| assay {portfolio} | R Documentation |
A universe of the 5000 largest global stocks as of 2004-12-31, and a flag indicating whether a security was ranked by Assay Research at that time.
Special thanks to Assay Research for granting us permission to release this data.
data(assay)
A data frame with 5000 observations on the following 11 variables.
dateDate: 2004-12-31.idcharacter vector of SEDOLs and CUSIPs.symbolcharacter vector of symbols.namecharacter vector of the names of the companies.countryfactor with levels AUS AUT BEL CHE DEU DNK ESP FIN FRA GBR HKG ITA JPN NLD NOR NZL SGP SWE USA.currencyfactor with levels AUD CHF DKK EUR GBP HKD JPY NOK NZD SEK SGD USD.pricenumeric vector of prices.sectorfactor with levels Communications Conglomerates Cyclicals Energy Financials Industrials Materials Staples Technology UtilitiessecCND, CNS, COM, ENE, FIN, HTH, IND, MAT, TEC and UTL.indAERDF, 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 WTUTLliqnumeric vector of liquidities.on.fllogical vector indicating presence on the
Assay Focus List as of 2004-12-31.ret.0.1.mnumeric vector of one-month forward returnsret.0.3.mnumeric vector of three-month forward returnsret.0.6.mnumeric vector of one-month forward returnsret.1.0.mnumeric vector of one-month prior returnsret.6.0.mnumeric vector of six-month prior returnsret.12.0.mnumeric vector of twelve-month prior returnsmn.dollar.volume.20.dnumeric vector of mean dollar volumes of the past 20 daysmd.dollar.volume.120.dnumeric vector of median dollar volumes of the past 120 dayscap.usdnumeric vector of market capitalisation in USD.capnumeric vector of market capitalisation in local currency.salesnet.incomecommon.equitydata(assay)