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]