qmj (version 0.2.1)

market_data: Produces component and quality scores.

Description

Calculates market growth, payouts, safety, and profitability of our list of companies for later processing.

Usage

market_data(
  companies = qmj::companies_r3k16,
  financials = qmj::financials_r3k16,
  prices = qmj::prices_r3k16
)

Value

A data frame containing company names, tickers, profitability z-scores, growth z-scores, safety z-scores, payout z-scores, and quality z-scores. Organized by quality in descending order.

data.frame of all market data

Arguments

companies

A data frame of company names and tickers.

financials

A data frame containing financial information for the given companies.

prices

A data frame containing the daily market closing prices and returns.

Details

All parameters default to package data sets and must be formatted similarly to a data frame produced by tidy_prices and tidyinfo.

See Also

market_profitability

market_growth

market_safety

market_payouts

Examples

# \donttest{
# Takes more than 10 secs
market_data(companies_r3k16[companies_r3k16$ticker %in% c("AAPL"), ])
# }