market_growth

Given a data frame of companies (names and tickers) and 
a data frame of financial statements, calculates GPOA, 
ROE, ROA, CFOA, GMAR, ACC over a four-year time span
and determines the z-score of overall growth for each 
company based on the paper Quality Minus Junk 
(Asness et al.) in Appendix page A2.

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.

Yanrong Song

Quality Scores for the Russell 3000

Anthoney Tsou

Eugene Choe

David Kane

Ryan Kwon

Zijie Zhu

market_growth function

<dl><dt>companies</dt>
<dd>A data frame of company names and tickers.</dd>
<dt>financials</dt>
<dd>A data frame containing financial
statements for every company.</dd></dl>

Arguments

Collects growth z-scores for companies — market_growth

<dl>

<dt>companies</dt>
<dd>A data frame of company names and tickers.</dd>


<dt>financials</dt>
<dd>A data frame containing financial
statements for every company.</dd>

</dl>

market_growth: Collects growth z-scores for companies

Description

Usage

Value

Arguments

See Also

Examples