README.md

In enesn/rBIST: R/BIST

Install

devtools::install_github("enesn/rBIST")

Why We Need rBIST?

Some kind of quantitive finance packages like quantmod uses different financial sources like Yahoo,Marketwatch to provide prices time series. But none of those sources does not contain XU100 Stock data. First of all, rBIST fetches XU100 historical OHLC prices and XU100 Index historical data. Secondly, fetches financial statements tables that including income table, balance-sheet and cash-flow table. And rBIST that including fRatios function call financial analysis ratios with comment analysis together.

Lets see what we talk about.

barData and fBIST functions

barData(symbol = "thyao",startDate = "01-02-2006",endDate = "01-02-2016",col = "open")

Output is:

           Open
2006-01-02 8.45
2006-01-03 8.70
2006-01-04 8.85
2006-01-05 8.90
2006-01-06 8.85
2006-01-16 8.90

finTables and fRatios functions

finTables(symbol = "thyao",freq = "annual",type = "income")

freq argument a charactar value that contains data frequency. type is one of balance-sheet, cash-flow .

Output is something like this:

    2011      2012    2013     2014   2015
1                              Sales/Revenue   11.82B    14.91B  18.78B   24.16B 28.75B
2                               Sales Growth        -    26.18%  25.94%   28.66% 19.02%
3        Cost of Goods Sold (COGS) incl. D&A    9.83B    11.94B  15.36B   19.92B 23.13B
4                         COGS excluding D&A    9.02B    10.91B  14.12B    18.3B  20.6B
5        Depreciation & Amortization Expense  811.85M     1.03B   1.24B    1.63B  2.53B
6                               Depreciation  803.61M     1.02B   1.23B     1.6B  2.48B
7                Amortization of Intangibles    8.24M     8.69M  14.95M    29.6M    56M
8                                COGS Growth        -    21.41%  28.65%   29.70% 16.11%
9                               Gross Income    1.98B     2.97B   3.42B    4.23B  5.62B
10                       Gross Income Growth        -    49.88%  15.05%   23.96% 32.70%
11                       Gross Profit Margin        -         -       -        - 19.54%
(...more)

and fRatios function using table element to computing financial ratios. For now, there is 2 ratios: Debt Ratio and Current Ratio.

 fRatios(symbol = "thyao",get = "debtratio",comment = FALSE,banking = FALSE)
[1] 0.7042401

Lets see what will happens when comment is TRUE:

fRatios(symbol = "thyao",get = "currentratio",comment = TRUE,banking = FALSE)

output is:

[1] 0.8133333
 The current assets is an important section of
            liquidity because short-term liabilities are due
            within the next year.So this firm's current assets
            smaller than liabilities.This firm's ratio is low to pay its loan.
````
## Is rBIST compatible with quantmod?

Yes. quantmod's chartSeries function uses OPEN,HIGH,LOW,CLOSE prices and VOLUME. And rBIST fetches OHLCV values from sources. In this way, we can indicator analysis for XU100 Shares. There is good example for you:

thyP <- fPrice("thyao") chartSeries(thyP) addADX() ``` * outputPlot is:

Failures

• For now, fRatios contains only two ratio.
• There is no instant data for each seconds. So, we can not using indicators weekly,daily,hourly.
• There is no instant data that fetches each seconds. So, we can not using indicators weekly,daily.

enesn/rBIST documentation built on May 16, 2019, 5:12 a.m.