Must have a filing from two years ago ("the Target Year"). There's some leeway here to account for filings early the next calendar year.
Must have at least 3-4 years worth of data (the most we can grab from quantmod is 4)
That data must be contiguous, and contain the target year.
Removed 133 companies. Looking at the selected list of companies, for the majority we simply have no data, while the ones for which we do have data fail one or more of the above filters. As expected.
Final quality data set produced only 13 NAs out of 2867 companies measured.
Filters were:
Removed 133 companies. Looking at the selected list of companies, for the majority we simply have no data, while the ones for which we do have data fail one or more of the above filters. As expected.
Final quality data set produced only 13 NAs out of 2867 companies measured.