Quality Scores for the Russell 3000
Removes downloaded temporary files.
Gets raw financial statements from Google Finance.
Install yfinance and dependencies
Produces component and quality scores.
Collects growth z-scores for companies
Collects profitability z-scores for companies
Collects safety z-scores for companies
Collects payout z-scores for companies
Formats raw price data.
Grab daily prices and price returns for the previous two years.
Exploring a quality minus junk approach to evaluating stocks
Builds a companies data frame from a text file.
Makes raw balancesheet data usable and readable.
Makes raw cash flow data usable and readable.
Main helper function for all tidy functions.
Makes raw incomestatement data usable and readable.
Formats raw financial data.
Produces quality scores for each of the US companies from the Russell 3000, following the approach described in "Quality Minus Junk" (Asness, Frazzini, & Pedersen, 2013) <http://www.aqr.com/library/working-papers/quality-minus-junk>. The package includes datasets for users who wish to view the most recently uploaded quality scores. It also provides tools to automatically gather relevant financials and stock price information, allowing users to update their data and customize their universe for further analysis.