Slide 46
Slide 46 text
Performance Visualization in R
Kiviat and Radar Charts in R
Correlation Radar
Alp12Mn
AvrROE
DivToP
GrowAPS
GrowAsst
GrowBPS
GrowCFPS
GrowDPS
GrowEPS
GrowSPS
HistAlp
HistSigm
InvVsSal
LevGrow
Payout5
PredSigm
RecVsSal
Ret12Mn
Ret3Mn
Ret1Mn
ROE
_CshPlow
_DDM
_EarnMom
_EstChgs
_EstRvMd
_Neglect
_NrmEToP
_PredEToP
_RelStMd
_ResRev
_SectMom
AssetToP
ARM_Pref_Earnings
AvrCFtoP
AvrDtoP
AvrEtoP
ARM_Sec_Earnings
BondSens
BookToP
Capt
CaptAdj
CashToP
CshFlToP
CurrSen
DivCuts5
EarnToP
Earnvar
Earnyld
Growth
HistBeta
IndConc
Leveflag
Leverag
Leverage
Lncap
Momentum
Payoflag
PredBeta
Ret_11M_Momentum
PotDilu
Price
ProjEgro
RecEPSGr
SalesToP
Size
SizeNonl
Tradactv
TradVol
Value
VarDPS
Volatility
Yield
CFROI
ADJUST
ERC RC
SPX
R1000
MarketCap
TotalRisk
Value_AX
truncate_ret_1mo
truncate_PredSigma
Residual_Returns
ARM_Revenue
ARM_Rec_Comp
ARM_Revisions_Comp
ARM_Global_Rank
ARM_Score
TEMP
EQ_Raw
EQ_Region_Rank
EQ_Acc_Comp
EQ_CF_Comp
EQ_Oper_Eff_Comp
EQ_Exc_Comp
-0.5 0 0.5 1
Example (using R)
require(plotrix)
corelations <- c(1:97)
corelation.names <- names(corelations) <- c("Alp12Mn",
"AvrROE", "DivToP", "GrowAPS", "GrowAsst", "GrowBPS", "GrowCFPS",
...
corelations <- c(0.223, 0.1884, -0.131, 0.1287, 0.0307,
...
par(ps=6)
radial.plot(corelations, labels=corelation.names,rp.type="p",
main="Correlation Radar", radial.lim=c(-1,1),line.col="blue")
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