gf.val_perrank: gf.val_perrank
In raphael210/QFactorGet: Factor-getting Functions
Description
get valuation factors' percentrank,support pe,pb,roe...
Usage
1
2
gf.val_perrank(TS, type = c("PE", "PB", "DividendRatio", "ROETTM", "EPSTTM",
"NetProfitRatioTTM"), nwin = 240, cumula = FALSE, TSF)
Arguments
nwin
is rolling window,default value is 240,equals one year.if type is ratios from financial reports,such as ROETTM,then nwin will become 4 inside this function.
cumula
whether to use cumulative historical data,default value is FALSE.
TSF
support self_defined factors as input,if TSF is not daily data,nwin need to revised.
raphael210/QFactorGet documentation built on May 26, 2019, 11:05 p.m.
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Description
get valuation factors' percentrank,support pe,pb,roe...
Usage
1 2 | gf.val_perrank(TS, type = c("PE", "PB", "DividendRatio", "ROETTM", "EPSTTM",
"NetProfitRatioTTM"), nwin = 240, cumula = FALSE, TSF)
|
Arguments
nwin |
is rolling window,default value is 240,equals one year.if |
cumula |
whether to use cumulative historical data,default value is |
TSF |
support self_defined factors as input,if TSF is not daily data, |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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