qmj {qmj}R Documentation

Exploring a quality minus junk approach to evaluating stocks

Description

The qmj package calculates quality scores for the companies in the Russell 3000 Index based on the paper Quality Minus Junk by Clifford Asness, Andrea Frazzini, and Lasse Pedersen.

Details

Quality is a scaled measure of a company's profitability, growth, safety, and payouts. By using publicly available data for company balance sheets, income statements, and cash flows, qmj calculates relative quality z-scores for companies.

All functions and datasets are documented, and are freely available for use. Index of datasets:

Author(s)

Maintainer: Yanrong Song yrsong129@gmail.com

Authors:

References

Asness, Clifford S., Andrea Frazzini, and Lasse H. Pedersen. 'Quality Minus Junk.' AQR (2013)

See Also

Useful links:


[Package qmj version 0.2.1 Index]