starmine {backtest} | R Documentation |
StarMine rankings of some stocks in 1995, with corresponding returns and other data.
data(starmine)
A data frame containing 53328 observations on the following 23 variables.
date
id
symbol
name
country
AUS
, CHE
, DEU
, DNK
, ESP
, FIN
, FRA
, GBR
, HKG
, ITA
, JPN
, NLD
, NOR
, NZL
, SWE
and USA
sector
Durbl
, Enrgy
, HiTec
, Hlth
, Manuf
, Money
, NoDur
, Other
, Shops
, Telcm
and Utils
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
size
smi
liq
ret.0.1.m
ret.0.6.m
ret.1.0.m
ret.6.0.m
ret.12.0.m
mn.dollar.volume.20.d
md.dollar.volume.120.d
cap.usd
cap
sales
net.income
common.equity
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.
We would like to thank StarMine Corporation for allowing us to include this data in the backtest package.
StarMine Corporation. For more information, see http://www.starmine.com.
data(starmine) head(starmine)