market_payouts {qmj} | R Documentation |
Collects payout z-scores for companies
Description
Given a data frame of companies (names and tickers) and a data frame of financial statements, calculates EISS, DISS, NPOP and determines the z-score of overall payout for each company based on the paper Quality Minus Junk (Asness et al.) in Appendix page A3-4.
Usage
market_payouts(
companies = qmj::companies_r3k16,
financials = qmj::financials_r3k16
)
Arguments
companies |
A data frame of company names and tickers. Requires a 'ticker' column. Defaults to the provided companies data set. |
financials |
A data frame containing financial statements for every company. Defaults to the provided financials data set. |
Value
data.frame of market payouts values
Functions
-
market_payouts()
: Returns all rows in x that aren't in y, where x and y are data frames.
See Also
Examples
market_payouts(companies_r3k16[1,], financials_r3k16)
[Package qmj version 0.2.1 Index]