R中的财务分析-希望将市值、P/FCF、EV/EBITDA和股东收益率添加到数据集中

Question

无可否认，我是R和金融分析的初学者。为了让自己更好，我一直在做一个副业，自动化一个“趋势价值”筛选器。基本上，您提取了6个财务指标- P/E、P/B、P/FCF、P/S、EV/EBITDA和股东收益率，即股息率+股票回购收益率(即以某种方式向股东返还的股权)。如果你想了解更多，here还有更多内容，但提取指标是第一部分。

我基于其他帖子编写的代码已经拉出了市盈率、市盈率和市盈率。因此，我缺少市值、P/FCF、EV/EBITDA和股东收益率。这是我到目前为止所知道的：

library(quantmod)  # also loads xts and TTR
require(plyr)

# Fetch all Symbols & store only the tickers to retrieve the data
symbols <- stockSymbols()

# Convert to just tickers.
tickers <- symbols[,1]

# Pull P/E, P/B, P/S
what_metrics <- yahooQF(c( "P/E Ratio",
                           "Price/Book",
                           "Price/Sales"))

# Not all the metrics are returned by Yahoo.
metrics <- getQuote(paste(tickers, sep="", collapse=";"), what=what_metrics)

#Add tickers as the first column and remove the first column which had date stamps
metrics <- data.frame(Symbol=tickers, metrics[,2:length(metrics)]) 

#Change colnames
colnames(metrics) <- c("Symbol","P/E","P/B","Price/Sales")

#Persist this to the csv file
write.csv(metrics, "FinancialMetrics.csv", row.names=FALSE)

任何帮助都将不胜感激！

Answer 1

这会做你想做的事。

library(XML)

stocks <- c("AXP","BA","CAT","CSCO")

for (s in stocks) {
      url <- paste0("http://finviz.com/quote.ashx?t=", s)
      webpage <- readLines(url)
      html <- htmlTreeParse(webpage, useInternalNodes = TRUE, asText = TRUE)
      tableNodes <- getNodeSet(html, "//table")

      # ASSIGN TO STOCK NAMED DFS
      assign(s, readHTMLTable(tableNodes[[9]], 
                header= c("data1", "data2", "data3", "data4", "data5", "data6",
                          "data7", "data8", "data9", "data10", "data11", "data12")))

      # ADD COLUMN TO IDENTIFY STOCK 
      df <- get(s)
      df['stock'] <- s
      assign(s, df)
}

# COMBINE ALL STOCK DATA 
stockdatalist <- cbind(mget(stocks))
stockdata <- do.call(rbind, stockdatalist)
# MOVE STOCK ID TO FIRST COLUMN
stockdata <- stockdata[, c(ncol(stockdata), 1:ncol(stockdata)-1)]

# SAVE TO CSV
write.table(stockdata, "C:/Users/your_path_here/Desktop/MyData.csv", sep=",", 
            row.names=FALSE, col.names=FALSE)

# REMOVE TEMP OBJECTS
rm(df, stockdatalist)