FinalExam
Maral Delger 111035099
2023-01-13
#pacman::p_load(tidyverse, lubridate, tidyquant, readxl, writexl)
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## as.zoo.data.frame zoolibrary(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,…Q2.Data Wrangling
Q2.1 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_SubsectorQ2.2 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.Q1.Unique categories
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)## 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(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 TimberQ1.2. 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 TimberQ1.3 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.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_Subsector3.2 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. $31,1853.3 Plot the MKV by Property Sector.
data33 <- data %>% group_by(Property_Sector) %>% summarize(MKV= sum(MKV_mio)) %>% ungroup() %>% mutate(MKV_text= scales::dollar(MKV))
data33 %>% ggplot(aes(x=MKV, y= reorder(Property_Sector,MKV))) + geom_col(fill="blue")+ geom_label(mapping = aes(label=MKV_text))+
scale_x_continuous(labels= scales::dollar, limits = c(0,200000))+ theme_tq()+ scale_fill_tq()+
labs(
title="Market Value by Equity Property Sector($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 43.12879 43.64644 20.14190 29.86838 14.78186
## 2010-01-05 42.67409 44.30992 20.21480 29.64231 15.52095
## 2010-01-06 42.45013 44.51807 20.17504 29.52287 15.83215
## 2010-01-07 42.84376 44.71320 20.75165 29.97931 16.16280
## 2010-01-08 42.70124 44.13429 20.71189 29.64658 15.85160
## 2010-01-11 42.92521 44.34244 21.14270 29.74042 16.04609
## HIW.Adjusted OFC.Adjusted DEI.Adjusted EQC.Adjusted SLG.Adjusted
## 2010-01-04 17.59737 20.52098 9.527959 13.40136 32.54272
## 2010-01-05 17.12442 20.82768 9.642667 13.54772 31.93750
## 2010-01-06 17.05374 20.95832 9.615678 13.79860 31.72467
## 2010-01-07 17.36905 20.86176 9.777627 13.81951 32.52942
## 2010-01-08 17.24946 20.76521 9.662915 13.56862 32.29662
## 2010-01-11 17.34730 20.87880 9.791125 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 5.666382 31.71932 NA NA 6.465183
## 2010-01-05 5.721836 31.33267 NA NA 6.329948
## 2010-01-06 5.792413 31.52601 NA NA 6.242700
## 2010-01-07 5.847869 31.59504 NA NA 6.203436
## 2010-01-08 5.822659 31.73313 NA NA 6.155449
## 2010-01-11 5.822659 31.70552 NA NA 6.103097
## CMCT.Adjusted NYC.Adjusted PLD.Adjusted REXR.Adjusted COLD.Adjusted
## 2010-01-04 17.09538 NA 16.94888 NA NA
## 2010-01-05 16.89267 NA 17.19606 NA NA
## 2010-01-06 16.78006 NA 17.04241 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 17.15597 NA NA
## EGP.Adjusted FR.Adjusted STAG.Adjusted TRNO.Adjusted IIPR.Adjusted
## 2010-01-04 24.22864 4.254946 NA NA NA
## 2010-01-05 23.70250 4.340670 NA NA NA
## 2010-01-06 23.66446 4.231568 NA NA NA
## 2010-01-07 23.74053 4.325085 NA NA NA
## 2010-01-08 23.68981 4.231568 NA NA NA
## 2010-01-11 23.74053 4.348462 NA NA NA
## LXP.Adjusted PLYM.Adjusted INDT.Adjusted ILPT.Adjusted KIM.Adjusted
## 2010-01-04 2.945248 NA 24.95744 NA 7.612264
## 2010-01-05 2.954568 NA 24.48541 NA 7.573257
## 2010-01-06 2.912627 NA 23.98764 NA 7.606689
## 2010-01-07 2.940587 NA 24.07346 NA 7.863035
## 2010-01-08 2.977868 NA 24.33951 NA 7.762728
## 2010-01-11 2.991850 NA 24.54549 NA 7.874180
## REG.Adjusted FRT.Adjusted BRX.Adjusted KRG.Adjusted PECO.Adjusted
## 2010-01-04 21.17594 43.90085 NA 8.264447 NA
## 2010-01-05 21.32819 43.84844 NA 8.063855 NA
## 2010-01-06 21.35864 43.73056 NA 8.264444 NA
## 2010-01-07 21.52308 43.71746 NA 8.645576 NA
## 2010-01-08 21.48653 43.44238 NA 8.665634 NA
## 2010-01-11 21.80932 43.98598 NA 8.625516 NA
## SITC.Adjusted SKT.Adjusted ROIC.Adjusted UE.Adjusted IVT.Adjusted
## 2010-01-04 8.401085 11.04945 6.406982 NA NA
## 2010-01-05 8.328429 11.23726 6.444744 NA NA
## 2010-01-06 8.174027 11.45352 6.451038 NA NA
## 2010-01-07 8.537318 11.32547 6.469919 NA NA
## 2010-01-08 8.455580 11.16612 6.476212 NA NA
## 2010-01-11 8.510072 11.21734 6.457330 NA NA
## AKR.Adjusted ALEX.Adjusted BFS.Adjusted RPT.Adjusted UBA.Adjusted
## 2010-01-04 10.57935 NA 19.85815 5.038894 7.861886
## 2010-01-05 10.51697 NA 19.52818 4.846451 7.745225
## 2010-01-06 10.47954 NA 19.34819 4.750232 7.700384
## 2010-01-07 10.61678 NA 19.89415 4.760359 7.705537
## 2010-01-08 10.41717 NA 20.69207 4.704653 7.607609
## 2010-01-11 10.49202 NA 20.81206 4.699589 7.695233
## WSR.Adjusted CTO.Adjusted UBP.Adjusted WHLR.Adjusted SPG.Adjusted
## 2010-01-04 NA 7.698836 7.444952 NA 43.83769
## 2010-01-05 NA 7.598240 7.479976 NA 43.53772
## 2010-01-06 NA 7.491222 7.398727 NA 43.04892
## 2010-01-07 NA 7.611082 7.271776 NA 43.60994
## 2010-01-08 NA 7.634624 7.124513 NA 42.56564
## 2010-01-11 NA 7.692414 7.205758 NA 42.60453
## MAC.Adjusted CBL.Adjusted O.Adjusted STOR.Adjusted NNN.Adjusted
## 2010-01-04 17.52953 NA 13.90159 NA 11.36129
## 2010-01-05 17.32324 NA 14.13594 NA 11.32939
## 2010-01-06 16.77481 NA 14.12528 NA 11.43572
## 2010-01-07 16.84022 NA 14.42357 NA 11.48357
## 2010-01-08 16.52324 NA 14.62062 NA 11.31876
## 2010-01-11 16.56852 NA 14.50878 NA 11.38255
## ADC.Adjusted SRC.Adjusted EPRT.Adjusted FCPT.Adjusted GTY.Adjusted
## 2010-01-04 12.18416 NA NA NA 12.00435
## 2010-01-05 12.10200 NA NA NA 11.79669
## 2010-01-06 11.94283 NA NA NA 11.77136
## 2010-01-07 11.99418 NA NA NA 11.82201
## 2010-01-08 11.87608 NA NA NA 11.80682
## 2010-01-11 11.88121 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 53.11012
## 2010-01-06 NA NA NA NA 52.60925
## 2010-01-07 NA NA NA NA 52.71471
## 2010-01-08 NA NA NA NA 52.31930
## 2010-01-11 NA NA NA NA 53.03762
## EQR.Adjusted MAA.Adjusted ESS.Adjusted UDR.Adjusted CPT.Adjusted
## 2010-01-04 18.74069 29.57462 55.39897 10.28221 25.23880
## 2010-01-05 18.66775 29.55007 55.73423 10.26952 25.18406
## 2010-01-06 18.77436 29.64827 56.12313 10.19975 24.87990
## 2010-01-07 18.95391 29.78941 56.70647 10.27587 24.83124
## 2010-01-08 18.71264 29.59302 56.12313 10.07288 24.45408
## 2010-01-11 18.65653 29.74645 56.16335 10.14266 24.52709
## AIRC.Adjusted IRT.Adjusted ELME.Adjusted VRE.Adjusted NXRT.Adjusted
## 2010-01-04 NA NA 15.03764 21.16621 NA
## 2010-01-05 NA NA 14.92768 21.75067 NA
## 2010-01-06 NA NA 14.91668 21.99576 NA
## 2010-01-07 NA NA 15.03214 22.36026 NA
## 2010-01-08 NA NA 15.02664 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 42.51283 3.557934 NA NA
## 2010-01-05 1.173972 40.85772 3.536371 NA NA
## 2010-01-06 1.194782 40.00652 3.514807 NA NA
## 2010-01-07 1.238555 40.43213 3.521995 NA NA
## 2010-01-08 1.209851 40.57398 3.529182 NA NA
## 2010-01-11 1.219180 40.52669 3.543559 NA NA
## SUI.Adjusted ELS.Adjusted UMH.Adjusted INVH.Adjusted AMH.Adjusted
## 2010-01-04 11.28528 9.186095 3.902713 NA NA
## 2010-01-05 11.22327 9.226365 3.856798 NA NA
## 2010-01-06 11.56149 9.193419 3.810884 NA NA
## 2010-01-07 11.56713 9.105567 3.806293 NA NA
## 2010-01-08 11.57277 9.068958 3.810884 NA NA
## 2010-01-11 11.57277 9.065301 3.865981 NA NA
## WPC.Adjusted BNL.Adjusted JBGS.Adjusted AAT.Adjusted GNL.Adjusted
## 2010-01-04 12.99000 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 10.68935 123.8200 NA 4.637640 1.876682
## 2010-01-05 10.86645 123.0840 NA 4.489703 1.985869
## 2010-01-06 10.93910 123.7543 NA 4.548192 2.122356
## 2010-01-07 11.05717 125.9707 NA 4.555070 2.320261
## 2010-01-08 11.19794 125.6993 NA 4.637640 2.313436
## 2010-01-11 11.37049 119.9547 NA 4.579154 2.361206
## OLP.Adjusted MDV.Adjusted MDRR.Adjusted SQFT.Adjusted GIPR.Adjusted
## 2010-01-04 3.461107 NA NA NA NA
## 2010-01-05 3.590165 NA NA NA NA
## 2010-01-06 3.828726 NA NA NA NA
## 2010-01-07 3.926497 NA NA NA NA
## 2010-01-08 3.887389 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 8.109555 11.65321 NA NA 6.320422
## 2010-01-05 8.294800 11.57444 NA NA 6.376477
## 2010-01-06 8.342831 11.91205 NA NA 6.355455
## 2010-01-07 8.651567 11.90080 NA NA 6.551658
## 2010-01-08 8.569237 12.16526 NA NA 6.600707
## 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 5.927490 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 6.303947 NA NA NA
## 2010-01-08 15.02315 6.139676 NA NA NA
## 2010-01-11 14.95912 6.365547 NA NA NA
## CLDT.Adjusted HT.Adjusted BHR.Adjusted AHT.Adjusted SOHO.Adjusted
## 2010-01-04 NA 7.147986 NA 171.1182 1.246318
## 2010-01-05 NA 7.456851 NA 175.3521 1.252427
## 2010-01-06 NA 7.743651 NA 184.1727 1.246318
## 2010-01-07 NA 7.831898 NA 190.5234 1.289084
## 2010-01-08 NA 7.765711 NA 198.2855 1.374616
## 2010-01-11 NA 8.162823 NA 206.4004 1.545679
## IHT.Adjusted PSA.Adjusted EXR.Adjusted CUBE.Adjusted LSI.Adjusted
## 2010-01-04 0.989080 50.30446 7.784089 4.678252 14.13644
## 2010-01-05 0.989080 50.71882 7.731717 4.772665 13.95856
## 2010-01-06 1.061673 50.41120 7.757905 4.720576 13.93089
## 2010-01-07 1.143340 50.34213 7.698983 4.733596 13.97437
## 2010-01-08 1.170563 49.42556 7.528768 4.661976 13.83996
## 2010-01-11 1.225007 49.76457 7.587689 4.753132 14.36573
## NSA.Adjusted SELF.Adjusted WELL.Adjusted VTR.Adjusted PEAK.Adjusted
## 2010-01-04 NA 1.579438 23.64323 27.23343 14.20855
## 2010-01-05 NA 1.579438 23.97607 27.36535 14.17075
## 2010-01-06 NA 1.579438 23.85797 27.05751 14.08569
## 2010-01-07 NA 1.549230 23.90629 27.35907 14.27943
## 2010-01-08 NA 1.536284 23.65933 27.05751 14.37393
## 2010-01-11 NA 1.575122 23.71301 27.60406 14.53459
## HR.Adjusted MPW.Adjusted OHI.Adjusted DOC.Adjusted SBRA.Adjusted
## 2010-01-04 NA 4.199804 7.588740 NA 9.662726
## 2010-01-05 NA 4.320752 7.716380 NA 9.798090
## 2010-01-06 NA 4.333263 7.700910 NA 9.558607
## 2010-01-07 NA 4.304070 7.708641 NA 9.798090
## 2010-01-08 NA 4.220658 7.673829 NA 10.100052
## 2010-01-11 NA 4.287387 7.693170 NA 9.860565
## NHI.Adjusted CTRE.Adjusted LTC.Adjusted CHCT.Adjusted UHT.Adjusted
## 2010-01-04 17.45256 NA 13.60854 NA 16.86645
## 2010-01-05 17.30286 NA 13.39607 NA 16.86118
## 2010-01-06 16.81512 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 16.81512 NA 13.32689 NA 16.92958
## GMRE.Adjusted DHC.Adjusted WY.Adjusted RYN.Adjusted PCH.Adjusted
## 2010-01-04 NA 9.680449 10.53014 12.89141 16.03656
## 2010-01-05 NA 9.738521 10.75368 13.23562 16.10142
## 2010-01-06 NA 9.850201 10.63478 13.25086 16.30599
## 2010-01-07 NA 9.814462 10.58722 13.52197 16.35090
## 2010-01-08 NA 9.707252 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 35.16532 28.89672 34.27257 NA 13.35731
## 2010-01-05 35.74789 29.17394 35.09114 NA 13.77723
## 2010-01-06 35.93397 28.75811 35.02293 NA 14.03717
## 2010-01-07 35.83689 28.28391 35.51992 NA 14.31711
## 2010-01-08 35.90972 28.42253 35.55889 NA 14.89700
## 2010-01-11 35.58606 28.42983 35.80251 NA 14.99698
## PW.Adjusted EQIX.Adjusted DLR.Adjusted VICI.Adjusted IRM.Adjusted
## 2010-01-04 9.308209 86.67095 29.50227 NA 9.347871
## 2010-01-05 9.370086 85.86406 29.69641 NA 9.376459
## 2010-01-06 9.325889 86.64722 29.29637 NA 9.678662
## 2010-01-07 9.370086 84.87521 29.55523 NA 9.833852
## 2010-01-08 9.591080 84.46385 29.88467 NA 9.862430
## 2010-01-11 9.440805 85.16000 29.73759 NA 9.935946
## GLPI.Adjusted LAMR.Adjusted EPR.Adjusted OUT.Adjusted SAFE.Adjusted
## 2010-01-04 NA 21.30769 16.41338 NA NA
## 2010-01-05 NA 21.82836 16.39941 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 16.23632 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 4.612728 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 4.519473 NA
## 2010-01-08 NA NA 14.24874 4.576463 NA
## 2010-01-11 NA NA 14.31376 4.659356 NA
## TWO.Adjusted CIM.Adjusted RC.Adjusted PMT.Adjusted FBRT.Adjusted
## 2010-01-04 11.96757 3.412805 NA 4.439289 NA
## 2010-01-05 11.95537 3.491968 NA 4.408532 NA
## 2010-01-06 11.83338 3.518355 NA 4.416221 NA
## 2010-01-07 11.95537 3.597518 NA 4.444415 NA
## 2010-01-08 11.95537 3.579926 NA 4.418784 NA
## 2010-01-11 11.89438 3.606315 NA 4.439289 NA
## MFA.Adjusted NYMT.Adjusted RWT.Adjusted EFC.Adjusted ARR.Adjusted
## 2010-01-04 6.113246 1.241127 5.532670 NA 10.49986
## 2010-01-05 6.146204 1.244634 5.570773 NA 10.21338
## 2010-01-06 6.137964 1.232363 5.475513 NA 10.23828
## 2010-01-07 6.129726 1.228857 5.673653 NA 10.21338
## 2010-01-08 6.121484 1.204315 5.711756 NA 10.18847
## 2010-01-11 6.096770 1.174513 5.890846 NA 10.21338
## DX.Adjusted IVR.Adjusted ORC.Adjusted AJX.Adjusted CHMI.Adjusted
## 2010-01-04 6.168887 43.91831 NA NA NA
## 2010-01-05 6.231903 43.70734 NA NA NA
## 2010-01-06 6.273918 43.82241 NA NA NA
## 2010-01-07 6.273918 43.05527 NA NA NA
## 2010-01-08 6.308928 42.95939 NA NA NA
## 2010-01-11 6.364947 41.23335 NA NA NA
## AOMR.Adjusted MITT.Adjusted LFT.Adjusted EARN.Adjusted AAIC.Adjusted
## 2010-01-04 NA NA NA NA 3.799236
## 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 3.869146
## 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 5.121820 2.708894 NA
## 2010-01-05 0.519394 NA 5.100735 2.751553 NA
## 2010-01-06 0.519394 NA 5.048012 3.135492 NA
## 2010-01-07 0.499607 NA 5.037469 3.690068 NA
## 2010-01-08 0.494661 NA 5.119185 3.626078 NA
## 2010-01-11 0.494661 NA 5.216719 3.668739 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 4.555909 NA NA
## 2010-01-06 0.852540 NA 4.548328 NA NA
## 2010-01-07 0.896362 NA 4.555909 NA NA
## 2010-01-08 0.916281 NA 4.563491 NA NA
## 2010-01-11 0.936200 NA 4.566017 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 7.035624 NA 19.32180
## 2010-01-05 7.060422 NA 19.28361
## 2010-01-06 7.126565 NA 19.47453
## 2010-01-07 7.105896 NA 20.58191
## 2010-01-08 7.126565 NA 21.49836
## 2010-01-11 7.159633 NA 21.689294.2 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 43.12879 43.64644 20.14190 29.86838 14.78186 17.59737 20.52098
## 2010-01-05 42.67409 44.30992 20.21480 29.64231 15.52095 17.12442 20.82768
## 2010-01-06 42.45013 44.51807 20.17504 29.52287 15.83215 17.05374 20.95832
## 2010-01-07 42.84376 44.71320 20.75165 29.97931 16.16280 17.36905 20.86176
## 2010-01-08 42.70124 44.13429 20.71189 29.64658 15.85160 17.24946 20.76521
## 2010-01-11 42.92521 44.34244 21.14270 29.74042 16.04609 17.34730 20.87880
## DEI EQC SLG HPP PGRE DEA PDM ESRT BDN OPI
## 2010-01-04 9.527959 13.40136 32.54272 NA NA NA NA NA 5.666382 31.71932
## 2010-01-05 9.642667 13.54772 31.93750 NA NA NA NA NA 5.721836 31.33267
## 2010-01-06 9.615678 13.79860 31.72467 NA NA NA NA NA 5.792413 31.52601
## 2010-01-07 9.777627 13.81951 32.52942 NA NA NA NA NA 5.847869 31.59504
## 2010-01-08 9.662915 13.56862 32.29662 NA NA NA NA NA 5.822659 31.73313
## 2010-01-11 9.791125 13.65225 32.87526 NA NA NA NA NA 5.822659 31.70552
## ONL CIO FSP CMCT NYC PLD REXR COLD EGP FR
## 2010-01-04 NA NA 6.465183 17.09538 NA 16.94888 NA NA 24.22864 4.254946
## 2010-01-05 NA NA 6.329948 16.89267 NA 17.19606 NA NA 23.70250 4.340670
## 2010-01-06 NA NA 6.242700 16.78006 NA 17.04241 NA NA 23.66446 4.231568
## 2010-01-07 NA NA 6.203436 16.75753 NA 17.18270 NA NA 23.74053 4.325085
## 2010-01-08 NA NA 6.155449 16.89267 NA 17.13594 NA NA 23.68981 4.231568
## 2010-01-11 NA NA 6.103097 17.88371 NA 17.15597 NA NA 23.74053 4.348462
## STAG TRNO IIPR LXP PLYM INDT ILPT KIM REG
## 2010-01-04 NA NA NA 2.945248 NA 24.95744 NA 7.612264 21.17594
## 2010-01-05 NA NA NA 2.954568 NA 24.48541 NA 7.573257 21.32819
## 2010-01-06 NA NA NA 2.912627 NA 23.98764 NA 7.606689 21.35864
## 2010-01-07 NA NA NA 2.940587 NA 24.07346 NA 7.863035 21.52308
## 2010-01-08 NA NA NA 2.977868 NA 24.33951 NA 7.762728 21.48653
## 2010-01-11 NA NA NA 2.991850 NA 24.54549 NA 7.874180 21.80932
## FRT BRX KRG PECO SITC SKT ROIC UE IVT
## 2010-01-04 43.90085 NA 8.264447 NA 8.401085 11.04945 6.406982 NA NA
## 2010-01-05 43.84844 NA 8.063855 NA 8.328429 11.23726 6.444744 NA NA
## 2010-01-06 43.73056 NA 8.264444 NA 8.174027 11.45352 6.451038 NA NA
## 2010-01-07 43.71746 NA 8.645576 NA 8.537318 11.32547 6.469919 NA NA
## 2010-01-08 43.44238 NA 8.665634 NA 8.455580 11.16612 6.476212 NA NA
## 2010-01-11 43.98598 NA 8.625516 NA 8.510072 11.21734 6.457330 NA NA
## AKR ALEX BFS RPT UBA WSR CTO UBP WHLR
## 2010-01-04 10.57935 NA 19.85815 5.038894 7.861886 NA 7.698836 7.444952 NA
## 2010-01-05 10.51697 NA 19.52818 4.846451 7.745225 NA 7.598240 7.479976 NA
## 2010-01-06 10.47954 NA 19.34819 4.750232 7.700384 NA 7.491222 7.398727 NA
## 2010-01-07 10.61678 NA 19.89415 4.760359 7.705537 NA 7.611082 7.271776 NA
## 2010-01-08 10.41717 NA 20.69207 4.704653 7.607609 NA 7.634624 7.124513 NA
## 2010-01-11 10.49202 NA 20.81206 4.699589 7.695233 NA 7.692414 7.205758 NA
## SPG MAC CBL O STOR NNN ADC SRC EPRT FCPT
## 2010-01-04 43.83769 17.52953 NA 13.90159 NA 11.36129 12.18416 NA NA NA
## 2010-01-05 43.53772 17.32324 NA 14.13594 NA 11.32939 12.10200 NA NA NA
## 2010-01-06 43.04892 16.77481 NA 14.12528 NA 11.43572 11.94283 NA NA NA
## 2010-01-07 43.60994 16.84022 NA 14.42357 NA 11.48357 11.99418 NA NA NA
## 2010-01-08 42.56564 16.52324 NA 14.62062 NA 11.31876 11.87608 NA NA NA
## 2010-01-11 42.60453 16.56852 NA 14.50878 NA 11.38255 11.88121 NA NA NA
## GTY NTST RTL PSTL PINE AVB EQR MAA ESS
## 2010-01-04 12.00435 NA NA NA NA 53.51212 18.74069 29.57462 55.39897
## 2010-01-05 11.79669 NA NA NA NA 53.11012 18.66775 29.55007 55.73423
## 2010-01-06 11.77136 NA NA NA NA 52.60925 18.77436 29.64827 56.12313
## 2010-01-07 11.82201 NA NA NA NA 52.71471 18.95391 29.78941 56.70647
## 2010-01-08 11.80682 NA NA NA NA 52.31930 18.71264 29.59302 56.12313
## 2010-01-11 11.79162 NA NA NA NA 53.03762 18.65653 29.74645 56.16335
## UDR CPT AIRC IRT ELME VRE NXRT AIV CSR
## 2010-01-04 10.28221 25.23880 NA NA 15.03764 21.16621 NA 1.145268 42.51283
## 2010-01-05 10.26952 25.18406 NA NA 14.92768 21.75067 NA 1.173972 40.85772
## 2010-01-06 10.19975 24.87990 NA NA 14.91668 21.99576 NA 1.194782 40.00652
## 2010-01-07 10.27587 24.83124 NA NA 15.03214 22.36026 NA 1.238555 40.43213
## 2010-01-08 10.07288 24.45408 NA NA 15.02664 22.28485 NA 1.209851 40.57398
## 2010-01-11 10.14266 24.52709 NA NA 15.05964 22.58021 NA 1.219180 40.52669
## BRT CLPR BHM SUI ELS UMH INVH AMH WPC BNL
## 2010-01-04 3.557934 NA NA 11.28528 9.186095 3.902713 NA NA 12.99000 NA
## 2010-01-05 3.536371 NA NA 11.22327 9.226365 3.856798 NA NA 12.92435 NA
## 2010-01-06 3.514807 NA NA 11.56149 9.193419 3.810884 NA NA 12.76022 NA
## 2010-01-07 3.521995 NA NA 11.56713 9.105567 3.806293 NA NA 12.96187 NA
## 2010-01-08 3.529182 NA NA 11.57277 9.068958 3.810884 NA NA 12.98532 NA
## 2010-01-11 3.543559 NA NA 11.57277 9.065301 3.865981 NA NA 13.06504 NA
## JBGS AAT GNL SVC ALX AHH GOOD STAR OLP MDV
## 2010-01-04 NA NA NA 10.68935 123.8200 NA 4.637640 1.876682 3.461107 NA
## 2010-01-05 NA NA NA 10.86645 123.0840 NA 4.489703 1.985869 3.590165 NA
## 2010-01-06 NA NA NA 10.93910 123.7543 NA 4.548192 2.122356 3.828726 NA
## 2010-01-07 NA NA NA 11.05717 125.9707 NA 4.555070 2.320261 3.926497 NA
## 2010-01-08 NA NA NA 11.19794 125.6993 NA 4.637640 2.313436 3.887389 NA
## 2010-01-11 NA NA NA 11.37049 119.9547 NA 4.579154 2.361206 4.079021 NA
## MDRR SQFT GIPR HST RHP APLE PK SHO PEB DRH
## 2010-01-04 NA NA NA 8.109555 11.65321 NA NA 6.320422 15.18675 5.927490
## 2010-01-05 NA NA NA 8.294800 11.57444 NA NA 6.376477 15.46417 6.201276
## 2010-01-06 NA NA NA 8.342831 11.91205 NA NA 6.355455 15.47128 6.187586
## 2010-01-07 NA NA NA 8.651567 11.90080 NA NA 6.551658 15.15830 6.303947
## 2010-01-08 NA NA NA 8.569237 12.16526 NA NA 6.600707 15.02315 6.139676
## 2010-01-11 NA NA NA 8.493771 12.41847 NA NA 6.838948 14.95912 6.365547
## RLJ XHR INN CLDT HT BHR AHT SOHO IHT PSA
## 2010-01-04 NA NA NA NA 7.147986 NA 171.1182 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 7.743651 NA 184.1727 1.246318 1.061673 50.41120
## 2010-01-07 NA NA NA NA 7.831898 NA 190.5234 1.289084 1.143340 50.34213
## 2010-01-08 NA NA NA NA 7.765711 NA 198.2855 1.374616 1.170563 49.42556
## 2010-01-11 NA NA NA NA 8.162823 NA 206.4004 1.545679 1.225007 49.76457
## EXR CUBE LSI NSA SELF WELL VTR PEAK
## 2010-01-04 7.784089 4.678252 14.13644 NA 1.579438 23.64323 27.23343 14.20855
## 2010-01-05 7.731717 4.772665 13.95856 NA 1.579438 23.97607 27.36535 14.17075
## 2010-01-06 7.757905 4.720576 13.93089 NA 1.579438 23.85797 27.05751 14.08569
## 2010-01-07 7.698983 4.733596 13.97437 NA 1.549230 23.90629 27.35907 14.27943
## 2010-01-08 7.528768 4.661976 13.83996 NA 1.536284 23.65933 27.05751 14.37393
## 2010-01-11 7.587689 4.753132 14.36573 NA 1.575122 23.71301 27.60406 14.53459
## HR MPW OHI DOC SBRA NHI CTRE LTC CHCT
## 2010-01-04 NA 4.199804 7.588740 NA 9.662726 17.45256 NA 13.60854 NA
## 2010-01-05 NA 4.320752 7.716380 NA 9.798090 17.30286 NA 13.39607 NA
## 2010-01-06 NA 4.333263 7.700910 NA 9.558607 16.81512 NA 13.59372 NA
## 2010-01-07 NA 4.304070 7.708641 NA 9.798090 16.72819 NA 13.82103 NA
## 2010-01-08 NA 4.220658 7.673829 NA 10.100052 16.78614 NA 13.67278 NA
## 2010-01-11 NA 4.287387 7.693170 NA 9.860565 16.81512 NA 13.32689 NA
## UHT GMRE DHC WY RYN PCH AMT CCI
## 2010-01-04 16.86645 NA 9.680449 10.53014 12.89141 16.03656 35.16532 28.89672
## 2010-01-05 16.86118 NA 9.738521 10.75368 13.23562 16.10142 35.74789 29.17394
## 2010-01-06 16.79280 NA 9.850201 10.63478 13.25086 16.30599 35.93397 28.75811
## 2010-01-07 16.95589 NA 9.814462 10.58722 13.52197 16.35090 35.83689 28.28391
## 2010-01-08 16.98745 NA 9.707252 10.48972 13.68951 16.30599 35.90972 28.42253
## 2010-01-11 16.92958 NA 9.783191 10.55868 13.82049 16.19123 35.58606 28.42983
## SBAC UNIT CORR PW EQIX DLR VICI IRM GLPI
## 2010-01-04 34.27257 NA 13.35731 9.308209 86.67095 29.50227 NA 9.347871 NA
## 2010-01-05 35.09114 NA 13.77723 9.370086 85.86406 29.69641 NA 9.376459 NA
## 2010-01-06 35.02293 NA 14.03717 9.325889 86.64722 29.29637 NA 9.678662 NA
## 2010-01-07 35.51992 NA 14.31711 9.370086 84.87521 29.55523 NA 9.833852 NA
## 2010-01-08 35.55889 NA 14.89700 9.591080 84.46385 29.88467 NA 9.862430 NA
## 2010-01-11 35.80251 NA 14.99698 9.440805 85.16000 29.73759 NA 9.935946 NA
## LAMR EPR OUT SAFE FPI LAND NLY AGNC RITM TWO
## 2010-01-04 21.30769 16.41338 NA NA NA NA 14.15120 4.612728 NA 11.96757
## 2010-01-05 21.82836 16.39941 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 4.519473 NA 11.95537
## 2010-01-08 21.83495 16.23632 NA NA NA NA 14.24874 4.576463 NA 11.95537
## 2010-01-11 21.78881 16.64166 NA NA NA NA 14.31376 4.659356 NA 11.89438
## CIM RC PMT FBRT MFA NYMT RWT EFC ARR
## 2010-01-04 3.412805 NA 4.439289 NA 6.113246 1.241127 5.532670 NA 10.49986
## 2010-01-05 3.491968 NA 4.408532 NA 6.146204 1.244634 5.570773 NA 10.21338
## 2010-01-06 3.518355 NA 4.416221 NA 6.137964 1.232363 5.475513 NA 10.23828
## 2010-01-07 3.597518 NA 4.444415 NA 6.129726 1.228857 5.673653 NA 10.21338
## 2010-01-08 3.579926 NA 4.418784 NA 6.121484 1.204315 5.711756 NA 10.18847
## 2010-01-11 3.606315 NA 4.439289 NA 6.096770 1.174513 5.890846 NA 10.21338
## DX IVR ORC AJX CHMI AOMR MITT LFT EARN AAIC LOAN
## 2010-01-04 6.168887 43.91831 NA NA NA NA NA NA NA 3.799236 0.519394
## 2010-01-05 6.231903 43.70734 NA NA NA NA NA NA NA 3.878787 0.519394
## 2010-01-06 6.273918 43.82241 NA NA NA NA NA NA NA 3.876376 0.519394
## 2010-01-07 6.273918 43.05527 NA NA NA NA NA NA NA 3.869146 0.499607
## 2010-01-08 6.308928 42.95939 NA NA NA NA NA NA NA 3.881198 0.494661
## 2010-01-11 6.364947 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 5.121820 2.708894 NA 0.784815 NA 4.586230 NA NA NA
## 2010-01-05 NA 5.100735 2.751553 NA 0.764896 NA 4.555909 NA NA NA
## 2010-01-06 NA 5.048012 3.135492 NA 0.852540 NA 4.548328 NA NA NA
## 2010-01-07 NA 5.037469 3.690068 NA 0.896362 NA 4.555909 NA NA NA
## 2010-01-08 NA 5.119185 3.626078 NA 0.916281 NA 4.563491 NA NA NA
## 2010-01-11 NA 5.216719 3.668739 NA 0.936200 NA 4.566017 NA NA NA
## ACRE TRTX BRMK AFCG GPMT REFI NREF SEVN SACH ACR
## 2010-01-04 NA NA NA NA NA NA NA 7.035624 NA 19.32180
## 2010-01-05 NA NA NA NA NA NA NA 7.060422 NA 19.28361
## 2010-01-06 NA NA NA NA NA NA NA 7.126565 NA 19.47453
## 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 21.49836
## 2010-01-11 NA NA NA NA NA NA NA 7.159633 NA 21.68929