stocks145scores6: CRSP stocks Capital IQ scores

Description Usage Source

Description

Contains returns for 145 stocks starting from Jan 1990 to Dec 2014 spanned across 10 Sectors- ENERGY, COSTAP, INDUS,T MATRLS, FINS, INFOTK, HEALTH, CODISC, UTILS and TELCOM along with 6 factors: ROE, BP, MOM121, SIZE, VOL121, EP

The 10 Sectors correspond to Energy, ConsumerStaples, Industrials, Materials, Financials, InformationTechnology, HealthCare, ConsumerDiscretionary, Utilities and Telecommunications respectively.

Usage

1
data("stocks145scores6")

Source

TBA


sangeeuw/factorAnalytics documentation built on May 28, 2019, 3:40 p.m.