给定 S&P500 中的股票,我如何使用 R 包或其他来源找到每只股票属于哪个行业,例如金融、能源……?
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“部门”一词本身就是一个模棱两可的词。一个数据提供者称为“消费者服务”的东西可能被另一个称为“餐厅”。也就是说,TTR提供了一个名为的函数,该函数stockSymbols
返回一些信息,包括来自纳斯达克的约 6400 支 NMS 股票的部门信息。
library(TTR)
ss <- stockSymbols()
#Fetching AMEX symbols...
#Fetching NASDAQ symbols...
#Fetching NYSE symbols...
head(ss)
# Symbol Name LastSale MarketCap IPOyear Sector Industry Exchange
#1 AA-P Alcoa Inc. 92.300 0 NA Capital Goods Metal Fabrications AMEX
#2 AAU Almaden Minerals, Ltd. 1.620 97228060 NA Basic Industries Precious Metals AMEX
#3 ACU Acme United Corporation. 12.984 40798351 1988 Capital Goods Industrial Machinery/Components AMEX
#4 ACY AeroCentury Corp. 20.280 31297252 NA Technology Diversified Commercial Services AMEX
#5 ADGE American DG Energy Inc. 1.720 83404061 NA Energy Electric Utilities: Central AMEX
#6 ADK Adcare Health Systems Inc 5.800 85018494 NA Health Care Hospital/Nursing Management AMEX
如果你只想要标准普尔 500 指数的股票,你可以作弊并使用 SPY 的股票(或者有很多地方可以找到标准普尔 500 指数的股票,包括标准普尔网站)
#install.packages("qmao", repos="http://r-forge.r-project.org")
library(qmao)
spyh <- getHoldings("SPY", auto.assign=FALSE)
head(ss[ss$Symbol %in% rownames(spyh), ])
# Symbol Name LastSale MarketCap IPOyear Sector
#455 AAPL Apple Inc. 452.97 425179837530 1980 Technology
#490 ADBE Adobe Systems Incorporated 44.02 22095230291 1986 Technology
#493 ADI Analog Devices, Inc. 46.79 14317018779 NA Technology
#495 ADP Automatic Data Processing, Inc. 70.03 33980125863 NA Technology
#500 ADSK Autodesk, Inc. 39.75 8896050000 NA Technology
#535 AKAM Akamai Technologies, Inc. 46.70 8333728621 1999 Miscellaneous
# Industry Exchange
#455 Computer Manufacturing NASDAQ
#490 Computer Software: Prepackaged Software NASDAQ
#493 Semiconductors NASDAQ
#495 EDP Services NASDAQ
#500 Computer Software: Prepackaged Software NASDAQ
#535 Business Services NASDAQ
于 2013-05-13T15:29:19.427 回答