README.md

t1Fundamentals

R package to read in financial fundamentals from Thomson One Banker excel files.

Installing

This package depends on the XML, lubridate, xts, zoo, and quantmod packages. These are available on CRAN.

To install this package (and its dependencies) directly from github, use the install_github() function within the devtools package (also available on CRAN):

install_github('t1Fundamentals','tcspears')

Examples

Read in annual T1 excel files from a directory (i.e. all files with 'ANNUAL' in the title), and then print a list of firms contained in those files.

> sheets <- lapply(dir()[grepl("ANNUAL",dir())],FUN=function(x) ReadT1File(x))
> GetFirms(sheets)
[1] "3I Infrastructure PLC"                 "AA PLC"                                "Aberdeen Asset Management PLC"        
[4] "Acacia Mining PLC"                     "Alent PLC"                             "Allied Minds PLC"                     
[7] "Aberforth Smaller Companies Trust PLC" "AVEVA Group PLC"                       "Barclays PLC"

Alternatively, if you just want to read in all files from a directory, you can just call ReadT1Directory

> sheets <- ReadT1Directory("./T1files")

Next, extract fundamentals from a firm's balance sheet, income statement, and cash flow statement. GetFundamentals will automatically drop redundant filings.

> GetFundamentals(GetFirms(sheets)[3],sheets,fundamentals.codes=c("Net Income","Total Debt","Stock Price"))
           Net Income Total Debt    ADN
2015-03-31     141.60       0.00 459.60
2014-09-30     159.60       0.00 399.81
2014-03-31     125.90       0.00 390.30
2013-09-30     162.00       0.00 378.60
2011-09-30      86.70      82.00 173.00
2011-03-31      83.00     158.80 210.80
2010-09-30      50.75     158.50 160.50
2010-03-31      41.85     180.47 130.00
2009-09-30     -15.31     255.89 150.00
2009-03-31       7.24     255.64 127.50
2008-09-30      13.22     218.87 126.00
2008-03-31      21.99     203.92 138.50
2006-03-31      15.33      47.38 190.00
2005-09-30      13.69      51.92 114.00
2005-03-31      11.86     190.80  84.50
2004-09-30     -68.95     113.47  57.67
2004-03-31     -11.82     112.86  65.00
2003-09-30     -45.62     117.09  46.58
2003-03-31      30.76     120.88  41.31
2002-09-30       1.56      96.79  52.00
2000-03-31       8.91      23.55 390.00
attr(,"firm")
[1] "Aberdeen Asset Management PLC"

Calculate specific fundamentals ratios (e.g. Return on Equity) for a particular firm:

> GetRatios(GetFirms(sheets)[3],sheets,ratio.names=c("Return on Equity","Current Ratio"))
     Return on Equity Current Ratio
2014      0.166549994     1.1890052
2013      0.271077438     1.1470659
2012      0.191749357     1.1008777
2011      0.166339933     1.1580394
2010      0.095150021     1.1086050
2009     -0.009878206     1.0750125
2008      0.064617867     1.0534536
2007      0.063871121     1.0405412
2006      0.097467230     1.0065380
2005      0.059702533     1.0096380
2004     -0.607658742     0.3616974
2003     -0.083202688     0.4602776
2002      0.033206236     0.6816665
2001      0.068649046     0.8334182
2000      0.242683295     1.1252610
1999      0.129666255     1.2143069
1998      0.079942052     1.3841730
1997      0.028976417     1.4862918
1996      0.147286822     1.6187862
1995      0.101568335     1.0623013
1994      0.137025061     1.2477612
1993      0.097228746     1.4560531
1992      0.063116371     1.4188034
attr(,"firm")
[1] "Aberdeen Asset Management PLC"

Calculate all available fundamentals ratios for a given firm:

```

GetRatios(GetFirms(sheets)[3],sheets) $Net Margin 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 0.23397224 0.25989253 0.25004965 0.28800000 0.28236434 0.26923920 0.24400871 0.21778448 0.21508163 0.14784711 2010-03-31 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 0.14189327 -0.06664635 0.03767301 0.05782774 0.10914776 0.21946483 -0.08443597 0.18449803 0.10397450 0.13346983 2005-03-31 2004-09-30 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 0.13198308 -1.03497448 -0.16105736 -0.67735709 0.41057128 0.01595745 0.05640373 0.08379175 0.08008469 0.22056265 2000-03-31 0.19054748

$Return on Assets 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 0.024699110 0.029671494 0.024529956 0.036099474 0.030100818 0.030161615 0.032800755 0.030038458 0.026437331 0.016128520 2010-03-31 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 0.013127394 -0.004978052 0.003298962 0.005575636 0.009643003 0.017878490 -0.006307843 0.012825179 0.006290986 0.004104172 2005-03-31 2004-09-30 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 0.020556374 -0.099845056 -0.016105078 -0.064523429 0.042547894 0.001925641 0.005389361 0.013249662 0.012740999 0.055480576 2000-03-31 0.025992590

$Sales to Total Assets 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 2010-03-31 0.10556428 0.11416832 0.09810034 0.12534540 0.10660276 0.11202535 0.13442452 0.13792745 0.12291766 0.10908918 0.09251597 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 2005-03-31 2004-09-30 0.07469355 0.08756829 0.09641801 0.08834815 0.08146403 0.07470564 0.06951391 0.06050508 0.03074981 0.15575006 0.09647103 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 2000-03-31 0.09999591 0.09525763 0.10363096 0.12067348 0.09554972 0.15812610 0.15909406 0.25154113 0.13641005

$Current Ratio 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 2010-03-31 1.1798588 1.1890052 1.1312500 1.1470659 1.2255352 1.1008777 1.1476317 1.1580394 1.1418642 1.1086050 1.0781016 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 2005-03-31 2004-09-30 1.0750125 1.0624935 1.0534536 1.0527362 1.0405412 0.9941769 1.0065380 0.9603740 1.0096380 0.8779161 0.3616974 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 2000-03-31 0.4283316 0.4602776 0.4090810 0.6816665 1.0263177 0.8334182 0.8959859 1.1252610 1.0071800

$Long Term Debt to Total Assets 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 2010-03-31 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.02704110 0.02841008 0.05058130 0.05037183 0.05660934 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 2005-03-31 2004-09-30 0.07399122 0.09852230 0.07268571 0.07694669 0.03750176 0.05606256 0.04052918 0.01005819 0.01538840 0.32600745 0.14230274 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 2000-03-31 0.13339147 0.13794323 0.13439380 0.11947613 0.12436052 0.03960919 0.05237086 0.09254058 0.06870095

$Leverage Ratio 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 2010-03-31 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.07488056 0.08257975 0.08037640 0.16009678 0.16286478 0.18757340 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 2005-03-31 2004-09-30 0.31322602 0.46775964 0.40133123 0.44733032 0.31663113 0.43322057 0.31268607 0.10636913 0.12066000 1.51536812 0.85367138 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 2000-03-31 0.54802370 0.65559910 0.53078071 0.46715575 0.58563114 0.11701542 0.19808139 0.25515438 0.27735249

$Operating Cash Flow Ratio 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 0.047623131 0.146169161 0.061441799 0.162001987 0.073907518 0.136577417 0.084377758 0.245675205 0.090239411 0.124875184 2010-03-31 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 0.042951788 0.010154037 -0.018098447 0.047248940 0.016177017 -0.019694806 -0.015062613 0.002121915 -0.005528605 0.006270087 2005-03-31 2004-09-30 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 -0.061013908 -0.083015267 -0.022245540 -0.073795076 -0.022702467 0.102527986 -0.082795621 0.155820173 0.031495368 0.520078595 2000-03-31 0.433435051

$Long Term Debt To Total Equity Ratio 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 2010-03-31 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.08257975 0.08037640 0.16009678 0.16286478 0.18757340 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 2005-03-31 2004-09-30 0.27854826 0.39563054 0.31601144 0.38492081 0.20215589 0.29051317 0.20037769 0.05502548 0.11928887 1.49384481 0.73931688 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 2000-03-31 0.47538118 0.54608063 0.42662686 0.46715575 0.58563114 0.11701542 0.19808139 0.25515438 0.27735249

$Earnings Per Share 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 NA NA NA 0.141373593 0.128132970 0.111181473 0.091477788 0.077045837 0.073611480 0.046662607 2010-03-31 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 0.041391141 -0.015085473 0.015073473 0.022617813 0.041120530 0.073148523 -0.018313557 0.052027646 0.030064030 NA 2005-03-31 2004-09-30 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 NA -0.191575672 -0.035841530 -0.164993087 0.113600643 0.007730251 0.021824225 0.038413879 0.027478695 0.063443731 2000-03-31 0.037303747

$Return on Capital Employed 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 0.084575111 0.082306707 0.079819777 0.130889385 0.108088277 0.107067318 0.093040186 0.084593878 0.077942590 0.049705699 2010-03-31 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 0.044161219 -0.001497800 0.022221157 0.032040321 0.037556823 0.064062355 -0.031683630 0.058056121 0.042246244 0.040580242 2005-03-31 2004-09-30 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 0.049419261 -0.145254776 -0.005482419 -0.073288862 -0.007941659 0.022910712 0.021596797 0.042937853 0.036875192 0.109329597 2000-03-31 0.074917454

$Return on Equity 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2013-03-31 2012-09-30 2012-03-31 2011-09-30 2011-03-31 2010-09-30 0.083269627 0.093104655 0.082314482 0.142718703 0.124721794 0.112826167 0.100168936 0.084983337 0.083677790 0.052147554 2010-03-31 2009-09-30 2009-03-31 2008-09-30 2008-03-31 2007-09-30 2007-03-31 2006-09-30 2006-03-31 2005-09-30 0.043497240 -0.018740437 0.013247457 0.024240868 0.048238494 0.096375267 -0.032686901 0.063408132 0.034416182 0.031815013 2005-03-31 2004-09-30 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2002-03-31 2001-09-30 2001-03-31 2000-09-30 0.094194266 -0.518733073 -0.057395358 -0.255431131 0.135066304 0.007529321 0.025379258 0.039142805 0.048190062 0.152971940 2000-03-31 0.104934637

$Book to Market Value 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2011-09-30 2011-03-31 2010-09-30 2010-03-31 2009-09-30 2009-03-31 2008-09-30 359.89883 306.53966 333.86663 399.97651 194.10356 243.24565 188.71449 149.37036 184.17345 185.60894 165.65109 2008-03-31 2006-03-31 2005-09-30 2005-03-31 2004-09-30 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2000-03-31 197.84542 255.81303 160.28352 246.34592 159.26066 103.64839 71.70347 49.51432 68.50929 1100.82794

$Price Earnings Ratio 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2011-09-30 2011-03-31 2010-09-30 2010-03-31 2009-09-30 2009-03-31 2008-09-30 4178.1818 3331.7500 3548.1818 2704.2857 2162.5000 3011.4286 4012.5000 3250.0000 -7500.0000 12750.0000 12600.0000 2008-03-31 2006-03-31 2005-09-30 2005-03-31 2004-09-30 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2000-03-31 4616.6667 9500.0000 2850.0000 2816.6667 -303.5263 -1625.0000 -274.0000 375.5455 Inf 9750.0000

$Price to Sales Ratio 2015-03-31 2014-09-30 2014-03-31 2013-09-30 2011-09-30 2011-03-31 2010-09-30 2010-03-31 2009-09-30 2009-03-31 2008-09-30 1011.2491 855.6754 1014.1986 807.1348 497.4239 625.2277 535.0374 487.2642 654.9734 527.8333 395.1685 2008-03-31 2006-03-31 2005-09-30 2005-03-31 2004-09-30 2004-03-31 2003-09-30 2003-03-31 2002-09-30 2000-03-31 447.6588 772.8351 672.4188 345.1749 317.7563 290.8482 190.1446 150.5124 145.1968 1998.9585

attr(,"firm") [1] "Aberdeen Asset Management PLC"



tcspears/t1Fundamentals documentation built on May 31, 2019, 7:30 a.m.