starmine {backtest} | R Documentation

## StarMine Rankings, 1995

### Description

StarMine rankings of some stocks in 1995, with corresponding returns and other data.

### Usage

    data(starmine)

### Format

A data frame containing 53328 observations on the following 10 variables.

`date`
  Date on which the observation was recorded. The dates have a monthly frequency. Dates range from 1995-01-31 to 1995-11-30.
`id`
  Unique identifier for each stock.
`name`
  Full company name.
`country`
  Country of the exchange on which the company is listed.
`sector`
  Sector to which the stock belongs.
`cap.usd`
  Market capitalisation of the company in USD.
`size`
  cap.usd normalized to N(0,1).
`smi`
  StarMine Indicator (smi) score for each security and date if a score was issued.
`fwd.ret.1m`
  1 month forward return.
`fwd.ret.6m`
  6 month forward return.

### Details

`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.

### Note

We would like to thank StarMine Corporation for allowing us to include this data in the backtest package.

### Source

StarMine Corporation. For more information, see http://www.starmine.com.

### Examples

    data(starmine)
    head(starmine)

[Package backtest version 0.2-1 Index]