Stock.df: Fundamental and return data for 447 NYSE stocks
In factorAnalytics: Factor Analytics
Description
Usage
Format
Details
Examples
Description
Fundamental and return data:
Assets: 447 stocks listed on the NYSE
Frequency: Monthly
Date range: 1996-02-29 through 2003-12-31
Usage
1
Format
data.frame
Details
Date variable: DATE
Stock ID: TICKER
Stock return and price variables: RETURN, PRICE
Numeric exposures: VOLUME, SHARES.OUT, MARKET.EQUITY,
LTDEBT, NET.SALES, COMMON.EQUITY, NET.INCOME, STOCKHOLDERS.EQUITY,
LOG.MARKETCAP, LOG.PRICE, BOOK2MARKET
Note: Numeric exposures are standardized as z-scores.
Categorical variables: GICS, GICS.INDUSTRY, GICS.SECTOR
Examples
1
2
factorAnalytics documentation built on April 15, 2017, 11:18 a.m.
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Description Usage Format Details Examples
Description
Fundamental and return data: Assets: 447 stocks listed on the NYSE Frequency: Monthly Date range: 1996-02-29 through 2003-12-31
Usage
1 |
Format
data.frame
Details
Date variable: DATE
Stock ID: TICKER
Stock return and price variables: RETURN, PRICE
Numeric exposures: VOLUME, SHARES.OUT, MARKET.EQUITY, LTDEBT, NET.SALES, COMMON.EQUITY, NET.INCOME, STOCKHOLDERS.EQUITY, LOG.MARKETCAP, LOG.PRICE, BOOK2MARKET
Note: Numeric exposures are standardized as z-scores.
Categorical variables: GICS, GICS.INDUSTRY, GICS.SECTOR
Examples
1 2 |
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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