starmine {backtest}R Documentation

StarMine Rankings, 1995

Description

StarMine rankings of some stocks in 1995, with corresponding returns and other data.

Usage

data(starmine)

Format

A data frame containing 53328 observations on the following 10 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.

Details

starmine contains selected attributes such as sector, market capitalisation, country, and various measures of return for a universe of approximately 6,000 stocks. The data is on a monthly frequency from January 31, 1995 to November 30, 1995.

Note

We would like to thank StarMine Corporation for allowing us to include this data in the backtest package.

Source

StarMine Corporation. For more information, see http://www.starmine.com.

Examples

data(starmine)
head(starmine)

[Package backtest version 0.2-2 Index]