Skip to content

qmj

Quality Scores for the Russell 3000

v0.2.1 · Jan 15, 2025 · GPL-3

Description

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.

Downloads

CRAN

253

Last 30 days

18877th

552

Last 90 days

1.9K

Last year

Trend: +120% (30d vs prior 30d)

r2u CRAN

0

Last 30 days

41

Last 90 days

147

Last year

Trend: -100% (30d vs prior 30d)

autoCRAN

3

Last 7 days

10

Last 30 days

1

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Code

Code metrics have not been computed for this package yet.

Dependency Network

Dependencies Reverse dependencies quantmod dplyr reticulate rlang qmj

Version History

1 tracked
new 0.2.1 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Jan 15, 2025. Releases before tracking aren’t shown.