The goal of nefin is to facilitate the access to the datasets computed by NEFIN: http://nefin.com.br/.
The package is reviewed monthly in order to keep the API working properly.
Any doubts or suggestions, please, open an issue.
This file was last updated at: 2024-01-04 23:32:01.
Installation
You can install the development version of nefin from GitHub with:
# install.packages("devtools")
devtools::install_github("Reckziegel/nefin")Example
library(nefin)
# Get the Brazilian Risk Factors
risk_factors()
#> # A tibble: 5,859 x 8
#> date mkt rf mkt_rf smb hml mom illiq
#> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 2000-01-03 -0.00702 0.000696 -0.00772 NA NA NA NA
#> 2 2000-01-04 -0.0528 0.000699 -0.0535 NA NA NA NA
#> 3 2000-01-05 0.0137 0.000695 0.0130 NA NA NA NA
#> 4 2000-01-06 -0.00283 0.000698 -0.00352 NA NA NA NA
#> 5 2000-01-07 0.0142 0.000694 0.0135 NA NA NA NA
#> 6 2000-01-10 0.0367 0.000685 0.0360 NA NA NA NA
#> 7 2000-01-11 -0.0213 0.000696 -0.0220 NA NA NA NA
#> 8 2000-01-12 -0.00529 0.000688 -0.00598 NA NA NA NA
#> 9 2000-01-13 0.0318 0.000689 0.0311 NA NA NA NA
#> 10 2000-01-14 0.0211 0.000688 0.0204 NA NA NA NA
#> # i 5,849 more rows
# Get the Dividend Yield for the Market
dividend_yield()
#> # A tibble: 1,181 x 2
#> date dy
#> <date> <dbl>
#> 1 2001-02-02 0.00723
#> 2 2001-02-09 0.00725
#> 3 2001-02-16 0.00735
#> 4 2001-02-23 0.00761
#> 5 2001-03-02 0.00752
#> 6 2001-03-09 0.00750
#> 7 2001-03-16 0.00805
#> 8 2001-03-23 0.00841
#> 9 2001-03-30 0.00842
#> 10 2001-04-06 0.00694
#> # i 1,171 more rows
# Cost of Equity for Different Horizons and Sectors
cost_of_equity()
#> # A tibble: 6,272 x 4
#> date sectors horizon cost
#> <date> <fct> <fct> <dbl>
#> 1 2005-01-01 Basic_Products 1-Year Project 16.3
#> 2 2005-01-01 Basic_Products 5-Year Project 12.7
#> 3 2005-01-01 Basic_Products 10-Year Project 12.7
#> 4 2005-01-01 Basic_Products 20-Year Project 12.7
#> 5 2005-02-01 Basic_Products 1-Year Project 16.9
#> 6 2005-02-01 Basic_Products 5-Year Project 12.8
#> 7 2005-02-01 Basic_Products 10-Year Project 12.7
#> 8 2005-02-01 Basic_Products 20-Year Project 12.7
#> 9 2005-03-01 Basic_Products 1-Year Project 17.0
#> 10 2005-03-01 Basic_Products 5-Year Project 13.0
#> # i 6,262 more rows
# Fama-French Factor Portfolios
portfolios_sorted_by_book_to_market()
#> # A tibble: 5,615 x 4
#> date bm1 bm2 bm3
#> <date> <dbl> <dbl> <dbl>
#> 1 2001-01-02 -0.00802 -0.00911 0.0575
#> 2 2001-01-03 0.0710 0.0622 0.0804
#> 3 2001-01-04 0.000997 0.00738 -0.00133
#> 4 2001-01-05 -0.00891 -0.00616 -0.0113
#> 5 2001-01-08 0.00684 0.00976 0.00879
#> 6 2001-01-09 0.0229 0.0287 0.0220
#> 7 2001-01-10 -0.00395 -0.00626 0.00851
#> 8 2001-01-11 -0.00224 0.0126 -0.00570
#> 9 2001-01-12 -0.000977 -0.0145 0.00250
#> 10 2001-01-15 0.00789 0.00178 0.00713
#> # i 5,605 more rows