market_profitability {qmj} | R Documentation |
Collects profitability z-scores for companies
Description
Given a data frame of companies (names and tickers) and a data frame of financial statements, calculates GPOA, ROE, ROA, CFOA, GMAR, ACC and determines the z-score of overall profitability for each company based on the paper Quality Minus Junk (Asness et al.) in Appendix page A2.
Usage
market_profitability(
companies = qmj::companies_r3k16,
financials = qmj::financials_r3k16
)
Arguments
companies |
A data frame of company names and tickers. Requires a 'ticker' column. Defaults to provided companies data set. |
financials |
A data frame containing financial statements for every company. Defaults to provided financial data set. |
Value
Whatdata.frame of market profitability values
See Also
Examples
market_profitability(companies_r3k16[1,], financials_r3k16)
[Package qmj version 0.2.1 Index]