如何从Yahoo（Quantmod）获得ETF财务信息（例如NAV）？

Question

我知道我可以使用quantmod包轻松从雅虎获取股票财务信息。例如，如果我想要得到的音量，P/E比率和股息收益率：

> 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   

是否有下载特定的交易所交易基金（使用雅虎或任何其他来源）财务信息的类似的方法？

例如，如何下载QQQ（一只ETF基金）的净资产或净资产？ 有事先没有NAV为yahooQF

感谢

Answer 1

这是沿着你以后的行？它采用Google的数据，而不是雅虎的数据，但至少可以得到最后几个财务报表。

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" 

由此可以计算NAV，假设NAV =资产 - 负债。

nav = balsheet["Total Assets", 1] - balsheet["Total Liabilities", 1] 
print(nav) 

## [1] 36823.11 

Answer 2

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" 

，你也可以使用这个：

library(qmao) 
getQuote("QQQ") 
getHoldings("QQQ") ## for holdings of ETF/MF 

Answer 3

这是不是你想要做什么？

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="")) 
}