Package: qmj 0.2.1

Yanrong Song

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:Anthoney Tsou [aut], Eugene Choe [aut], David Kane [aut], Ryan Kwon [aut], Yanrong Song [aut, cre], Zijie Zhu [aut]

qmj_0.2.1.tar.gz
qmj_0.2.1.zip(r-4.5)qmj_0.2.1.zip(r-4.4)qmj_0.2.1.zip(r-4.3)
qmj_0.2.1.tgz(r-4.5-any)qmj_0.2.1.tgz(r-4.4-any)qmj_0.2.1.tgz(r-4.3-any)
qmj_0.2.1.tar.gz(r-4.5-noble)qmj_0.2.1.tar.gz(r-4.4-noble)
qmj_0.2.1.tgz(r-4.4-emscripten)qmj_0.2.1.tgz(r-4.3-emscripten)
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

Datasets:
  • 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

On CRAN:

Conda:

4.03 score 9 stars 2 scripts 209 downloads 12 exports 31 dependencies

Last updated 23 days agofrom:7d2d5ea3af. Checks:1 ERROR, 7 WARNING. Indexed: yes.

TargetResultLatest binary
Doc / VignettesFAILFeb 18 2025
R-4.5-winWARNINGFeb 18 2025
R-4.5-macWARNINGFeb 18 2025
R-4.5-linuxWARNINGFeb 18 2025
R-4.4-winWARNINGFeb 18 2025
R-4.4-macWARNINGFeb 18 2025
R-4.3-winWARNINGFeb 18 2025
R-4.3-macWARNINGFeb 18 2025

Exports:clean_downloadsget_companiesget_infoget_pricesinstall_yfinancemarket_datamarket_growthmarket_payoutsmarket_profitabilitymarket_safetytidy_pricestidyinfo

Dependencies:clicurldplyrfansigenericsglueherejsonlitelatticelifecyclemagrittrMatrixpillarpkgconfigpngquantmodR6rappdirsRcppRcppTOMLreticulaterlangrprojroottibbletidyselectTTRutf8vctrswithrxtszoo