Final exam
Bayarmaa_munkhjargal
2023-01-13
#installing packages
if (!require("pacman")) install.packages("pacman")## Loading required package: pacmanpacman::p_load(tidyverse, lubridate, tidyquant, readxl, writexl)
library(tidyverse)
library(lubridate)
library(purrr)
library(tidyquant)
library(readxl)
library(writexl)# Uploading DATA
data <- read_xlsx('Constituent Companies of the FTSE Nareit All REITs Index_modified_2022.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,…# 2.Data Wrangling
## 2.1 Delete ‘No’ column. Rename columns
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## 2.2 Convert columns into categorical data
data2 <- 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(data2)## # 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.# 1.Unique categories
# 1.1 What are the unique categories of property sectors?
sector_cat <- data %>% pull(Property_Sector) %>% as.factor() %>% levels()
data11 <- as.tibble(sector_cat)## Warning: `as.tibble()` was deprecated in tibble 2.0.0.
## ℹ Please use `as_tibble()` instead.
## ℹ The signature and semantics have changed, see `?as_tibble`.colnames(data11) <- c("Property Sector")
data11## # 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## 1.2. What are the unique categories of property subsectors?
subsector_cat <- data %>% pull(Property_Subsector) %>% as.factor() %>% levels()
data12 <- as.tibble(subsector_cat)
colnames(data12) <- c("Property Subsector")
data12## # 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## 1.3 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.## `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.# 3.Group analysis and plotting
## 3.1 Select firms with ‘Investment_Sector’ equal to ‘Equity’.
data31 <- data %>% filter(Investment_Sector == "Equity")
data31## # 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## 3.2 Compute the sum of MKV by Property Sector.
data32 <- data %>% group_by(Property_Sector) %>% summarize(MKV=sum(MKV_mio)) %>%
ungroup() %>% mutate(MKV_text= scales::dollar(MKV))
data32## # 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. $31,185## 3.3 Plot the MKV by Property Sector.
data33 <- data %>% group_by(Property_Sector) %>% summarize(MKV= sum(MKV_mio)) %>% ungroup() %>% mutate(MKV_text= scales::dollar(MKV))
data33 %>% ggplot(aes(x=MKV, y= reorder(Property_Sector,MKV))) + geom_col(fill="pink")+ geom_label(mapping = aes(label=MKV_text))+
scale_x_continuous(labels= scales::dollar, limits = c(0,200000))+ theme_tq()+ scale_fill_tq()+
labs(
title="Market Value by Equity Property Sector($M)",
x="Market Value", y="Property Sector")
# 4.Download price from yahoo finance
## 4.1 Download each Symbol’s daily adjusted closing price
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
data41 <- lapply(ticker, Ad)
data41 <- do.call(merge, data41)
head(data41)## ARE.Adjusted BXP.Adjusted KRC.Adjusted VNO.Adjusted CUZ.Adjusted
## 2010-01-04 43.12880 43.64644 20.14190 29.86839 14.78186
## 2010-01-05 42.67409 44.30993 20.21481 29.64231 15.52095
## 2010-01-06 42.45013 44.51807 20.17504 29.52287 15.83215
## 2010-01-07 42.84376 44.71320 20.75166 29.97931 16.16280
## 2010-01-08 42.70123 44.13430 20.71188 29.64659 15.85160
## 2010-01-11 42.92520 44.34244 21.14270 29.74042 16.04610
## HIW.Adjusted OFC.Adjusted DEI.Adjusted EQC.Adjusted SLG.Adjusted
## 2010-01-04 17.59738 20.52098 9.527955 13.40136 32.54274
## 2010-01-05 17.12442 20.82769 9.642670 13.54771 31.93751
## 2010-01-06 17.05375 20.95832 9.615678 13.79860 31.72467
## 2010-01-07 17.36906 20.86177 9.777629 13.81951 32.52943
## 2010-01-08 17.24946 20.76521 9.662911 13.56862 32.29665
## 2010-01-11 17.34730 20.87881 9.791121 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 31.71933 NA NA 6.465184
## 2010-01-05 5.721834 31.33266 NA NA 6.329948
## 2010-01-06 5.792413 31.52598 NA NA 6.242698
## 2010-01-07 5.847867 31.59505 NA NA 6.203437
## 2010-01-08 5.822661 31.73313 NA NA 6.155447
## 2010-01-11 5.822661 31.70550 NA NA 6.103098
## CMCT.Adjusted NYC.Adjusted PLD.Adjusted REXR.Adjusted COLD.Adjusted
## 2010-01-04 17.09539 NA 16.94888 NA NA
## 2010-01-05 16.89267 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 16.89267 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 23.66445 4.231569 NA NA NA
## 2010-01-07 23.74053 4.325084 NA NA NA
## 2010-01-08 23.68981 4.231569 NA NA NA
## 2010-01-11 23.74053 4.348463 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 2.954568 NA 24.48541 NA 7.573257
## 2010-01-06 2.912626 NA 23.98764 NA 7.606692
## 2010-01-07 2.940587 NA 24.07346 NA 7.863036
## 2010-01-08 2.977869 NA 24.33951 NA 7.762729
## 2010-01-11 2.991849 NA 24.54549 NA 7.874183
## REG.Adjusted FRT.Adjusted BRX.Adjusted KRG.Adjusted PECO.Adjusted
## 2010-01-04 21.17594 43.90084 NA 8.264446 NA
## 2010-01-05 21.32818 43.84843 NA 8.063853 NA
## 2010-01-06 21.35864 43.73055 NA 8.264446 NA
## 2010-01-07 21.52308 43.71746 NA 8.645574 NA
## 2010-01-08 21.48654 43.44239 NA 8.665634 NA
## 2010-01-11 21.80933 43.98598 NA 8.625518 NA
## SITC.Adjusted SKT.Adjusted ROIC.Adjusted UE.Adjusted IVT.Adjusted
## 2010-01-04 8.401089 11.04945 6.406983 NA NA
## 2010-01-05 8.328428 11.23726 6.444744 NA NA
## 2010-01-06 8.174030 11.45352 6.451035 NA NA
## 2010-01-07 8.537322 11.32548 6.469917 NA NA
## 2010-01-08 8.455579 11.16612 6.476212 NA NA
## 2010-01-11 8.510076 11.21734 6.457330 NA NA
## AKR.Adjusted ALEX.Adjusted BFS.Adjusted RPT.Adjusted UBA.Adjusted
## 2010-01-04 10.57935 NA 19.85814 5.038891 7.861887
## 2010-01-05 10.51697 NA 19.52819 4.846450 7.745226
## 2010-01-06 10.47954 NA 19.34819 4.750231 7.700385
## 2010-01-07 10.61678 NA 19.89414 4.760360 7.705538
## 2010-01-08 10.41717 NA 20.69207 4.704655 7.607609
## 2010-01-11 10.49202 NA 20.81207 4.699589 7.695230
## WSR.Adjusted CTO.Adjusted UBP.Adjusted WHLR.Adjusted SPG.Adjusted
## 2010-01-04 NA 7.698835 7.444952 NA 43.83769
## 2010-01-05 NA 7.598242 7.479976 NA 43.53773
## 2010-01-06 NA 7.491222 7.398727 NA 43.04890
## 2010-01-07 NA 7.611083 7.271776 NA 43.60994
## 2010-01-08 NA 7.634625 7.124512 NA 42.56565
## 2010-01-11 NA 7.692416 7.205760 NA 42.60453
## MAC.Adjusted CBL.Adjusted O.Adjusted STOR.Adjusted NNN.Adjusted
## 2010-01-04 17.52952 NA 13.90159 NA 11.36129
## 2010-01-05 17.32324 NA 14.13594 NA 11.32939
## 2010-01-06 16.77481 NA 14.12529 NA 11.43572
## 2010-01-07 16.84022 NA 14.42356 NA 11.48357
## 2010-01-08 16.52323 NA 14.62063 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 11.79669
## 2010-01-06 11.94283 NA NA NA 11.77137
## 2010-01-07 11.99418 NA NA NA 11.82201
## 2010-01-08 11.87608 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 53.51212
## 2010-01-05 NA NA NA NA 53.11009
## 2010-01-06 NA NA NA NA 52.60928
## 2010-01-07 NA NA NA NA 52.71471
## 2010-01-08 NA NA NA NA 52.31929
## 2010-01-11 NA NA NA NA 53.03763
## EQR.Adjusted MAA.Adjusted ESS.Adjusted UDR.Adjusted CPT.Adjusted
## 2010-01-04 18.74069 29.57461 55.39894 10.28221 25.23881
## 2010-01-05 18.66775 29.55007 55.73420 10.26952 25.18406
## 2010-01-06 18.77436 29.64826 56.12310 10.19975 24.87991
## 2010-01-07 18.95391 29.78943 56.70650 10.27587 24.83124
## 2010-01-08 18.71264 29.59303 56.12310 10.07289 24.45408
## 2010-01-11 18.65652 29.74645 56.16336 10.14266 24.52708
## AIRC.Adjusted IRT.Adjusted ELME.Adjusted VRE.Adjusted NXRT.Adjusted
## 2010-01-04 NA NA 15.03764 21.16620 NA
## 2010-01-05 NA NA 14.92768 21.75067 NA
## 2010-01-06 NA NA 14.91668 21.99577 NA
## 2010-01-07 NA NA 15.03214 22.36026 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 1.145269 42.51285 3.557935 NA NA
## 2010-01-05 1.173972 40.85772 3.536371 NA NA
## 2010-01-06 1.194782 40.00651 3.514807 NA NA
## 2010-01-07 1.238555 40.43212 3.521996 NA NA
## 2010-01-08 1.209851 40.57398 3.529183 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 9.186099 3.902713 NA NA
## 2010-01-05 11.22327 9.226366 3.856799 NA NA
## 2010-01-06 11.56149 9.193421 3.810885 NA NA
## 2010-01-07 11.56713 9.105565 3.806294 NA NA
## 2010-01-08 11.57277 9.068960 3.810885 NA NA
## 2010-01-11 11.57277 9.065299 3.865982 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 12.96187 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 4.637640 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 4.555070 2.320260
## 2010-01-08 11.19794 125.6993 NA 4.637640 2.313436
## 2010-01-11 11.37050 119.9547 NA 4.579153 2.361206
## OLP.Adjusted MDV.Adjusted MDRR.Adjusted SQFT.Adjusted GIPR.Adjusted
## 2010-01-04 3.461107 NA NA NA NA
## 2010-01-05 3.590164 NA NA NA NA
## 2010-01-06 3.828727 NA NA NA NA
## 2010-01-07 3.926499 NA NA NA NA
## 2010-01-08 3.887390 NA NA NA NA
## 2010-01-11 4.079021 NA NA NA NA
## HST.Adjusted RHP.Adjusted APLE.Adjusted PK.Adjusted SHO.Adjusted
## 2010-01-04 8.109556 11.65321 NA NA 6.320421
## 2010-01-05 8.294800 11.57444 NA NA 6.376478
## 2010-01-06 8.342831 11.91205 NA NA 6.355456
## 2010-01-07 8.651568 11.90080 NA NA 6.551656
## 2010-01-08 8.569238 12.16526 NA NA 6.600706
## 2010-01-11 8.493771 12.41847 NA NA 6.838948
## PEB.Adjusted DRH.Adjusted RLJ.Adjusted XHR.Adjusted INN.Adjusted
## 2010-01-04 15.18675 5.927489 NA NA NA
## 2010-01-05 15.46417 6.201276 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 15.02315 6.139674 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 7.147984 NA 171.1183 1.246318
## 2010-01-05 NA 7.456850 NA 175.3522 1.252427
## 2010-01-06 NA 7.743650 NA 184.1726 1.246318
## 2010-01-07 NA 7.831897 NA 190.5234 1.289084
## 2010-01-08 NA 7.765709 NA 198.2855 1.374615
## 2010-01-11 NA 8.162825 NA 206.4003 1.545678
## IHT.Adjusted PSA.Adjusted EXR.Adjusted CUBE.Adjusted LSI.Adjusted
## 2010-01-04 0.989080 50.30447 7.784089 4.678253 14.13645
## 2010-01-05 0.989080 50.71881 7.731717 4.772665 13.95855
## 2010-01-06 1.061673 50.41121 7.757902 4.720574 13.93088
## 2010-01-07 1.143340 50.34212 7.698983 4.733599 13.97437
## 2010-01-08 1.170563 49.42556 7.528767 4.661975 13.83996
## 2010-01-11 1.225008 49.76457 7.587688 4.753132 14.36573
## NSA.Adjusted SELF.Adjusted WELL.Adjusted VTR.Adjusted PEAK.Adjusted
## 2010-01-04 NA 1.579438 23.64323 27.23341 14.20855
## 2010-01-05 NA 1.579438 23.97607 27.36535 14.17075
## 2010-01-06 NA 1.579438 23.85796 27.05752 14.08569
## 2010-01-07 NA 1.549230 23.90628 27.35906 14.27943
## 2010-01-08 NA 1.536284 23.65932 27.05752 14.37393
## 2010-01-11 NA 1.575123 23.71302 27.60407 14.53459
## HR.Adjusted MPW.Adjusted OHI.Adjusted DOC.Adjusted SBRA.Adjusted
## 2010-01-04 NA 4.199804 7.588738 NA 9.662730
## 2010-01-05 NA 4.320752 7.716382 NA 9.798090
## 2010-01-06 NA 4.333263 7.700903 NA 9.558603
## 2010-01-07 NA 4.304070 7.708642 NA 9.798090
## 2010-01-08 NA 4.220657 7.673831 NA 10.100050
## 2010-01-11 NA 4.287387 7.693167 NA 9.860565
## NHI.Adjusted CTRE.Adjusted LTC.Adjusted CHCT.Adjusted UHT.Adjusted
## 2010-01-04 17.45256 NA 13.60855 NA 16.86645
## 2010-01-05 17.30287 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 16.95589
## 2010-01-08 16.78614 NA 13.67278 NA 16.98745
## 2010-01-11 16.81511 NA 13.32688 NA 16.92958
## GMRE.Adjusted DHC.Adjusted WY.Adjusted RYN.Adjusted PCH.Adjusted
## 2010-01-04 NA 9.680449 10.53015 12.89141 16.03655
## 2010-01-05 NA 9.738523 10.75369 13.23562 16.10142
## 2010-01-06 NA 9.850202 10.63478 13.25086 16.30599
## 2010-01-07 NA 9.814461 10.58722 13.52197 16.35090
## 2010-01-08 NA 9.707251 10.48972 13.68951 16.30599
## 2010-01-11 NA 9.783191 10.55868 13.82049 16.19123
## AMT.Adjusted CCI.Adjusted SBAC.Adjusted UNIT.Adjusted CORR.Adjusted
## 2010-01-04 35.16530 28.89672 34.27257 NA 13.35731
## 2010-01-05 35.74788 29.17394 35.09113 NA 13.77722
## 2010-01-06 35.93398 28.75811 35.02293 NA 14.03717
## 2010-01-07 35.83689 28.28392 35.51991 NA 14.31711
## 2010-01-08 35.90971 28.42251 35.55889 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 86.67098 29.50229 NA 9.347873
## 2010-01-05 9.370089 85.86406 29.69641 NA 9.376455
## 2010-01-06 9.325888 86.64723 29.29639 NA 9.678658
## 2010-01-07 9.370089 84.87521 29.55523 NA 9.833848
## 2010-01-08 9.591081 84.46383 29.88466 NA 9.862433
## 2010-01-11 9.440806 85.16000 29.73759 NA 9.935942
## 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 16.39939 NA NA
## 2010-01-06 NA 22.26993 16.26895 NA NA
## 2010-01-07 NA 21.85472 16.27826 NA NA
## 2010-01-08 NA 21.83495 16.23634 NA NA
## 2010-01-11 NA 21.78882 16.64166 NA NA
## FPI.Adjusted LAND.Adjusted NLY.Adjusted AGNC.Adjusted RITM.Adjusted
## 2010-01-04 NA NA 14.15120 4.612730 NA
## 2010-01-05 NA NA 14.15933 4.597188 NA
## 2010-01-06 NA NA 14.24874 4.541924 NA
## 2010-01-07 NA NA 14.15120 4.519475 NA
## 2010-01-08 NA NA 14.24874 4.576464 NA
## 2010-01-11 NA NA 14.31377 4.659357 NA
## TWO.Adjusted CIM.Adjusted RC.Adjusted PMT.Adjusted FBRT.Adjusted
## 2010-01-04 11.96757 3.412805 NA 4.439290 NA
## 2010-01-05 11.95537 3.491967 NA 4.408531 NA
## 2010-01-06 11.83338 3.518355 NA 4.416220 NA
## 2010-01-07 11.95537 3.597518 NA 4.444414 NA
## 2010-01-08 11.95537 3.579927 NA 4.418785 NA
## 2010-01-11 11.89437 3.606315 NA 4.439290 NA
## MFA.Adjusted NYMT.Adjusted RWT.Adjusted EFC.Adjusted ARR.Adjusted
## 2010-01-04 6.113248 1.241128 5.532669 NA 10.49985
## 2010-01-05 6.146202 1.244634 5.570774 NA 10.21338
## 2010-01-06 6.137962 1.232363 5.475513 NA 10.23829
## 2010-01-07 6.129726 1.228857 5.673652 NA 10.21338
## 2010-01-08 6.121486 1.204315 5.711757 NA 10.18847
## 2010-01-11 6.096770 1.174514 5.890841 NA 10.21338
## DX.Adjusted IVR.Adjusted ORC.Adjusted AJX.Adjusted CHMI.Adjusted
## 2010-01-04 6.168885 43.91830 NA NA NA
## 2010-01-05 6.231905 43.70733 NA NA NA
## 2010-01-06 6.273918 43.82242 NA NA NA
## 2010-01-07 6.273918 43.05528 NA NA NA
## 2010-01-08 6.308928 42.95941 NA NA NA
## 2010-01-11 6.364945 41.23335 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 3.878788
## 2010-01-06 NA NA NA NA 3.876377
## 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 5.121821 2.708894 NA
## 2010-01-05 0.519394 NA 5.100734 2.751554 NA
## 2010-01-06 0.519394 NA 5.048012 3.135491 NA
## 2010-01-07 0.499607 NA 5.037468 3.690068 NA
## 2010-01-08 0.494661 NA 5.119187 3.626079 NA
## 2010-01-11 0.494661 NA 5.216720 3.668739 NA
## ABR.Adjusted CMTG.Adjusted ARI.Adjusted LADR.Adjusted KREF.Adjusted
## 2010-01-04 0.784815 NA 4.586231 NA NA
## 2010-01-05 0.764896 NA 4.555910 NA NA
## 2010-01-06 0.852540 NA 4.548328 NA NA
## 2010-01-07 0.896362 NA 4.555910 NA NA
## 2010-01-08 0.916282 NA 4.563490 NA NA
## 2010-01-11 0.936201 NA 4.566016 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 7.035621 NA 19.32179
## 2010-01-05 7.060426 NA 19.28361
## 2010-01-06 7.126565 NA 19.47454
## 2010-01-07 7.105896 NA 20.58191
## 2010-01-08 7.126565 NA 21.49835
## 2010-01-11 7.159635 NA 21.68929## 4.2 Replace “.Adjusted” with "". Show the first six rows of data using head().
names(data41) = gsub(pattern = ".Adjusted", replacement = "", x = names(data41))
head(data41,6)## ARE BXP KRC VNO CUZ HIW OFC
## 2010-01-04 43.12880 43.64644 20.14190 29.86839 14.78186 17.59738 20.52098
## 2010-01-05 42.67409 44.30993 20.21481 29.64231 15.52095 17.12442 20.82769
## 2010-01-06 42.45013 44.51807 20.17504 29.52287 15.83215 17.05375 20.95832
## 2010-01-07 42.84376 44.71320 20.75166 29.97931 16.16280 17.36906 20.86177
## 2010-01-08 42.70123 44.13430 20.71188 29.64659 15.85160 17.24946 20.76521
## 2010-01-11 42.92520 44.34244 21.14270 29.74042 16.04610 17.34730 20.87881
## DEI EQC SLG HPP PGRE DEA PDM ESRT BDN OPI
## 2010-01-04 9.527955 13.40136 32.54274 NA NA NA NA NA 5.666383 31.71933
## 2010-01-05 9.642670 13.54771 31.93751 NA NA NA NA NA 5.721834 31.33266
## 2010-01-06 9.615678 13.79860 31.72467 NA NA NA NA NA 5.792413 31.52598
## 2010-01-07 9.777629 13.81951 32.52943 NA NA NA NA NA 5.847867 31.59505
## 2010-01-08 9.662911 13.56862 32.29665 NA NA NA NA NA 5.822661 31.73313
## 2010-01-11 9.791121 13.65225 32.87526 NA NA NA NA NA 5.822661 31.70550
## ONL CIO FSP CMCT NYC PLD REXR COLD EGP FR
## 2010-01-04 NA NA 6.465184 17.09539 NA 16.94888 NA NA 24.22865 4.254947
## 2010-01-05 NA NA 6.329948 16.89267 NA 17.19606 NA NA 23.70249 4.340670
## 2010-01-06 NA NA 6.242698 16.78005 NA 17.04240 NA NA 23.66445 4.231569
## 2010-01-07 NA NA 6.203437 16.75753 NA 17.18270 NA NA 23.74053 4.325084
## 2010-01-08 NA NA 6.155447 16.89267 NA 17.13594 NA NA 23.68981 4.231569
## 2010-01-11 NA NA 6.103098 17.88371 NA 17.15598 NA NA 23.74053 4.348463
## STAG TRNO IIPR LXP PLYM INDT ILPT KIM REG
## 2010-01-04 NA NA NA 2.945247 NA 24.95744 NA 7.612265 21.17594
## 2010-01-05 NA NA NA 2.954568 NA 24.48541 NA 7.573257 21.32818
## 2010-01-06 NA NA NA 2.912626 NA 23.98764 NA 7.606692 21.35864
## 2010-01-07 NA NA NA 2.940587 NA 24.07346 NA 7.863036 21.52308
## 2010-01-08 NA NA NA 2.977869 NA 24.33951 NA 7.762729 21.48654
## 2010-01-11 NA NA NA 2.991849 NA 24.54549 NA 7.874183 21.80933
## FRT BRX KRG PECO SITC SKT ROIC UE IVT
## 2010-01-04 43.90084 NA 8.264446 NA 8.401089 11.04945 6.406983 NA NA
## 2010-01-05 43.84843 NA 8.063853 NA 8.328428 11.23726 6.444744 NA NA
## 2010-01-06 43.73055 NA 8.264446 NA 8.174030 11.45352 6.451035 NA NA
## 2010-01-07 43.71746 NA 8.645574 NA 8.537322 11.32548 6.469917 NA NA
## 2010-01-08 43.44239 NA 8.665634 NA 8.455579 11.16612 6.476212 NA NA
## 2010-01-11 43.98598 NA 8.625518 NA 8.510076 11.21734 6.457330 NA NA
## AKR ALEX BFS RPT UBA WSR CTO UBP WHLR
## 2010-01-04 10.57935 NA 19.85814 5.038891 7.861887 NA 7.698835 7.444952 NA
## 2010-01-05 10.51697 NA 19.52819 4.846450 7.745226 NA 7.598242 7.479976 NA
## 2010-01-06 10.47954 NA 19.34819 4.750231 7.700385 NA 7.491222 7.398727 NA
## 2010-01-07 10.61678 NA 19.89414 4.760360 7.705538 NA 7.611083 7.271776 NA
## 2010-01-08 10.41717 NA 20.69207 4.704655 7.607609 NA 7.634625 7.124512 NA
## 2010-01-11 10.49202 NA 20.81207 4.699589 7.695230 NA 7.692416 7.205760 NA
## SPG MAC CBL O STOR NNN ADC SRC EPRT FCPT
## 2010-01-04 43.83769 17.52952 NA 13.90159 NA 11.36129 12.18415 NA NA NA
## 2010-01-05 43.53773 17.32324 NA 14.13594 NA 11.32939 12.10200 NA NA NA
## 2010-01-06 43.04890 16.77481 NA 14.12529 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 42.56565 16.52323 NA 14.62063 NA 11.31876 11.87608 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 53.51212 18.74069 29.57461 55.39894
## 2010-01-05 11.79669 NA NA NA NA 53.11009 18.66775 29.55007 55.73420
## 2010-01-06 11.77137 NA NA NA NA 52.60928 18.77436 29.64826 56.12310
## 2010-01-07 11.82201 NA NA NA NA 52.71471 18.95391 29.78943 56.70650
## 2010-01-08 11.80682 NA NA NA NA 52.31929 18.71264 29.59303 56.12310
## 2010-01-11 11.79162 NA NA NA NA 53.03763 18.65652 29.74645 56.16336
## UDR CPT AIRC IRT ELME VRE NXRT AIV CSR
## 2010-01-04 10.28221 25.23881 NA NA 15.03764 21.16620 NA 1.145269 42.51285
## 2010-01-05 10.26952 25.18406 NA NA 14.92768 21.75067 NA 1.173972 40.85772
## 2010-01-06 10.19975 24.87991 NA NA 14.91668 21.99577 NA 1.194782 40.00651
## 2010-01-07 10.27587 24.83124 NA NA 15.03214 22.36026 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 24.52708 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 9.186099 3.902713 NA NA 12.99001 NA
## 2010-01-05 3.536371 NA NA 11.22327 9.226366 3.856799 NA NA 12.92435 NA
## 2010-01-06 3.514807 NA NA 11.56149 9.193421 3.810885 NA NA 12.76022 NA
## 2010-01-07 3.521996 NA NA 11.56713 9.105565 3.806294 NA NA 12.96187 NA
## 2010-01-08 3.529183 NA NA 11.57277 9.068960 3.810885 NA NA 12.98532 NA
## 2010-01-11 3.543559 NA NA 11.57277 9.065299 3.865982 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 4.637640 1.876681 3.461107 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 3.828727 NA
## 2010-01-07 NA NA NA 11.05717 125.9707 NA 4.555070 2.320260 3.926499 NA
## 2010-01-08 NA NA NA 11.19794 125.6993 NA 4.637640 2.313436 3.887390 NA
## 2010-01-11 NA NA NA 11.37050 119.9547 NA 4.579153 2.361206 4.079021 NA
## MDRR SQFT GIPR HST RHP APLE PK SHO PEB DRH
## 2010-01-04 NA NA NA 8.109556 11.65321 NA NA 6.320421 15.18675 5.927489
## 2010-01-05 NA NA NA 8.294800 11.57444 NA NA 6.376478 15.46417 6.201276
## 2010-01-06 NA NA NA 8.342831 11.91205 NA NA 6.355456 15.47128 6.187586
## 2010-01-07 NA NA NA 8.651568 11.90080 NA NA 6.551656 15.15830 6.303946
## 2010-01-08 NA NA NA 8.569238 12.16526 NA NA 6.600706 15.02315 6.139674
## 2010-01-11 NA NA NA 8.493771 12.41847 NA NA 6.838948 14.95913 6.365548
## RLJ XHR INN CLDT HT BHR AHT SOHO IHT PSA
## 2010-01-04 NA NA NA NA 7.147984 NA 171.1183 1.246318 0.989080 50.30447
## 2010-01-05 NA NA NA NA 7.456850 NA 175.3522 1.252427 0.989080 50.71881
## 2010-01-06 NA NA NA NA 7.743650 NA 184.1726 1.246318 1.061673 50.41121
## 2010-01-07 NA NA NA NA 7.831897 NA 190.5234 1.289084 1.143340 50.34212
## 2010-01-08 NA NA NA NA 7.765709 NA 198.2855 1.374615 1.170563 49.42556
## 2010-01-11 NA NA NA NA 8.162825 NA 206.4003 1.545678 1.225008 49.76457
## EXR CUBE LSI NSA SELF WELL VTR PEAK
## 2010-01-04 7.784089 4.678253 14.13645 NA 1.579438 23.64323 27.23341 14.20855
## 2010-01-05 7.731717 4.772665 13.95855 NA 1.579438 23.97607 27.36535 14.17075
## 2010-01-06 7.757902 4.720574 13.93088 NA 1.579438 23.85796 27.05752 14.08569
## 2010-01-07 7.698983 4.733599 13.97437 NA 1.549230 23.90628 27.35906 14.27943
## 2010-01-08 7.528767 4.661975 13.83996 NA 1.536284 23.65932 27.05752 14.37393
## 2010-01-11 7.587688 4.753132 14.36573 NA 1.575123 23.71302 27.60407 14.53459
## HR MPW OHI DOC SBRA NHI CTRE LTC CHCT
## 2010-01-04 NA 4.199804 7.588738 NA 9.662730 17.45256 NA 13.60855 NA
## 2010-01-05 NA 4.320752 7.716382 NA 9.798090 17.30287 NA 13.39607 NA
## 2010-01-06 NA 4.333263 7.700903 NA 9.558603 16.81511 NA 13.59372 NA
## 2010-01-07 NA 4.304070 7.708642 NA 9.798090 16.72819 NA 13.82103 NA
## 2010-01-08 NA 4.220657 7.673831 NA 10.100050 16.78614 NA 13.67278 NA
## 2010-01-11 NA 4.287387 7.693167 NA 9.860565 16.81511 NA 13.32688 NA
## UHT GMRE DHC WY RYN PCH AMT CCI
## 2010-01-04 16.86645 NA 9.680449 10.53015 12.89141 16.03655 35.16530 28.89672
## 2010-01-05 16.86119 NA 9.738523 10.75369 13.23562 16.10142 35.74788 29.17394
## 2010-01-06 16.79280 NA 9.850202 10.63478 13.25086 16.30599 35.93398 28.75811
## 2010-01-07 16.95589 NA 9.814461 10.58722 13.52197 16.35090 35.83689 28.28392
## 2010-01-08 16.98745 NA 9.707251 10.48972 13.68951 16.30599 35.90971 28.42251
## 2010-01-11 16.92958 NA 9.783191 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 86.67098 29.50229 NA 9.347873 NA
## 2010-01-05 35.09113 NA 13.77722 9.370089 85.86406 29.69641 NA 9.376455 NA
## 2010-01-06 35.02293 NA 14.03717 9.325888 86.64723 29.29639 NA 9.678658 NA
## 2010-01-07 35.51991 NA 14.31711 9.370089 84.87521 29.55523 NA 9.833848 NA
## 2010-01-08 35.55889 NA 14.89700 9.591081 84.46383 29.88466 NA 9.862433 NA
## 2010-01-11 35.80251 NA 14.99698 9.440806 85.16000 29.73759 NA 9.935942 NA
## LAMR EPR OUT SAFE FPI LAND NLY AGNC RITM TWO
## 2010-01-04 21.30769 16.41337 NA NA NA NA 14.15120 4.612730 NA 11.96757
## 2010-01-05 21.82836 16.39939 NA NA NA NA 14.15933 4.597188 NA 11.95537
## 2010-01-06 22.26993 16.26895 NA NA NA NA 14.24874 4.541924 NA 11.83338
## 2010-01-07 21.85472 16.27826 NA NA NA NA 14.15120 4.519475 NA 11.95537
## 2010-01-08 21.83495 16.23634 NA NA NA NA 14.24874 4.576464 NA 11.95537
## 2010-01-11 21.78882 16.64166 NA NA NA NA 14.31377 4.659357 NA 11.89437
## CIM RC PMT FBRT MFA NYMT RWT EFC ARR
## 2010-01-04 3.412805 NA 4.439290 NA 6.113248 1.241128 5.532669 NA 10.49985
## 2010-01-05 3.491967 NA 4.408531 NA 6.146202 1.244634 5.570774 NA 10.21338
## 2010-01-06 3.518355 NA 4.416220 NA 6.137962 1.232363 5.475513 NA 10.23829
## 2010-01-07 3.597518 NA 4.444414 NA 6.129726 1.228857 5.673652 NA 10.21338
## 2010-01-08 3.579927 NA 4.418785 NA 6.121486 1.204315 5.711757 NA 10.18847
## 2010-01-11 3.606315 NA 4.439290 NA 6.096770 1.174514 5.890841 NA 10.21338
## DX IVR ORC AJX CHMI AOMR MITT LFT EARN AAIC LOAN
## 2010-01-04 6.168885 43.91830 NA NA NA NA NA NA NA 3.799235 0.519394
## 2010-01-05 6.231905 43.70733 NA NA NA NA NA NA NA 3.878788 0.519394
## 2010-01-06 6.273918 43.82242 NA NA NA NA NA NA NA 3.876377 0.519394
## 2010-01-07 6.273918 43.05528 NA NA NA NA NA NA NA 3.869145 0.499607
## 2010-01-08 6.308928 42.95941 NA NA NA NA NA NA NA 3.881198 0.494661
## 2010-01-11 6.364945 41.23335 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 5.121821 2.708894 NA 0.784815 NA 4.586231 NA NA NA
## 2010-01-05 NA 5.100734 2.751554 NA 0.764896 NA 4.555910 NA NA NA
## 2010-01-06 NA 5.048012 3.135491 NA 0.852540 NA 4.548328 NA NA NA
## 2010-01-07 NA 5.037468 3.690068 NA 0.896362 NA 4.555910 NA NA NA
## 2010-01-08 NA 5.119187 3.626079 NA 0.916282 NA 4.563490 NA NA NA
## 2010-01-11 NA 5.216720 3.668739 NA 0.936201 NA 4.566016 NA NA NA
## ACRE TRTX BRMK AFCG GPMT REFI NREF SEVN SACH ACR
## 2010-01-04 NA NA NA NA NA NA NA 7.035621 NA 19.32179
## 2010-01-05 NA NA NA NA NA NA NA 7.060426 NA 19.28361
## 2010-01-06 NA NA NA NA NA NA NA 7.126565 NA 19.47454
## 2010-01-07 NA NA NA NA NA NA NA 7.105896 NA 20.58191
## 2010-01-08 NA NA NA NA NA NA NA 7.126565 NA 21.49835
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