities and Shareholders' Equity, of class "character".

• TREV = Total Revenue, of class "character".

Details

Some companies may store "weird" data, such as having information solely for the years 1997-2001, or by having multiple annual reports within the same year (such as one report being filed in March of 2013, and another filed in December of 2013). In the case of companies reporting multiple annual data from the same year, the years of their reports are suffixed with their order. For example, GOOG may have data from 2013.1, 2013.2, 2012.3, 2011.4. This means Google's most recent data set is from 2013 (2013.1), another data set was published in 2013 (2013.2), and the remaining years are also suffixed for convenience.

The main purpose of financials is to provide key information for each company in order to calculate each of the quality component scores (profitability, growth, safety, and payouts). For every ticker in the companies data set, financials will try to store the most recent four years of annual data, though this may vary based on availability.

Source

Google Finance, accessed through quantmod

See Also

companies

prices

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