starmine              package:backtest              R Documentation

_S_t_a_r_M_i_n_e _R_a_n_k_i_n_g_s, _1_9_9_5

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     data(starmine)

_F_o_r_m_a_t:

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

     '_d_a_t_e' Date on which the observation was recorded.  The dates have
          a monthly frequency.  Dates range from 1995-01-31 to
          1995-11-30.

     '_i_d' Unique identifier for each stock.

     '_n_a_m_e' Full company name.

     '_c_o_u_n_t_r_y' Country of the exchange on which the company is listed.

     '_s_e_c_t_o_r' Sector to which the stock belongs.

     '_c_a_p._u_s_d' Market capitalisation of the company in USD.

     '_s_i_z_e' cap.usd normalized to N(0,1).

     '_s_m_i' StarMine Indicator (smi) score for each security and date if
          a score was issued.

     '_f_w_d._r_e_t._1_m' 1 month forward return.

     '_f_w_d._r_e_t._6_m' 6 month forward return.

_D_e_t_a_i_l_s:

     '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.

_N_o_t_e:

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

_S_o_u_r_c_e:

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

_E_x_a_m_p_l_e_s:

     data(starmine)
     head(starmine)

