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Quality Scores for the Russell 3000

0packages depend
2.1Kdownloads / year
78.4%test coverage
13/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 4.5 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.2.1
README· In the repository, left out of the releaseVignettesYes · 1 · dynamicNEWS· In the repository, left out of the releaseCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
21includes a package overview page
Examples that run
64%7 run in a plain check · 4 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
92%
Documented parameters
96%
Return-value docs
100%
Help pages citing references
5%
Vignettes (1)

Downloads

2.1K
CRAN downloads in the past year
Rank #21,537 · ~6/day · ~176/mo
Daily download trend is not available in this view yet.
22330 days
62190 days
2.1K1 year
Compare downloads with other packages →
Also on104 r2u5 autocran

Repository

13Stars
8Forks
8Open issues
0Open PRs
0Releases
943Commits
9Commit identities
License file reads as GPL-3.0 · 943 commits · Last activity 2025-02-18 · 0% stars, 30d
Responsiveness
How these are sampled
PRs merged (all time)
100%
Median days to close, 50 most recently updated closed issues
1
Median days to close, 50 most recently updated closed PRs
0

Stars over time

2025-03-28 · 112026-09-13 · 13
PracticesBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/anttsou/qmj on 2026-10-21.

Docs source (1)
README.Rmd
CRAN release process (1)
cran-comments.md
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing qmj adds 28 packages (19 with compiled code, 12 MB of source tarballs). Heaviest: Rcpp 1.8 MB, reticulate 1.6 MB, jsonlite 1.0 MB.

Depends (1)
R >= 3.5.0
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (6)
Author, Maintainer since 0.2.1 (2025)
Author
Author
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 0.2.1Latest
    2025-01-15 · current release
  • R
    R 4.4.0 released · 2024-04-24

Package metadata

First published
2025-01-15
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Bundled data
3.4 MB / 4 files
Download size
3.5 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("qmj")
Song, Y., Choe, E., Kane, D., Kwon, R., Tsou, A., & Zhu, Z. (2025). qmj: Quality Scores for the Russell 3000 (Version 0.2.1) [Computer software]. https://doi.org/10.32614/CRAN.package.qmj

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for qmj version 0.2.1 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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