Input Data
data <- read_excel('~/data/final.xlsx')
glimpse(data)
## Rows: 206
## Columns: 7
## $ No <dbl> 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15…
## $ Company <chr> "Alexandria Real Estate Equities, Inc.", "Boston …
## $ Symbols <chr> "ARE", "BXP", "KRC", "VNO", "CUZ", "HIW", "OFC", …
## $ `Investment Sector` <chr> "Equity", "Equity", "Equity", "Equity", "Equity",…
## $ `Property Sector` <chr> "Office", "Office", "Office", "Office", "Office",…
## $ `Property Subsector` <chr> "Office", "Office", "Office", "Office", "Office",…
## $ `MKV(millions)` <dbl> 23776.0, 10590.6, 4513.4, 3990.2, 3829.8, 2942.2,…
Question 2: Data wrangling
Q2.1: 2.1 Delete ‘No’ column. Rename column names of ‘Investment
Sector’, ‘Property Sector’ and ‘Property Subsector’ to
‘Investment_Sector’, ‘Property_Sector’ and ‘Property_Subsector’. Also
rename the column ‘MKV(millions)’ to ‘MKV_mio’.
colnames(data) <- c("No","Company","Symbols","Investment_Sector","Property_Sector","Property_Subsector", "MKV_mio")
data <- data %>% select(-"No")
data
## # A tibble: 206 × 6
## Company Symbols Inves…¹ Prope…² Prope…³ MKV_mio
## <chr> <chr> <chr> <chr> <chr> <dbl>
## 1 Alexandria Real Estate Equities, Inc. ARE Equity Office Office 23776
## 2 Boston Properties, Inc. BXP Equity Office Office 10591.
## 3 Kilroy Realty Corporation KRC Equity Office Office 4513.
## 4 Vornado Realty Trust VNO Equity Office Office 3990.
## 5 Cousins Properties Incorporated CUZ Equity Office Office 3830.
## 6 Highwoods Properties, Inc. HIW Equity Office Office 2942.
## 7 Corporate Office Properties Trust OFC Equity Office Office 2916.
## 8 Douglas Emmett, Inc DEI Equity Office Office 2756.
## 9 Equity Commonwealth EQC Equity Office Office 2732.
## 10 SL Green Realty Corp. SLG Equity Office Office 2168.
## # … with 196 more rows, and abbreviated variable names ¹Investment_Sector,
## # ²Property_Sector, ³Property_Subsector
Q2.2: Convert the following columns into categorical data:
‘Investment_Sector’, ‘Property_Sector’ and ‘Property_Subsector’
dat_2 <- data %>% select(Symbols,Investment_Sector,Property_Sector,Property_Subsector,MKV_mio) %>%
mutate(Investment_Sector= as.factor(Investment_Sector)) %>%
mutate(Property_Sector= as.factor(Property_Sector)) %>%
mutate(Property_Subsector=as.factor(Property_Subsector))
head(dat_2)
## # A tibble: 6 × 5
## Symbols Investment_Sector Property_Sector Property_Subsector MKV_mio
## <chr> <fct> <fct> <fct> <dbl>
## 1 ARE Equity Office Office 23776
## 2 BXP Equity Office Office 10591.
## 3 KRC Equity Office Office 4513.
## 4 VNO Equity Office Office 3990.
## 5 CUZ Equity Office Office 3830.
## 6 HIW Equity Office Office 2942.
Question 1: Unique Category
Q1.1: What are the unique categories of property sectors?
sector_cat <- data %>% pull(Property_Sector) %>% as.factor() %>% levels()
dat_1.1 <- as.tibble(sector_cat)
colnames(dat_1.1) <- c("Property Sector")
dat_1.1
## # A tibble: 13 × 1
## `Property Sector`
## <chr>
## 1 Data Centers
## 2 Diversified
## 3 Health Care
## 4 Industrial
## 5 Infrastructure
## 6 Lodging/Resorts
## 7 Mortgage
## 8 Office
## 9 Residential
## 10 Retail
## 11 Self Storage
## 12 Specialty
## 13 Timber
Q1.2: What are the unique categories of property subsectors?
subsector_cat <- data %>% pull(Property_Subsector) %>% as.factor() %>% levels()
dat_1.2 <- as.tibble(subsector_cat)
colnames(dat_1.2) <- c("Property Subsector")
dat_1.2
## # A tibble: 18 × 1
## `Property Subsector`
## <chr>
## 1 Apartments
## 2 Commercial Financing
## 3 Data Centers
## 4 Diversified
## 5 Free Standing
## 6 Health Care
## 7 Home Financing
## 8 Industrial
## 9 Infrastructure
## 10 Lodging/Resorts
## 11 Manufactured Homes
## 12 Office
## 13 Regional Malls
## 14 Self Storage
## 15 Shopping Centers
## 16 Single Family Homes
## 17 Specialty
## 18 Timber
Q1.3: Compute the number of firms in each property subsector and
average MKV
MKV <- data %>% group_by(Property_Sector,Property_Subsector) %>%
summarize(no_firms = length(Property_Subsector), avg_MKT= mean(MKV_mio)) %>% ungroup()
## `summarise()` has grouped output by 'Property_Sector'. You can override using
## the `.groups` argument.
MKV
## # A tibble: 18 × 4
## Property_Sector Property_Subsector no_firms avg_MKT
## <chr> <chr> <int> <dbl>
## 1 Data Centers Data Centers 2 44723.
## 2 Diversified Diversified 15 1949.
## 3 Health Care Health Care 15 6474.
## 4 Industrial Industrial 12 12655.
## 5 Infrastructure Infrastructure 6 31458.
## 6 Lodging/Resorts Lodging/Resorts 16 2076.
## 7 Mortgage Commercial Financing 19 1245.
## 8 Mortgage Home Financing 25 1288.
## 9 Office Office 22 3152.
## 10 Residential Apartments 16 7301.
## 11 Residential Manufactured Homes 3 10183.
## 12 Residential Single Family Homes 2 14362.
## 13 Retail Free Standing 12 6515.
## 14 Retail Regional Malls 3 13908.
## 15 Retail Shopping Centers 20 3160.
## 16 Self Storage Self Storage 6 14941.
## 17 Specialty Specialty 9 8427.
## 18 Timber Timber 3 10395.
Question 3: Group analysis and plotting
Q3.1: Select firms with ‘Investment_Sector’ being equal to
‘Equity’.
dat_3.1 <- data %>% filter(Investment_Sector == "Equity")
dat_3.1
## # A tibble: 162 × 6
## Company Symbols Inves…¹ Prope…² Prope…³ MKV_mio
## <chr> <chr> <chr> <chr> <chr> <dbl>
## 1 Alexandria Real Estate Equities, Inc. ARE Equity Office Office 23776
## 2 Boston Properties, Inc. BXP Equity Office Office 10591.
## 3 Kilroy Realty Corporation KRC Equity Office Office 4513.
## 4 Vornado Realty Trust VNO Equity Office Office 3990.
## 5 Cousins Properties Incorporated CUZ Equity Office Office 3830.
## 6 Highwoods Properties, Inc. HIW Equity Office Office 2942.
## 7 Corporate Office Properties Trust OFC Equity Office Office 2916.
## 8 Douglas Emmett, Inc DEI Equity Office Office 2756.
## 9 Equity Commonwealth EQC Equity Office Office 2732.
## 10 SL Green Realty Corp. SLG Equity Office Office 2168.
## # … with 152 more rows, and abbreviated variable names ¹Investment_Sector,
## # ²Property_Sector, ³Property_Subsector
Q3.2: Compute the sum of MKV by Property Sector.
dat_3.2 <- data %>% group_by(Property_Sector) %>% summarize(MKV=sum(MKV_mio)) %>%
ungroup() %>% mutate(MKV_text= scales::dollar(MKV))
dat_3.2
## # A tibble: 13 × 3
## Property_Sector MKV MKV_text
## <chr> <dbl> <chr>
## 1 Data Centers 89445. $89,445
## 2 Diversified 29235. $29,235
## 3 Health Care 97112. $97,112
## 4 Industrial 151856. $151,856
## 5 Infrastructure 188749. $188,749
## 6 Lodging/Resorts 33215. $33,215
## 7 Mortgage 55861. $55,861
## 8 Office 69345. $69,345
## 9 Residential 176082. $176,082
## 10 Retail 183105. $183,105
## 11 Self Storage 89648. $89,648
## 12 Specialty 75846. $75,846
## 13 Timber 31185. $31,185
Q3.3:Plot the MKV by Property Sector.
dat_3.3 <- data %>% group_by(Property_Sector) %>% summarize(MKV= sum(MKV_mio)) %>% ungroup() %>% mutate(MKV_text= scales::dollar(MKV))
dat_3.3 %>% ggplot(aes(x=MKV, y= reorder(Property_Sector,MKV))) + geom_col(fill="cyan4")+ geom_label(mapping = aes(label=MKV_text))+
scale_x_continuous(labels= scales::dollar, limits = c(0,200000))+ theme_tq()+ scale_fill_tq()+
labs(
title="Market Value by Equity Property Sector($M)",
x="Market Value", y="Property Sector")
Question 4: Download price from yahoo finance
Q4.1 Download each Symbol’s daily adjusted closing price from
2010/01/01 to 2022/12/31.
ticker <-lapply((data$Symbols),function(x){getSymbols(x,
from = "2010/01/01",
to = "2022/12/31",
periodicity = "daily",
src = "yahoo",
auto.assign = FALSE)})
names(ticker) <- data$Symbols
dat_4.1 <- lapply(ticker, Ad)
dat_4.1 <- do.call(merge, dat_4.1)
head(dat_4.1)
## ARE.Adjusted BXP.Adjusted KRC.Adjusted VNO.Adjusted CUZ.Adjusted
## 2010-01-04 43.12879 43.64644 20.14190 29.86840 14.78186
## 2010-01-05 42.67408 44.30992 20.21481 29.64231 15.52095
## 2010-01-06 42.45012 44.51807 20.17503 29.52287 15.83215
## 2010-01-07 42.84375 44.71320 20.75165 29.97931 16.16280
## 2010-01-08 42.70123 44.13429 20.71188 29.64658 15.85160
## 2010-01-11 42.92520 44.34245 21.14269 29.74041 16.04609
## HIW.Adjusted OFC.Adjusted DEI.Adjusted EQC.Adjusted SLG.Adjusted
## 2010-01-04 17.59738 20.52097 9.527956 13.40137 32.54272
## 2010-01-05 17.12442 20.82769 9.642672 13.54772 31.93751
## 2010-01-06 17.05375 20.95833 9.615680 13.79860 31.72467
## 2010-01-07 17.36905 20.86176 9.777626 13.81951 32.52942
## 2010-01-08 17.24946 20.76521 9.662912 13.56862 32.29665
## 2010-01-11 17.34731 20.87880 9.791122 13.65225 32.87526
## HPP.Adjusted PGRE.Adjusted DEA.Adjusted PDM.Adjusted ESRT.Adjusted
## 2010-01-04 NA NA NA NA NA
## 2010-01-05 NA NA NA NA NA
## 2010-01-06 NA NA NA NA NA
## 2010-01-07 NA NA NA NA NA
## 2010-01-08 NA NA NA NA NA
## 2010-01-11 NA NA NA NA NA
## BDN.Adjusted OPI.Adjusted ONL.Adjusted CIO.Adjusted FSP.Adjusted
## 2010-01-04 5.666383 31.71932 NA NA 6.465183
## 2010-01-05 5.721836 31.33266 NA NA 6.329948
## 2010-01-06 5.792413 31.52601 NA NA 6.242700
## 2010-01-07 5.847867 31.59505 NA NA 6.203436
## 2010-01-08 5.822661 31.73313 NA NA 6.155448
## 2010-01-11 5.822661 31.70552 NA NA 6.103098
## CMCT.Adjusted NYC.Adjusted PLD.Adjusted REXR.Adjusted COLD.Adjusted
## 2010-01-04 17.09539 NA 16.94889 NA NA
## 2010-01-05 16.89268 NA 17.19606 NA NA
## 2010-01-06 16.78005 NA 17.04240 NA NA
## 2010-01-07 16.75753 NA 17.18270 NA NA
## 2010-01-08 16.89268 NA 17.13594 NA NA
## 2010-01-11 17.88371 NA 17.15598 NA NA
## EGP.Adjusted FR.Adjusted STAG.Adjusted TRNO.Adjusted IIPR.Adjusted
## 2010-01-04 24.22865 4.254947 NA NA NA
## 2010-01-05 23.70249 4.340670 NA NA NA
## 2010-01-06 23.66446 4.231568 NA NA NA
## 2010-01-07 23.74052 4.325084 NA NA NA
## 2010-01-08 23.68982 4.231568 NA NA NA
## 2010-01-11 23.74052 4.348461 NA NA NA
## LXP.Adjusted PLYM.Adjusted INDT.Adjusted ILPT.Adjusted KIM.Adjusted
## 2010-01-04 2.945247 NA 24.95744 NA 7.612265
## 2010-01-05 2.954567 NA 24.48541 NA 7.573256
## 2010-01-06 2.912625 NA 23.98764 NA 7.606692
## 2010-01-07 2.940587 NA 24.07346 NA 7.863033
## 2010-01-08 2.977869 NA 24.33951 NA 7.762725
## 2010-01-11 2.991850 NA 24.54549 NA 7.874182
## REG.Adjusted FRT.Adjusted BRX.Adjusted KRG.Adjusted PECO.Adjusted
## 2010-01-04 21.17593 43.90084 NA 8.264448 NA
## 2010-01-05 21.32819 43.84844 NA 8.063854 NA
## 2010-01-06 21.35864 43.73056 NA 8.264448 NA
## 2010-01-07 21.52308 43.71745 NA 8.645575 NA
## 2010-01-08 21.48654 43.44237 NA 8.665637 NA
## 2010-01-11 21.80932 43.98599 NA 8.625517 NA
## SITC.Adjusted SKT.Adjusted ROIC.Adjusted UE.Adjusted IVT.Adjusted
## 2010-01-04 8.401088 11.04945 6.406981 NA NA
## 2010-01-05 8.328428 11.23726 6.444744 NA NA
## 2010-01-06 8.174029 11.45352 6.451038 NA NA
## 2010-01-07 8.537320 11.32547 6.469917 NA NA
## 2010-01-08 8.455581 11.16612 6.476214 NA NA
## 2010-01-11 8.510074 11.21734 6.457332 NA NA
## AKR.Adjusted ALEX.Adjusted BFS.Adjusted RPT.Adjusted UBA.Adjusted
## 2010-01-04 10.57934 NA 19.85815 5.038890 7.861881
## 2010-01-05 10.51697 NA 19.52818 4.846453 7.745224
## 2010-01-06 10.47954 NA 19.34819 4.750230 7.700384
## 2010-01-07 10.61678 NA 19.89415 4.760358 7.705536
## 2010-01-08 10.41717 NA 20.69208 4.704654 7.607608
## 2010-01-11 10.49202 NA 20.81207 4.699586 7.695230
## WSR.Adjusted CTO.Adjusted UBP.Adjusted WHLR.Adjusted SPG.Adjusted
## 2010-01-04 NA 7.698834 7.444953 NA 43.83768
## 2010-01-05 NA 7.598242 7.479977 NA 43.53774
## 2010-01-06 NA 7.491223 7.398726 NA 43.04892
## 2010-01-07 NA 7.611083 7.271777 NA 43.60994
## 2010-01-08 NA 7.634625 7.124511 NA 42.56566
## 2010-01-11 NA 7.692416 7.205762 NA 42.60453
## MAC.Adjusted CBL.Adjusted O.Adjusted STOR.Adjusted NNN.Adjusted
## 2010-01-04 17.52952 NA 13.90158 NA 11.36129
## 2010-01-05 17.32324 NA 14.13593 NA 11.32939
## 2010-01-06 16.77481 NA 14.12530 NA 11.43572
## 2010-01-07 16.84022 NA 14.42356 NA 11.48357
## 2010-01-08 16.52323 NA 14.62064 NA 11.31876
## 2010-01-11 16.56852 NA 14.50878 NA 11.38256
## ADC.Adjusted SRC.Adjusted EPRT.Adjusted FCPT.Adjusted GTY.Adjusted
## 2010-01-04 12.18415 NA NA NA 12.00436
## 2010-01-05 12.10200 NA NA NA 11.79668
## 2010-01-06 11.94283 NA NA NA 11.77136
## 2010-01-07 11.99418 NA NA NA 11.82201
## 2010-01-08 11.87609 NA NA NA 11.80682
## 2010-01-11 11.88122 NA NA NA 11.79162
## NTST.Adjusted RTL.Adjusted PSTL.Adjusted PINE.Adjusted AVB.Adjusted
## 2010-01-04 NA NA NA NA 53.51211
## 2010-01-05 NA NA NA NA 53.11013
## 2010-01-06 NA NA NA NA 52.60926
## 2010-01-07 NA NA NA NA 52.71470
## 2010-01-08 NA NA NA NA 52.31932
## 2010-01-11 NA NA NA NA 53.03762
## EQR.Adjusted MAA.Adjusted ESS.Adjusted UDR.Adjusted CPT.Adjusted
## 2010-01-04 18.74069 29.83469 55.39895 10.28221 25.23881
## 2010-01-05 18.66775 29.80994 55.73421 10.26952 25.18405
## 2010-01-06 18.77436 29.90898 56.12312 10.19975 24.87991
## 2010-01-07 18.95391 30.05137 56.70650 10.27587 24.83123
## 2010-01-08 18.71264 29.85326 56.12312 10.07289 24.45408
## 2010-01-11 18.65653 30.00804 56.16335 10.14266 24.52709
## AIRC.Adjusted IRT.Adjusted ELME.Adjusted VRE.Adjusted NXRT.Adjusted
## 2010-01-04 NA NA 15.03765 21.16621 NA
## 2010-01-05 NA NA 14.92768 21.75066 NA
## 2010-01-06 NA NA 14.91668 21.99576 NA
## 2010-01-07 NA NA 15.03215 22.36027 NA
## 2010-01-08 NA NA 15.02665 22.28485 NA
## 2010-01-11 NA NA 15.05964 22.58021 NA
## AIV.Adjusted CSR.Adjusted BRT.Adjusted CLPR.Adjusted BHM.Adjusted
## 2010-01-04 1.145268 42.51284 3.557935 NA NA
## 2010-01-05 1.173972 40.85773 3.536371 NA NA
## 2010-01-06 1.194782 40.00651 3.514808 NA NA
## 2010-01-07 1.238555 40.43212 3.521995 NA NA
## 2010-01-08 1.209851 40.57398 3.529184 NA NA
## 2010-01-11 1.219180 40.52670 3.543559 NA NA
## SUI.Adjusted ELS.Adjusted UMH.Adjusted INVH.Adjusted AMH.Adjusted
## 2010-01-04 11.28528 9.186096 3.902713 NA NA
## 2010-01-05 11.22327 9.226365 3.856797 NA NA
## 2010-01-06 11.56149 9.193421 3.810886 NA NA
## 2010-01-07 11.56713 9.105569 3.806292 NA NA
## 2010-01-08 11.57276 9.068962 3.810886 NA NA
## 2010-01-11 11.57276 9.065298 3.865981 NA NA
## WPC.Adjusted BNL.Adjusted JBGS.Adjusted AAT.Adjusted GNL.Adjusted
## 2010-01-04 12.99001 NA NA NA NA
## 2010-01-05 12.92435 NA NA NA NA
## 2010-01-06 12.76022 NA NA NA NA
## 2010-01-07 12.96186 NA NA NA NA
## 2010-01-08 12.98532 NA NA NA NA
## 2010-01-11 13.06504 NA NA NA NA
## SVC.Adjusted ALX.Adjusted AHH.Adjusted GOOD.Adjusted STAR.Adjusted
## 2010-01-04 10.68936 123.8201 NA 4.637638 1.876681
## 2010-01-05 10.86645 123.0840 NA 4.489704 1.985869
## 2010-01-06 10.93911 123.7543 NA 4.548189 2.122355
## 2010-01-07 11.05717 125.9707 NA 4.555068 2.320261
## 2010-01-08 11.19794 125.6993 NA 4.637638 2.313436
## 2010-01-11 11.37049 119.9546 NA 4.579153 2.361206
## OLP.Adjusted MDV.Adjusted MDRR.Adjusted SQFT.Adjusted GIPR.Adjusted
## 2010-01-04 3.461108 NA NA NA NA
## 2010-01-05 3.590164 NA NA NA NA
## 2010-01-06 3.828725 NA NA NA NA
## 2010-01-07 3.926497 NA NA NA NA
## 2010-01-08 3.887388 NA NA NA NA
## 2010-01-11 4.079020 NA NA NA NA
## HST.Adjusted RHP.Adjusted APLE.Adjusted PK.Adjusted SHO.Adjusted
## 2010-01-04 8.109558 11.65321 NA NA 6.320421
## 2010-01-05 8.294801 11.57444 NA NA 6.376478
## 2010-01-06 8.342829 11.91205 NA NA 6.355457
## 2010-01-07 8.651568 11.90080 NA NA 6.551658
## 2010-01-08 8.569238 12.16526 NA NA 6.600707
## 2010-01-11 8.493765 12.41847 NA NA 6.838949
## PEB.Adjusted DRH.Adjusted RLJ.Adjusted XHR.Adjusted INN.Adjusted
## 2010-01-04 15.18675 5.927490 NA NA NA
## 2010-01-05 15.46417 6.201275 NA NA NA
## 2010-01-06 15.47128 6.187586 NA NA NA
## 2010-01-07 15.15830 6.303946 NA NA NA
## 2010-01-08 15.02314 6.139673 NA NA NA
## 2010-01-11 14.95913 6.365548 NA NA NA
## CLDT.Adjusted HT.Adjusted BHR.Adjusted AHT.Adjusted SOHO.Adjusted
## 2010-01-04 NA 7.147985 NA 171.1183 1.246318
## 2010-01-05 NA 7.456851 NA 175.3521 1.252427
## 2010-01-06 NA 7.743652 NA 184.1726 1.246318
## 2010-01-07 NA 7.831898 NA 190.5234 1.289084
## 2010-01-08 NA 7.765713 NA 198.2854 1.374615
## 2010-01-11 NA 8.162826 NA 206.4004 1.545679
## IHT.Adjusted PSA.Adjusted EXR.Adjusted CUBE.Adjusted LSI.Adjusted
## 2010-01-04 0.989080 50.30446 7.784089 4.678254 14.30293
## 2010-01-05 0.989080 50.71882 7.731719 4.772666 14.12296
## 2010-01-06 1.061673 50.41119 7.757905 4.720575 14.09496
## 2010-01-07 1.143340 50.34214 7.698982 4.733598 14.13895
## 2010-01-08 1.170563 49.42556 7.528767 4.661975 14.00296
## 2010-01-11 1.225008 49.76458 7.587687 4.753132 14.53492
## NSA.Adjusted SELF.Adjusted WELL.Adjusted VTR.Adjusted PEAK.Adjusted
## 2010-01-04 NA 1.579438 23.64322 27.23343 14.20855
## 2010-01-05 NA 1.579438 23.97607 27.36535 14.17075
## 2010-01-06 NA 1.579438 23.85796 27.05751 14.08569
## 2010-01-07 NA 1.549230 23.90628 27.35906 14.27943
## 2010-01-08 NA 1.536284 23.65933 27.05751 14.37393
## 2010-01-11 NA 1.575123 23.71301 27.60407 14.53459
## HR.Adjusted MPW.Adjusted OHI.Adjusted DOC.Adjusted SBRA.Adjusted
## 2010-01-04 NA 4.199804 7.588739 NA 9.662729
## 2010-01-05 NA 4.320753 7.716376 NA 9.798092
## 2010-01-06 NA 4.333263 7.700907 NA 9.558602
## 2010-01-07 NA 4.304069 7.708642 NA 9.798092
## 2010-01-08 NA 4.220657 7.673831 NA 10.100049
## 2010-01-11 NA 4.287387 7.693170 NA 9.860564
## NHI.Adjusted CTRE.Adjusted LTC.Adjusted CHCT.Adjusted UHT.Adjusted
## 2010-01-04 17.45256 NA 13.60855 NA 16.86645
## 2010-01-05 17.30286 NA 13.39607 NA 16.86119
## 2010-01-06 16.81511 NA 13.59372 NA 16.79280
## 2010-01-07 16.72819 NA 13.82103 NA 16.95588
## 2010-01-08 16.78613 NA 13.67279 NA 16.98746
## 2010-01-11 16.81511 NA 13.32689 NA 16.92958
## GMRE.Adjusted DHC.Adjusted WY.Adjusted RYN.Adjusted PCH.Adjusted
## 2010-01-04 NA 9.680446 10.53015 12.89141 16.03655
## 2010-01-05 NA 9.738517 10.75369 13.23563 16.10142
## 2010-01-06 NA 9.850203 10.63478 13.25086 16.30599
## 2010-01-07 NA 9.814464 10.58722 13.52197 16.35090
## 2010-01-08 NA 9.707249 10.48972 13.68951 16.30599
## 2010-01-11 NA 9.783194 10.55868 13.82049 16.19123
## AMT.Adjusted CCI.Adjusted SBAC.Adjusted UNIT.Adjusted CORR.Adjusted
## 2010-01-04 35.16531 28.89672 34.27257 NA 13.35731
## 2010-01-05 35.74789 29.17394 35.09113 NA 13.77722
## 2010-01-06 35.93399 28.75811 35.02292 NA 14.03717
## 2010-01-07 35.83690 28.28391 35.51991 NA 14.31712
## 2010-01-08 35.90971 28.42253 35.55890 NA 14.89700
## 2010-01-11 35.58606 28.42982 35.80251 NA 14.99698
## PW.Adjusted EQIX.Adjusted DLR.Adjusted VICI.Adjusted IRM.Adjusted
## 2010-01-04 9.308209 86.67096 29.50227 NA 9.347874
## 2010-01-05 9.370088 85.86405 29.69641 NA 9.376457
## 2010-01-06 9.325890 86.64724 29.29638 NA 9.678661
## 2010-01-07 9.370088 84.87521 29.55524 NA 9.833847
## 2010-01-08 9.591080 84.46381 29.88466 NA 9.862436
## 2010-01-11 9.440806 85.16001 29.73758 NA 9.935944
## GLPI.Adjusted LAMR.Adjusted EPR.Adjusted OUT.Adjusted SAFE.Adjusted
## 2010-01-04 NA 21.30769 16.41337 NA NA
## 2010-01-05 NA 21.82836 16.39940 NA NA
## 2010-01-06 NA 22.26993 16.26894 NA NA
## 2010-01-07 NA 21.85472 16.27826 NA NA
## 2010-01-08 NA 21.83495 16.23633 NA NA
## 2010-01-11 NA 21.78881 16.64166 NA NA
## FPI.Adjusted LAND.Adjusted NLY.Adjusted AGNC.Adjusted RITM.Adjusted
## 2010-01-04 NA NA 14.15120 4.612729 NA
## 2010-01-05 NA NA 14.15933 4.597187 NA
## 2010-01-06 NA NA 14.24874 4.541924 NA
## 2010-01-07 NA NA 14.15120 4.519470 NA
## 2010-01-08 NA NA 14.24874 4.576462 NA
## 2010-01-11 NA NA 14.31377 4.659359 NA
## TWO.Adjusted CIM.Adjusted RC.Adjusted PMT.Adjusted FBRT.Adjusted
## 2010-01-04 11.96757 3.412804 NA 4.439287 NA
## 2010-01-05 11.95537 3.491968 NA 4.408532 NA
## 2010-01-06 11.83338 3.518355 NA 4.416223 NA
## 2010-01-07 11.95537 3.597518 NA 4.444415 NA
## 2010-01-08 11.95537 3.579927 NA 4.418784 NA
## 2010-01-11 11.89437 3.606314 NA 4.439287 NA
## MFA.Adjusted NYMT.Adjusted RWT.Adjusted EFC.Adjusted ARR.Adjusted
## 2010-01-04 6.113247 1.241128 5.532669 NA 10.49986
## 2010-01-05 6.146204 1.244633 5.570772 NA 10.21338
## 2010-01-06 6.137962 1.232363 5.475513 NA 10.23830
## 2010-01-07 6.129726 1.228857 5.673652 NA 10.21338
## 2010-01-08 6.121485 1.204315 5.711757 NA 10.18847
## 2010-01-11 6.096769 1.174513 5.890843 NA 10.21338
## DX.Adjusted IVR.Adjusted ORC.Adjusted AJX.Adjusted CHMI.Adjusted
## 2010-01-04 6.168888 43.91830 NA NA NA
## 2010-01-05 6.231906 43.70733 NA NA NA
## 2010-01-06 6.273915 43.82241 NA NA NA
## 2010-01-07 6.273915 43.05529 NA NA NA
## 2010-01-08 6.308929 42.95940 NA NA NA
## 2010-01-11 6.364947 41.23334 NA NA NA
## AOMR.Adjusted MITT.Adjusted LFT.Adjusted EARN.Adjusted AAIC.Adjusted
## 2010-01-04 NA NA NA NA 3.799235
## 2010-01-05 NA NA NA NA 3.878787
## 2010-01-06 NA NA NA NA 3.876376
## 2010-01-07 NA NA NA NA 3.869145
## 2010-01-08 NA NA NA NA 3.881198
## 2010-01-11 NA NA NA NA 3.828163
## LOAN.Adjusted WMC.Adjusted STWD.Adjusted BXMT.Adjusted HASI.Adjusted
## 2010-01-04 0.519394 NA 5.121822 2.708894 NA
## 2010-01-05 0.519394 NA 5.100733 2.751553 NA
## 2010-01-06 0.519394 NA 5.048014 3.135492 NA
## 2010-01-07 0.499607 NA 5.037469 3.690068 NA
## 2010-01-08 0.494661 NA 5.119187 3.626079 NA
## 2010-01-11 0.494661 NA 5.216718 3.668738 NA
## ABR.Adjusted CMTG.Adjusted ARI.Adjusted LADR.Adjusted KREF.Adjusted
## 2010-01-04 0.784815 NA 4.586230 NA NA
## 2010-01-05 0.764896 NA 4.555908 NA NA
## 2010-01-06 0.852540 NA 4.548327 NA NA
## 2010-01-07 0.896362 NA 4.555908 NA NA
## 2010-01-08 0.916282 NA 4.563488 NA NA
## 2010-01-11 0.936200 NA 4.566015 NA NA
## BRSP.Adjusted ACRE.Adjusted TRTX.Adjusted BRMK.Adjusted
## 2010-01-04 NA NA NA NA
## 2010-01-05 NA NA NA NA
## 2010-01-06 NA NA NA NA
## 2010-01-07 NA NA NA NA
## 2010-01-08 NA NA NA NA
## 2010-01-11 NA NA NA NA
## AFCG.Adjusted GPMT.Adjusted REFI.Adjusted NREF.Adjusted
## 2010-01-04 NA NA NA NA
## 2010-01-05 NA NA NA NA
## 2010-01-06 NA NA NA NA
## 2010-01-07 NA NA NA NA
## 2010-01-08 NA NA NA NA
## 2010-01-11 NA NA NA NA
## SEVN.Adjusted SACH.Adjusted ACR.Adjusted
## 2010-01-04 7.035622 NA 19.32179
## 2010-01-05 7.060423 NA 19.28361
## 2010-01-06 7.126563 NA 19.47454
## 2010-01-07 7.105893 NA 20.58191
## 2010-01-08 7.126563 NA 21.49836
## 2010-01-11 7.159635 NA 21.68929
Q4.2 Replace “.Adjusted” with ““. Show the first six rows of data
using head()
names(dat_4.1) = gsub(pattern = ".Adjusted", replacement = "", x = names(dat_4.1))
head(dat_4.1,6)
## ARE BXP KRC VNO CUZ HIW OFC
## 2010-01-04 43.12879 43.64644 20.14190 29.86840 14.78186 17.59738 20.52097
## 2010-01-05 42.67408 44.30992 20.21481 29.64231 15.52095 17.12442 20.82769
## 2010-01-06 42.45012 44.51807 20.17503 29.52287 15.83215 17.05375 20.95833
## 2010-01-07 42.84375 44.71320 20.75165 29.97931 16.16280 17.36905 20.86176
## 2010-01-08 42.70123 44.13429 20.71188 29.64658 15.85160 17.24946 20.76521
## 2010-01-11 42.92520 44.34245 21.14269 29.74041 16.04609 17.34731 20.87880
## DEI EQC SLG HPP PGRE DEA PDM ESRT BDN OPI
## 2010-01-04 9.527956 13.40137 32.54272 NA NA NA NA NA 5.666383 31.71932
## 2010-01-05 9.642672 13.54772 31.93751 NA NA NA NA NA 5.721836 31.33266
## 2010-01-06 9.615680 13.79860 31.72467 NA NA NA NA NA 5.792413 31.52601
## 2010-01-07 9.777626 13.81951 32.52942 NA NA NA NA NA 5.847867 31.59505
## 2010-01-08 9.662912 13.56862 32.29665 NA NA NA NA NA 5.822661 31.73313
## 2010-01-11 9.791122 13.65225 32.87526 NA NA NA NA NA 5.822661 31.70552
## ONL CIO FSP CMCT NYC PLD REXR COLD EGP FR
## 2010-01-04 NA NA 6.465183 17.09539 NA 16.94889 NA NA 24.22865 4.254947
## 2010-01-05 NA NA 6.329948 16.89268 NA 17.19606 NA NA 23.70249 4.340670
## 2010-01-06 NA NA 6.242700 16.78005 NA 17.04240 NA NA 23.66446 4.231568
## 2010-01-07 NA NA 6.203436 16.75753 NA 17.18270 NA NA 23.74052 4.325084
## 2010-01-08 NA NA 6.155448 16.89268 NA 17.13594 NA NA 23.68982 4.231568
## 2010-01-11 NA NA 6.103098 17.88371 NA 17.15598 NA NA 23.74052 4.348461
## STAG TRNO IIPR LXP PLYM INDT ILPT KIM REG
## 2010-01-04 NA NA NA 2.945247 NA 24.95744 NA 7.612265 21.17593
## 2010-01-05 NA NA NA 2.954567 NA 24.48541 NA 7.573256 21.32819
## 2010-01-06 NA NA NA 2.912625 NA 23.98764 NA 7.606692 21.35864
## 2010-01-07 NA NA NA 2.940587 NA 24.07346 NA 7.863033 21.52308
## 2010-01-08 NA NA NA 2.977869 NA 24.33951 NA 7.762725 21.48654
## 2010-01-11 NA NA NA 2.991850 NA 24.54549 NA 7.874182 21.80932
## FRT BRX KRG PECO SITC SKT ROIC UE IVT
## 2010-01-04 43.90084 NA 8.264448 NA 8.401088 11.04945 6.406981 NA NA
## 2010-01-05 43.84844 NA 8.063854 NA 8.328428 11.23726 6.444744 NA NA
## 2010-01-06 43.73056 NA 8.264448 NA 8.174029 11.45352 6.451038 NA NA
## 2010-01-07 43.71745 NA 8.645575 NA 8.537320 11.32547 6.469917 NA NA
## 2010-01-08 43.44237 NA 8.665637 NA 8.455581 11.16612 6.476214 NA NA
## 2010-01-11 43.98599 NA 8.625517 NA 8.510074 11.21734 6.457332 NA NA
## AKR ALEX BFS RPT UBA WSR CTO UBP WHLR
## 2010-01-04 10.57934 NA 19.85815 5.038890 7.861881 NA 7.698834 7.444953 NA
## 2010-01-05 10.51697 NA 19.52818 4.846453 7.745224 NA 7.598242 7.479977 NA
## 2010-01-06 10.47954 NA 19.34819 4.750230 7.700384 NA 7.491223 7.398726 NA
## 2010-01-07 10.61678 NA 19.89415 4.760358 7.705536 NA 7.611083 7.271777 NA
## 2010-01-08 10.41717 NA 20.69208 4.704654 7.607608 NA 7.634625 7.124511 NA
## 2010-01-11 10.49202 NA 20.81207 4.699586 7.695230 NA 7.692416 7.205762 NA
## SPG MAC CBL O STOR NNN ADC SRC EPRT FCPT
## 2010-01-04 43.83768 17.52952 NA 13.90158 NA 11.36129 12.18415 NA NA NA
## 2010-01-05 43.53774 17.32324 NA 14.13593 NA 11.32939 12.10200 NA NA NA
## 2010-01-06 43.04892 16.77481 NA 14.12530 NA 11.43572 11.94283 NA NA NA
## 2010-01-07 43.60994 16.84022 NA 14.42356 NA 11.48357 11.99418 NA NA NA
## 2010-01-08 42.56566 16.52323 NA 14.62064 NA 11.31876 11.87609 NA NA NA
## 2010-01-11 42.60453 16.56852 NA 14.50878 NA 11.38256 11.88122 NA NA NA
## GTY NTST RTL PSTL PINE AVB EQR MAA ESS
## 2010-01-04 12.00436 NA NA NA NA 53.51211 18.74069 29.83469 55.39895
## 2010-01-05 11.79668 NA NA NA NA 53.11013 18.66775 29.80994 55.73421
## 2010-01-06 11.77136 NA NA NA NA 52.60926 18.77436 29.90898 56.12312
## 2010-01-07 11.82201 NA NA NA NA 52.71470 18.95391 30.05137 56.70650
## 2010-01-08 11.80682 NA NA NA NA 52.31932 18.71264 29.85326 56.12312
## 2010-01-11 11.79162 NA NA NA NA 53.03762 18.65653 30.00804 56.16335
## UDR CPT AIRC IRT ELME VRE NXRT AIV CSR
## 2010-01-04 10.28221 25.23881 NA NA 15.03765 21.16621 NA 1.145268 42.51284
## 2010-01-05 10.26952 25.18405 NA NA 14.92768 21.75066 NA 1.173972 40.85773
## 2010-01-06 10.19975 24.87991 NA NA 14.91668 21.99576 NA 1.194782 40.00651
## 2010-01-07 10.27587 24.83123 NA NA 15.03215 22.36027 NA 1.238555 40.43212
## 2010-01-08 10.07289 24.45408 NA NA 15.02665 22.28485 NA 1.209851 40.57398
## 2010-01-11 10.14266 24.52709 NA NA 15.05964 22.58021 NA 1.219180 40.52670
## BRT CLPR BHM SUI ELS UMH INVH AMH WPC BNL
## 2010-01-04 3.557935 NA NA 11.28528 9.186096 3.902713 NA NA 12.99001 NA
## 2010-01-05 3.536371 NA NA 11.22327 9.226365 3.856797 NA NA 12.92435 NA
## 2010-01-06 3.514808 NA NA 11.56149 9.193421 3.810886 NA NA 12.76022 NA
## 2010-01-07 3.521995 NA NA 11.56713 9.105569 3.806292 NA NA 12.96186 NA
## 2010-01-08 3.529184 NA NA 11.57276 9.068962 3.810886 NA NA 12.98532 NA
## 2010-01-11 3.543559 NA NA 11.57276 9.065298 3.865981 NA NA 13.06504 NA
## JBGS AAT GNL SVC ALX AHH GOOD STAR OLP MDV
## 2010-01-04 NA NA NA 10.68936 123.8201 NA 4.637638 1.876681 3.461108 NA
## 2010-01-05 NA NA NA 10.86645 123.0840 NA 4.489704 1.985869 3.590164 NA
## 2010-01-06 NA NA NA 10.93911 123.7543 NA 4.548189 2.122355 3.828725 NA
## 2010-01-07 NA NA NA 11.05717 125.9707 NA 4.555068 2.320261 3.926497 NA
## 2010-01-08 NA NA NA 11.19794 125.6993 NA 4.637638 2.313436 3.887388 NA
## 2010-01-11 NA NA NA 11.37049 119.9546 NA 4.579153 2.361206 4.079020 NA
## MDRR SQFT GIPR HST RHP APLE PK SHO PEB DRH
## 2010-01-04 NA NA NA 8.109558 11.65321 NA NA 6.320421 15.18675 5.927490
## 2010-01-05 NA NA NA 8.294801 11.57444 NA NA 6.376478 15.46417 6.201275
## 2010-01-06 NA NA NA 8.342829 11.91205 NA NA 6.355457 15.47128 6.187586
## 2010-01-07 NA NA NA 8.651568 11.90080 NA NA 6.551658 15.15830 6.303946
## 2010-01-08 NA NA NA 8.569238 12.16526 NA NA 6.600707 15.02314 6.139673
## 2010-01-11 NA NA NA 8.493765 12.41847 NA NA 6.838949 14.95913 6.365548
## RLJ XHR INN CLDT HT BHR AHT SOHO IHT PSA
## 2010-01-04 NA NA NA NA 7.147985 NA 171.1183 1.246318 0.989080 50.30446
## 2010-01-05 NA NA NA NA 7.456851 NA 175.3521 1.252427 0.989080 50.71882
## 2010-01-06 NA NA NA NA 7.743652 NA 184.1726 1.246318 1.061673 50.41119
## 2010-01-07 NA NA NA NA 7.831898 NA 190.5234 1.289084 1.143340 50.34214
## 2010-01-08 NA NA NA NA 7.765713 NA 198.2854 1.374615 1.170563 49.42556
## 2010-01-11 NA NA NA NA 8.162826 NA 206.4004 1.545679 1.225008 49.76458
## EXR CUBE LSI NSA SELF WELL VTR PEAK
## 2010-01-04 7.784089 4.678254 14.30293 NA 1.579438 23.64322 27.23343 14.20855
## 2010-01-05 7.731719 4.772666 14.12296 NA 1.579438 23.97607 27.36535 14.17075
## 2010-01-06 7.757905 4.720575 14.09496 NA 1.579438 23.85796 27.05751 14.08569
## 2010-01-07 7.698982 4.733598 14.13895 NA 1.549230 23.90628 27.35906 14.27943
## 2010-01-08 7.528767 4.661975 14.00296 NA 1.536284 23.65933 27.05751 14.37393
## 2010-01-11 7.587687 4.753132 14.53492 NA 1.575123 23.71301 27.60407 14.53459
## HR MPW OHI DOC SBRA NHI CTRE LTC CHCT
## 2010-01-04 NA 4.199804 7.588739 NA 9.662729 17.45256 NA 13.60855 NA
## 2010-01-05 NA 4.320753 7.716376 NA 9.798092 17.30286 NA 13.39607 NA
## 2010-01-06 NA 4.333263 7.700907 NA 9.558602 16.81511 NA 13.59372 NA
## 2010-01-07 NA 4.304069 7.708642 NA 9.798092 16.72819 NA 13.82103 NA
## 2010-01-08 NA 4.220657 7.673831 NA 10.100049 16.78613 NA 13.67279 NA
## 2010-01-11 NA 4.287387 7.693170 NA 9.860564 16.81511 NA 13.32689 NA
## UHT GMRE DHC WY RYN PCH AMT CCI
## 2010-01-04 16.86645 NA 9.680446 10.53015 12.89141 16.03655 35.16531 28.89672
## 2010-01-05 16.86119 NA 9.738517 10.75369 13.23563 16.10142 35.74789 29.17394
## 2010-01-06 16.79280 NA 9.850203 10.63478 13.25086 16.30599 35.93399 28.75811
## 2010-01-07 16.95588 NA 9.814464 10.58722 13.52197 16.35090 35.83690 28.28391
## 2010-01-08 16.98746 NA 9.707249 10.48972 13.68951 16.30599 35.90971 28.42253
## 2010-01-11 16.92958 NA 9.783194 10.55868 13.82049 16.19123 35.58606 28.42982
## SBAC UNIT CORR PW EQIX DLR VICI IRM GLPI
## 2010-01-04 34.27257 NA 13.35731 9.308209 86.67096 29.50227 NA 9.347874 NA
## 2010-01-05 35.09113 NA 13.77722 9.370088 85.86405 29.69641 NA 9.376457 NA
## 2010-01-06 35.02292 NA 14.03717 9.325890 86.64724 29.29638 NA 9.678661 NA
## 2010-01-07 35.51991 NA 14.31712 9.370088 84.87521 29.55524 NA 9.833847 NA
## 2010-01-08 35.55890 NA 14.89700 9.591080 84.46381 29.88466 NA 9.862436 NA
## 2010-01-11 35.80251 NA 14.99698 9.440806 85.16001 29.73758 NA 9.935944 NA
## LAMR EPR OUT SAFE FPI LAND NLY AGNC RITM TWO
## 2010-01-04 21.30769 16.41337 NA NA NA NA 14.15120 4.612729 NA 11.96757
## 2010-01-05 21.82836 16.39940 NA NA NA NA 14.15933 4.597187 NA 11.95537
## 2010-01-06 22.26993 16.26894 NA NA NA NA 14.24874 4.541924 NA 11.83338
## 2010-01-07 21.85472 16.27826 NA NA NA NA 14.15120 4.519470 NA 11.95537
## 2010-01-08 21.83495 16.23633 NA NA NA NA 14.24874 4.576462 NA 11.95537
## 2010-01-11 21.78881 16.64166 NA NA NA NA 14.31377 4.659359 NA 11.89437
## CIM RC PMT FBRT MFA NYMT RWT EFC ARR
## 2010-01-04 3.412804 NA 4.439287 NA 6.113247 1.241128 5.532669 NA 10.49986
## 2010-01-05 3.491968 NA 4.408532 NA 6.146204 1.244633 5.570772 NA 10.21338
## 2010-01-06 3.518355 NA 4.416223 NA 6.137962 1.232363 5.475513 NA 10.23830
## 2010-01-07 3.597518 NA 4.444415 NA 6.129726 1.228857 5.673652 NA 10.21338
## 2010-01-08 3.579927 NA 4.418784 NA 6.121485 1.204315 5.711757 NA 10.18847
## 2010-01-11 3.606314 NA 4.439287 NA 6.096769 1.174513 5.890843 NA 10.21338
## DX IVR ORC AJX CHMI AOMR MITT LFT EARN AAIC LOAN
## 2010-01-04 6.168888 43.91830 NA NA NA NA NA NA NA 3.799235 0.519394
## 2010-01-05 6.231906 43.70733 NA NA NA NA NA NA NA 3.878787 0.519394
## 2010-01-06 6.273915 43.82241 NA NA NA NA NA NA NA 3.876376 0.519394
## 2010-01-07 6.273915 43.05529 NA NA NA NA NA NA NA 3.869145 0.499607
## 2010-01-08 6.308929 42.95940 NA NA NA NA NA NA NA 3.881198 0.494661
## 2010-01-11 6.364947 41.23334 NA NA NA NA NA NA NA 3.828163 0.494661
## WMC STWD BXMT HASI ABR CMTG ARI LADR KREF BRSP
## 2010-01-04 NA 5.121822 2.708894 NA 0.784815 NA 4.586230 NA NA NA
## 2010-01-05 NA 5.100733 2.751553 NA 0.764896 NA 4.555908 NA NA NA
## 2010-01-06 NA 5.048014 3.135492 NA 0.852540 NA 4.548327 NA NA NA
## 2010-01-07 NA 5.037469 3.690068 NA 0.896362 NA 4.555908 NA NA NA
## 2010-01-08 NA 5.119187 3.626079 NA 0.916282 NA 4.563488 NA NA NA
## 2010-01-11 NA 5.216718 3.668738 NA 0.936200 NA 4.566015 NA NA NA
## ACRE TRTX BRMK AFCG GPMT REFI NREF SEVN SACH ACR
## 2010-01-04 NA NA NA NA NA NA NA 7.035622 NA 19.32179
## 2010-01-05 NA NA NA NA NA NA NA 7.060423 NA 19.28361
## 2010-01-06 NA NA NA NA NA NA NA 7.126563 NA 19.47454
## 2010-01-07 NA NA NA NA NA NA NA 7.105893 NA 20.58191
## 2010-01-08 NA NA NA NA NA NA NA 7.126563 NA 21.49836
## 2010-01-11 NA NA NA NA NA NA NA 7.159635 NA 21.68929