Package: qmj 0.2.1
qmj: Quality Scores for the Russell 3000
Produces quality scores for each of the US companies from the Russell 3000, following the approach described in "Quality Minus Junk" (Asness, Frazzini, & Pedersen, 2013) <http://www.aqr.com/library/working-papers/quality-minus-junk>. The package includes datasets for users who wish to view the most recently uploaded quality scores. It also provides tools to automatically gather relevant financials and stock price information, allowing users to update their data and customize their universe for further analysis.
Authors:
qmj_0.2.1.tar.gz
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qmj.pdf |qmj.html✨
qmj/json (API)
# Install 'qmj' in R: |
install.packages('qmj', repos = c('https://anttsou.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/anttsou/qmj/issues
- companies_r3k16 - A list of all companies in the Russell 3000 Index
- financials_r3k16 - Financial statements of all companies in the Russell 3000 index for the past four years
- prices_r3k16 - A dataframe of price returns and closing prices for companies in the Russell 3000 Index
- quality_r3k16 - A dataframe of quality scores for companies listed in the Russell 3000
Last updated 23 days agofrom:7d2d5ea3af. Checks:1 ERROR, 7 WARNING. Indexed: yes.
Target | Result | Latest binary |
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Doc / Vignettes | FAIL | Feb 18 2025 |
R-4.5-win | WARNING | Feb 18 2025 |
R-4.5-mac | WARNING | Feb 18 2025 |
R-4.5-linux | WARNING | Feb 18 2025 |
R-4.4-win | WARNING | Feb 18 2025 |
R-4.4-mac | WARNING | Feb 18 2025 |
R-4.3-win | WARNING | Feb 18 2025 |
R-4.3-mac | WARNING | Feb 18 2025 |
Exports:clean_downloadsget_companiesget_infoget_pricesinstall_yfinancemarket_datamarket_growthmarket_payoutsmarket_profitabilitymarket_safetytidy_pricestidyinfo
Dependencies:clicurldplyrfansigenericsglueherejsonlitelatticelifecyclemagrittrMatrixpillarpkgconfigpngquantmodR6rappdirsRcppRcppTOMLreticulaterlangrprojroottibbletidyselectTTRutf8vctrswithrxtszoo