Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

new scripts for dashboard #27

Open
wants to merge 6 commits into
base: roger
Choose a base branch
from
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
100 changes: 100 additions & 0 deletions .ipynb_checkpoints/ffmreturns-checkpoint
Original file line number Diff line number Diff line change
@@ -0,0 +1,100 @@
ADBE,0.3297610282865694
MSFT,0.3225006496044267
CTAS,0.2859733002204454
BBY,0.2640730920141721
SNPS,0.25897876742285353
FISV,0.24990297848444798
UNH,0.24309382373184238
FB,0.23878909384322328
RMD,0.23631678016476249
AAPL,0.23604932199955078
MCO,0.23485811677381752
BSX,0.23386062128084006
BA,0.23323612695525472
MTD,0.2328952696179387
MSI,0.23146830458678086
OKE,0.23014778207879386
NEE,0.22798619050096225
ACN,0.225818128420618
TXN,0.22491230637789683
TMO,0.22339609173340735
GOOGL,0.21463984288683724
DXC,0.21090615329816487
NRG,0.20866969560486595
CRM,0.20747020399236582
CINF,0.19983786702761977
RCL,0.19565944392066684
AJG,0.19558301781587423
RTN,0.19479613991497
FMC,0.19386685693474592
COST,0.1921299735178258
NEM,0.18968579649834488
TGT,0.1850698189348571
ADP,0.18326947581738273
AON,0.18316741852219454
SBUX,0.17774496669754897
HII,0.1723097618928521
HLT,0.17104685108303183
LNT,0.16624432746404136
IT,0.16521374355769894
PHM,0.16513204010023563
CCI,0.16397523743042758
AES,0.16265380753609693
RJF,0.1550462998103735
APD,0.15316088144652082
AMGN,0.15174865810801244
MRK,0.1470158610669735
MGM,0.14633287861111777
GWW,0.14375378284097465
EFX,0.14091486053075086
AXP,0.1322522270329868
ALB,0.13220722861896406
HOLX,0.12996771202046364
FE,0.1299095587244921
VFC,0.12911080366775834
ETN,0.12899826119201457
HSY,0.12508534205222416
WMT,0.12505470711955646
MDT,0.12421349008442331
LKQ,0.12177166088583005
CNP,0.12150168720845926
PEP,0.11793526453693497
COF,0.11610429860555255
EIX,0.11470824011644254
LUV,0.10783286161659233
KO,0.10382014867597877
LYB,0.1035124663018064
GS,0.09991453877165773
KMX,0.09928523351871378
PPL,0.09823927431199717
SYF,0.09183609795442904
EQR,0.08949458007993966
EXPE,0.0862855530385388
GM,0.08449462028501559
BMY,0.08317680705161642
ORCL,0.0773501478844939
INCY,0.07679309483980977
GPC,0.07422802537055226
IRM,0.07306073071186923
FFIV,0.0649893956263632
GIS,0.06314688753298886
DISCK,0.06155249624087282
HST,0.052833241856252385
RL,0.0462670767467909
FCX,0.03864626404421445
NWS,0.025555928100843527
FDX,0.024253909510178945
ABC,0.018486985894230375
HRB,0.0011037382541728281
WBA,-0.00740543302934619
BWA,-0.008936780754010469
CVS,-0.010387316592991813
MHK,-0.01639706077444565
NBL,-0.0381337135963052
KMI,-0.0385112142823507
OXY,-0.042821393899740684
COG,-0.050016632355008334
SRCL,-0.08588067563687068
M,-0.12659804983237255
MYL,-0.13082884844793088
AMG,-0.13879823286529672
118 changes: 59 additions & 59 deletions .ipynb_checkpoints/monthly_data-checkpoint.csv

Large diffs are not rendered by default.

11 changes: 11 additions & 0 deletions .ipynb_checkpoints/portfolio-checkpoint.csv
Original file line number Diff line number Diff line change
@@ -0,0 +1,11 @@
ticker,name,sector,sharpe ratio,FFM returns,P/E ratio,EPS,beta,mkt cap,shares
GPC,Genuine Parts,Consumer Discretionary,2.9244641954801547,0.074228025,17.71,5.45,0.89,14016415887,145293000
GIS,General Mills,Consumer Staples,2.6412807761987938,0.063146888,15.34,3.48,0.73,32242795100,604817000
OKE,ONEOK,Energy,0.9173258155980414,0.230147782,25.56,3.01,1.11,31799253894,413085000
SYF,Synchrony Financial,Financials,2.4933359586834767,0.091836098,6.07,5.56,1.21,20704848750,613477000
AMGN,Amgen Inc,Health Care,1.8616491950461436,0.151748658,17.36,12.88,1.12,131810065840,589807000
LUV,Southwest Airlines,Industrials,1.7265757683369565,0.10783286199999999,13.77,4.21,1.47,29987649751,517296000
GOOGL,Alphabet Inc Class A,Information Technology,1.1980263475215909,0.214639843,30.89,49.16,1.02,1044236513876,299895000
LYB,LyondellBasell,Materials,2.072392824468477,0.103512466,8.65,9.55,1.45,27505799491,333000000
HST,Host Hotels & Resorts,Real Estate,2.308137021714921,0.052833242,10.89,1.55,1.17,12127479870,717178000
PPL,PPL Corp.,Utilities,2.7554877393877537,0.098239274,14.38,2.46,0.51,25573676437,723033000
Loading