assay {portfolio} | R Documentation |
A universe of the 5000 largest global stocks as of 2004-12-31, and a flag indicating whether a security was ranked by Assay Research at that time.
Special thanks to Assay Research for granting us permission to release this data.
data(assay)
A data frame with 5000 observations on the following 11 variables.
date
Date
: 2004-12-31
.id
character
vector of SEDOLs and CUSIPs.symbol
character
vector of symbols.name
character
vector of the names of the companies.country
factor
with levels AUS
AUT
BEL
CHE
DEU
DNK
ESP
FIN
FRA
GBR
HKG
ITA
JPN
NLD
NOR
NZL
SGP
SWE
USA
.currency
factor
with levels AUD
CHF
DKK
EUR
GBP
HKD
JPY
NOK
NZD
SEK
SGD
USD
.price
numeric
vector of prices.sector
factor
with levels Communications
Conglomerates
Cyclicals
Energy
Financials
Industrials
Materials
Staples
Technology
Utilities
sec
CND
, CNS
, COM
, ENE
, FIN
, HTH
, IND
, MAT
, TEC
and UTL
.ind
AERDF
, AIRLN
, AUTOP
, AUTOS
, BANKS
, BEVGS
, BIOTC
, BUILD
, CHEMS
, CNENG
, CNFIN
, CNMAT
, COMEQ
, COMPT
, COMSS
, CONGL
, CPMKT
, DICNS
, DISTR
, DVFIN
, DVTEL
, ELEQI
, ELEQT
, ELUTL
, ENEQS
, FDPRD
, FDRET
, GSUTL
, HEPSV
, HEQSP
, HETEC
, HOTEL
, HSDUR
, HSPRD
, INSUR
, INTSS
, IPPET
, ITCAT
, ITCON
, LEISR
, LFSCI
, LOGIS
, MACHN
, MEDIA
, METAL
, MGFIN
, MLRET
, MLUTL
, OFFIC
, OILGS
, PACKG
, PAPER
, PHARM
, PRPRD
, REALE
, REDEV
, REITS
, RRAIL
, SEMIP
, SEMIS
, SHIPS
, SMOKE
, SOFTW
, SPRET
, TEXAP
, TRADE
, TRINF
, WIREL
and WTUTL
liq
numeric
vector of liquidities.on.fl
logical
vector indicating presence on the
Assay Focus List as of 2004-12-31.ret.0.1.m
numeric
vector of one-month forward returnsret.0.3.m
numeric
vector of three-month forward returnsret.0.6.m
numeric
vector of one-month forward returnsret.1.0.m
numeric
vector of one-month prior returnsret.6.0.m
numeric
vector of six-month prior returnsret.12.0.m
numeric
vector of twelve-month prior returnsmn.dollar.volume.20.d
numeric
vector of mean dollar volumes of the past 20 daysmd.dollar.volume.120.d
numeric
vector of median dollar volumes of the past 120 dayscap.usd
numeric
vector of market capitalisation in USD.cap
numeric
vector of market capitalisation in local currency.sales
net.income
common.equity
data(assay)