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qmj (version 0.2.1)

Quality Scores for the Russell 3000

Description

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) . 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.

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Version

Install

install.packages('qmj')

Monthly Downloads

150

Version

0.2.1

License

GPL-3

Maintainer

Yanrong Song

Last Published

January 15th, 2025

Functions in qmj (0.2.1)

Collects safety z-scores for companies

install_yfinance

Install yfinance and dependencies

Builds a companies data frame from a text file.

Gets raw financial statements from Google Finance.

A dataframe of quality scores for companies listed in the Russell 3000

Collects payout z-scores for companies

Exploring a quality minus junk approach to evaluating stocks

Formats raw price data.

tidy_balancesheets

Makes raw balancesheet data usable and readable.

clean_downloads

Removes downloaded temporary files.

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

tidy_incomestatements

Makes raw incomestatement data usable and readable.

Main helper function for all tidy functions.

A dataframe of price returns and closing prices for companies in the Russell 3000 Index

Grab daily prices and price returns for the previous two years.

Formats raw financial data.

Makes raw cash flow data usable and readable.

Collects growth z-scores for companies

market_profitability

Collects profitability z-scores for companies

Produces component and quality scores.