问题
I know that I can use the quantmod package to get stock financial information easily from yahoo. For example, if I want to get the Volume, P/E ratio and Dividend Yield:
> library(quantmod)
> AAPL <- getSymbols("AAPL")
Warning message:
In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, :
downloaded length 167808 != reported length 200
> what_metrics <- yahooQF(c("Name",
+ "Volume",
+ "P/E Ratio",
+ "Dividend Yield"
+
+ ))
>
> getQuote(AAPL, what=what_metrics)
Trade Time Name Volume P/E Ratio Dividend Yield
AAPL 2016-03-02 04:00:00 Apple Inc. 33143834 10.72 2.15
>
>
> yahooQF()
1: Ask 2: Average Daily Volume
3: Ask Size 4: Bid
5: Ask (Real-time) 6: Bid (Real-time)
7: Book Value 8: Bid Size
9: Change & Percent Change 10: Change
11: Commission 12: Change (Real-time)
13: After Hours Change (Real-time) 14: Dividend/Share
15: Last Trade Date 16: Trade Date
17: Earnings/Share 18: Error Indication (returned for symbol changed / invalid)
19: EPS Estimate Current Year 20: EPS Estimate Next Year
21: EPS Estimate Next Quarter 22: Float Shares
23: Days Low 24: Days High
25: 52-week Low 26: 52-week High
27: Holdings Gain Percent 28: Annualized Gain
29: Holdings Gain 30: Holdings Gain Percent (Real-time)
31: Holdings Gain (Real-time) 32: More Info
33: Order Book (Real-time) 34: Market Capitalization
35: Market Cap (Real-time) 36: EBITDA
37: Change From 52-week Low 38: Percent Change From 52-week Low
39: Last Trade (Real-time) With Time 40: Change Percent (Real-time)
41: Last Trade Size 42: Change From 52-week High
43: Percent Change From 52-week High 44: Last Trade (With Time)
45: Last Trade (Price Only) 46: High Limit
47: Low Limit 48: Days Range
49: Days Range (Real-time) 50: 50-day Moving Average
51: 200-day Moving Average 52: Change From 200-day Moving Average
53: Percent Change From 200-day Moving Average 54: Change From 50-day Moving Average
55: Percent Change From 50-day Moving Average 56: Name
57: Notes 58: Open
59: Previous Close 60: Price Paid
61: Change in Percent 62: Price/Sales
63: Price/Book 64: Ex-Dividend Date
65: P/E Ratio 66: Dividend Pay Date
67: P/E Ratio (Real-time) 68: PEG Ratio
69: Price/EPS Estimate Current Year 70: Price/EPS Estimate Next Year
71: Symbol 72: Shares Owned
73: Short Ratio 74: Last Trade Time
75: Trade Links 76: Ticker Trend
77: 1 yr Target Price 78: Volume
79: Holdings Value 80: Holdings Value (Real-time)
81: 52-week Range 82: Days Value Change
83: Days Value Change (Real-time) 84: Stock Exchange
85: Dividend Yield
Is there a similar method for downloading Financial information specific for ETFs (using yahoo or any other sources) ?
For example, how can I download the NAV or Net Asset for QQQ (an ETF fund)?
There are no NAV for yahooQF
Thanks in advance
回答1:
library(FinancialInstrument)
currency(c("USD", "EUR"))
exchange_rate("EURUSD")
stock(c("SPY", "QQQ", "AAPL", "GS"), currency="USD")
ls_stocks()
ls_instruments()
update_instruments.yahoo(ls_stocks())
update_instruments.masterDATA(ls_stocks())
getInstrument("SPY")
getInstrument("QQQ")
## > getInstrument("QQQ")
## primary_id :"QQQ"
## currency :"USD"
## multiplier :1
## tick_size :0.01
## identifiers : list()
## type :"stock"
## name :"PowerShares QQQ Trust, Series 1"
## exchange :"NGM"
## avg.volume :45327500
## EPS :23.6
## EPS.current.year.est:1.34
## book.value :0
## range.52wk :"84.74 - 115.75"
## defined.by :"yahoo;masterDATA"
## updated : POSIXct, format: "2016-03-06 02:54:10"
## Fund.Type :"US Equity ETF"
you can also use this:
library(qmao)
getQuote("QQQ")
getHoldings("QQQ") ## for holdings of ETF / MF
回答2:
Is this along the lines of what you're after? It takes the data from Google, not Yahoo, but you can at least get the last few financial statements.
library(quantmod)
ticker = "QQQ"
statements = getFinancials(ticker, auto.assign=FALSE)
balsheet = viewFinancials(statements, type="BS", period='A')
print(balsheet)
## 2015-09-30 2014-09-30 2013-09-30 2012-09-30
## Cash & Equivalents NA NA NA NA
## Short Term Investments NA NA NA NA
## Cash and Short Term Investments 131.43 132.08 148.68 112.70
## Accounts Receivable - Trade, Net NA NA NA NA
## Receivables - Other NA NA NA NA
## Total Receivables, Net 932.05 1842.94 446.23 816.86
## Total Inventory NA NA NA NA
## Prepaid Expenses NA NA NA NA
## Other Current Assets, Total NA NA NA NA
## Total Current Assets NA NA NA NA
## Property/Plant/Equipment, Total - Gross NA NA NA NA
## Accumulated Depreciation, Total NA NA NA NA
## Goodwill, Net NA NA NA NA
## Intangibles, Net NA NA NA NA
## Long Term Investments 36804.99 42033.21 38231.09 34622.08
## Other Long Term Assets, Total NA NA NA NA
## Total Assets 37877.83 44031.17 38841.95 35551.64
## Accounts Payable NA NA NA NA
## Accrued Expenses 0.44 0.37 0.36 0.34
## Notes Payable/Short Term Debt 0.00 0.00 0.00 0.00
## Current Port. of LT Debt/Capital Leases NA NA NA NA
## Other Current liabilities, Total 1054.28 1972.99 590.66 922.16
## Total Current Liabilities NA NA NA NA
## Long Term Debt NA NA NA NA
## Capital Lease Obligations NA NA NA NA
## Total Long Term Debt 0.00 0.00 0.00 0.00
## Total Debt 0.00 0.00 0.00 0.00
## Deferred Income Tax NA NA NA NA
## Minority Interest NA NA NA NA
## Other Liabilities, Total NA NA NA NA
## Total Liabilities 1054.72 1973.36 591.02 922.50
## Redeemable Preferred Stock, Total NA NA NA NA
## Preferred Stock - Non Redeemable, Net NA NA NA NA
## Common Stock, Total NA NA NA NA
## Additional Paid-In Capital 48044.55 49073.07 46810.78 46058.95
## Retained Earnings (Accumulated Deficit) -6355.52 -7936.45 -8688.78 -9479.67
## Treasury Stock - Common NA NA NA NA
## Other Equity, Total NA NA NA NA
## Total Equity 36823.11 42057.80 38250.93 34629.13
## Total Liabilities & Shareholders' Equity 37877.83 44031.17 38841.95 35551.64
## Shares Outs - Common Stock Primary Issue NA NA NA NA
## Total Common Shares Outstanding 361.45 425.80 485.40 504.70
## attr(,"col_desc")
## [1] "As of 2015-09-30" "As of 2014-09-30" "As of 2013-09-30" "As of 2012-09-30"
From that you can calculate the NAV, assuming NAV = Assets - Liabilities.
nav = balsheet["Total Assets", 1] - balsheet["Total Liabilities", 1]
print(nav)
## [1] 36823.11
回答3:
Does this do what you want?
require(quantmod)
setwd("C:/Users/your_path_here/downloads")
stocks <- c("AXP","BA","CAT","CSCO","CVX","DD","DIS","GE","GS","HD","IBM","INTC","JNJ","JPM","KO","MCD","MMM","MRK","MSFT","NKE","PFE","PG","T","TRV","UNH","UTX","V","VZ","WMT","XOM")
# equityList <- read.csv("EquityList.csv", header = FALSE, stringsAsFactors = FALSE)
# names(equityList) <- c ("Ticker")
for (i in 1 : length(stocks)) {
temp<-getFinancials(stocks[i],src="google",auto.assign=FALSE)
write.csv(temp$IS$A,paste(stocks[i],"_Income_Statement(Annual).csv",sep=""))
write.csv(temp$BS$A,paste(stocks[i],"_Balance_Sheet(Annual).csv",sep=""))
write.csv(temp$CF$A,paste(stocks[i],"_Cash_Flow(Annual).csv",sep=""))
write.csv(temp$IS$A,paste(stocks[i],"_Income_Statement(Quarterly).csv",sep=""))
write.csv(temp$BS$A,paste(stocks[i],"_Balance_Sheet(Quaterly).csv",sep=""))
write.csv(temp$CF$A,paste(stocks[i],"_Cash_Flow(Quaterly).csv",sep=""))
}
来源：https://stackoverflow.com/questions/35741414/how-to-get-etf-financial-information-e-g-nav-from-yahoo-with-quantmod