starmine.sim {portfolioSim} | R Documentation |
StarMine Rankings, 1995, and supplementary data.
Description
StarMine rankings of some stocks in 1995, with the minimal set of
supplementary data required for running a simulation.
Usage
data(starmine.sim)
Format
A data frame with 53328 observations on the following 14 variables.
date
- Date on which the observation was recorded. The
dates have a monthly frequency. Dates range from 1995-01-31 to 1995-11-30.
id
- Unique identifier for each stock.
name
- Full company name.
country
- Country of the exchange on which the
company is listed.
sector
- Sector to which the stock belongs.
cap.usd
- Market capitalisation of the company in USD.
size
- cap.usd normalized to N(0,1).
smi
- StarMine Indicator (smi) score
for each security and date if a score was issued.
fwd.ret.1m
- 1 month forward return.
fwd.ret.6m
- 6 month forward return.
price.usd
- Adjusted price, in USD, of the security at
the end of the period specified by
date
.
prior.close.usd
- Adjusted price, in USD, of the
security at the end of the period prior to the period specified by
date
.
volume
- Adjusted volume of the security on the last day
of the period specified by
date
.
ret.1m
- Total return for the period (month) specified
by
date
.
Source
StarMine Corporation. For more information, see http://www.starmine.com.
Examples
data(starmine.sim)
head(starmine.sim)
[Package
portfolioSim version 0.2-5
Index]