starmine.sim


  StarMine rankings of some stocks in 1995, with the minimal set of
  supplementary data required for running a simulation.


datasets

Classes that serve as a framework for designing equity
portfolio simulations.

Daniel Gerlanc

portfolioSim

Framework for simulating equity portfolio strategies

starmine.sim function

A data frame with 53328 observations on the following 14 variables.
  <dl>
    <dt><code>date</code></dt><dd>Date on which the observation was recorded.  The
      dates have a monthly frequency.  Dates range from 1995-01-31 to 1995-11-30.</dd> <dt><code>id</code></dt><dd>Unique identifier for each stock.</dd> <dt><code>name</code></dt><dd>Full company name.</dd> <dt><code>country</code></dt><dd>Country of the exchange on which the
      company is listed.</dd> <dt><code>sector</code></dt><dd>Sector to which the stock belongs.</dd> <dt><code>cap.usd</code></dt><dd>Market capitalisation of the company in USD.</dd> <dt><code>size</code></dt><dd>cap.usd normalized to N(0,1).</dd> <dt><code>smi</code></dt><dd>StarMine Indicator (smi) score
      for each security and date if a score was issued.</dd> <dt><code>fwd.ret.1m</code></dt><dd>1 month forward return.</dd> <dt><code>fwd.ret.6m</code></dt><dd>6 month forward return.</dd> <dt><code>price.usd</code></dt><dd>Adjusted price, in USD, of the security at
    the end of the period specified by <code>date</code>.</dd> <dt><code>prior.close.usd</code></dt><dd>Adjusted price, in USD, of the
    security at the end of the period prior to the period specified by <code>date</code>.</dd> <dt><code>volume</code></dt><dd>Adjusted volume of the security on the last day
    of the period specified by <code>date</code>.</dd> <dt><code>ret.1m</code></dt><dd>Total return for the period (month) specified
      by <code>date</code>.</dd> </dl> 

Format

StarMine Corporation.  For more information, see <a href="http://www.starmine.com">http://www.starmine.com</a>.

starmine.sim: StarMine Rankings, 1995, and supplementary data.

Description

Usage

Arguments

Format

Source

Examples