Final Exam
Narantuya
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. $31,185data33 <- data %>% group_by(Property_Sector) %>% summarize(MKV= sum(MKV_mio)) %>% ungroup() %>% mutate(MKV_text= scales::dollar(MKV))
data33 %>% ggplot(aes(x=MKV, y= reorder(Property_Sector,MKV))) + geom_col(fill="lightblue1")+ geom_label(mapping = aes(label=MKV_text))+
scale_x_continuous(labels= scales::dollar, limits = c(0,200000))+ theme_tq()+ scale_fill_tq()+
labs(
title="Market Value by Equity Property Sector($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 43.12882 43.64644 20.14189 29.86839 14.78186
## 2010-01-05 42.67409 44.30991 20.21481 29.64231 15.52095
## 2010-01-06 42.45013 44.51807 20.17504 29.52289 15.83215
## 2010-01-07 42.84376 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 44.34244 21.14270 29.74042 16.04610
## HIW.Adjusted OFC.Adjusted DEI.Adjusted EQC.Adjusted SLG.Adjusted
## 2010-01-04 17.59738 20.52098 9.527959 13.40137 32.54272
## 2010-01-05 17.12442 20.82768 9.642671 13.54772 31.93749
## 2010-01-06 17.05375 20.95831 9.615677 13.79860 31.72467
## 2010-01-07 17.36905 20.86176 9.777628 13.81950 32.52942
## 2010-01-08 17.24945 20.76521 9.662916 13.56862 32.29665
## 2010-01-11 17.34731 20.87880 9.791124 13.65225 32.87528
## 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 5.721835 31.33267 NA NA 6.329948
## 2010-01-06 5.792414 31.52599 NA NA 6.242697
## 2010-01-07 5.847868 31.59504 NA NA 6.203436
## 2010-01-08 5.822663 31.73313 NA NA 6.155447
## 2010-01-11 5.822663 31.70551 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 17.04241 NA NA
## 2010-01-07 16.75753 NA 17.18270 NA NA
## 2010-01-08 16.89267 NA 17.13593 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 4.254948 NA NA NA
## 2010-01-05 23.70249 4.340670 NA NA NA
## 2010-01-06 23.66446 4.231569 NA NA NA
## 2010-01-07 23.74053 4.325083 NA NA NA
## 2010-01-08 23.68982 4.231569 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 2.954569 NA 24.48541 NA 7.573255
## 2010-01-06 2.912626 NA 23.98764 NA 7.606690
## 2010-01-07 2.940587 NA 24.07346 NA 7.863035
## 2010-01-08 2.977869 NA 24.33951 NA 7.762727
## 2010-01-11 2.991849 NA 24.54549 NA 7.874180
## REG.Adjusted FRT.Adjusted BRX.Adjusted KRG.Adjusted PECO.Adjusted
## 2010-01-04 21.17594 43.90084 NA 8.264447 NA
## 2010-01-05 21.32819 43.84845 NA 8.063856 NA
## 2010-01-06 21.35864 43.73055 NA 8.264446 NA
## 2010-01-07 21.52308 43.71746 NA 8.645573 NA
## 2010-01-08 21.48655 43.44239 NA 8.665636 NA
## 2010-01-11 21.80932 43.98598 NA 8.625515 NA
## SITC.Adjusted SKT.Adjusted ROIC.Adjusted UE.Adjusted IVT.Adjusted
## 2010-01-04 8.401088 11.04945 6.406982 NA NA
## 2010-01-05 8.328429 11.23726 6.444745 NA NA
## 2010-01-06 8.174031 11.45353 6.451038 NA NA
## 2010-01-07 8.537320 11.32547 6.469921 NA NA
## 2010-01-08 8.455579 11.16612 6.476212 NA NA
## 2010-01-11 8.510076 11.21734 6.457331 NA NA
## AKR.Adjusted ALEX.Adjusted BFS.Adjusted RPT.Adjusted UBA.Adjusted
## 2010-01-04 10.57935 NA 19.85815 5.038893 7.861884
## 2010-01-05 10.51697 NA 19.52818 4.846451 7.745226
## 2010-01-06 10.47954 NA 19.34820 4.750231 7.700385
## 2010-01-07 10.61677 NA 19.89414 4.760359 7.705538
## 2010-01-08 10.41717 NA 20.69207 4.704654 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 7.698836 7.444954 NA 43.83768
## 2010-01-05 NA 7.598241 7.479973 NA 43.53773
## 2010-01-06 NA 7.491222 7.398727 NA 43.04892
## 2010-01-07 NA 7.611084 7.271775 NA 43.60995
## 2010-01-08 NA 7.634626 7.124511 NA 42.56565
## 2010-01-11 NA 7.692417 7.205759 NA 42.60455
## MAC.Adjusted CBL.Adjusted O.Adjusted STOR.Adjusted NNN.Adjusted
## 2010-01-04 17.52953 NA 13.90158 NA 11.36129
## 2010-01-05 17.32324 NA 14.13595 NA 11.32939
## 2010-01-06 16.77482 NA 14.12529 NA 11.43572
## 2010-01-07 16.84022 NA 14.42356 NA 11.48357
## 2010-01-08 16.52324 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 11.77136
## 2010-01-07 11.99418 NA NA NA 11.82201
## 2010-01-08 11.87608 NA NA NA 11.80681
## 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 53.51211
## 2010-01-05 NA NA NA NA 53.11012
## 2010-01-06 NA NA NA NA 52.60928
## 2010-01-07 NA NA NA NA 52.71473
## 2010-01-08 NA NA NA NA 52.31929
## 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 55.39894 10.28221 25.23881
## 2010-01-05 18.66775 29.55007 55.73423 10.26952 25.18406
## 2010-01-06 18.77436 29.64826 56.12311 10.19975 24.87991
## 2010-01-07 18.95391 29.78942 56.70647 10.27587 24.83124
## 2010-01-08 18.71264 29.59302 56.12311 10.07289 24.45410
## 2010-01-11 18.65653 29.74646 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 21.99576 NA
## 2010-01-07 NA NA 15.03215 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 1.145268 42.51283 3.557934 NA NA
## 2010-01-05 1.173972 40.85773 3.536371 NA NA
## 2010-01-06 1.194782 40.00652 3.514808 NA NA
## 2010-01-07 1.238555 40.43214 3.521996 NA NA
## 2010-01-08 1.209851 40.57399 3.529184 NA NA
## 2010-01-11 1.219180 40.52668 3.543559 NA NA
## SUI.Adjusted ELS.Adjusted UMH.Adjusted INVH.Adjusted AMH.Adjusted
## 2010-01-04 11.28528 9.186100 3.902714 NA NA
## 2010-01-05 11.22327 9.226362 3.856799 NA NA
## 2010-01-06 11.56149 9.193419 3.810884 NA NA
## 2010-01-07 11.56713 9.105564 3.806292 NA NA
## 2010-01-08 11.57276 9.068962 3.810884 NA NA
## 2010-01-11 11.57276 9.065301 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 12.92436 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 123.8201 NA 4.637640 1.876681
## 2010-01-05 10.86645 123.0840 NA 4.489703 1.985870
## 2010-01-06 10.93911 123.7542 NA 4.548189 2.122356
## 2010-01-07 11.05717 125.9707 NA 4.555069 2.320260
## 2010-01-08 11.19794 125.6993 NA 4.637640 2.313436
## 2010-01-11 11.37050 119.9547 NA 4.579153 2.361205
## OLP.Adjusted MDV.Adjusted MDRR.Adjusted SQFT.Adjusted GIPR.Adjusted
## 2010-01-04 3.461106 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 3.887389 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 6.376479
## 2010-01-06 8.342828 11.91205 NA NA 6.355455
## 2010-01-07 8.651566 11.90080 NA NA 6.551656
## 2010-01-08 8.569237 12.16526 NA NA 6.600705
## 2010-01-11 8.493767 12.41847 NA NA 6.838946
## PEB.Adjusted DRH.Adjusted RLJ.Adjusted XHR.Adjusted INN.Adjusted
## 2010-01-04 15.18675 5.927489 NA NA NA
## 2010-01-05 15.46416 6.201277 NA NA NA
## 2010-01-06 15.47128 6.187587 NA NA NA
## 2010-01-07 15.15829 6.303946 NA NA NA
## 2010-01-08 15.02315 6.139676 NA NA NA
## 2010-01-11 14.95913 6.365549 NA NA NA
## CLDT.Adjusted HT.Adjusted BHR.Adjusted AHT.Adjusted SOHO.Adjusted
## 2010-01-04 NA 7.147984 NA 171.1182 1.246318
## 2010-01-05 NA 7.456850 NA 175.3521 1.252427
## 2010-01-06 NA 7.743649 NA 184.1726 1.246318
## 2010-01-07 NA 7.831896 NA 190.5234 1.289084
## 2010-01-08 NA 7.765710 NA 198.2854 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 50.30448 7.784091 4.678253 14.13645
## 2010-01-05 0.989080 50.71882 7.731717 4.772667 13.95856
## 2010-01-06 1.061673 50.41118 7.757902 4.720574 13.93089
## 2010-01-07 1.143340 50.34214 7.698980 4.733597 13.97437
## 2010-01-08 1.170563 49.42558 7.528768 4.661976 13.83996
## 2010-01-11 1.225008 49.76457 7.587688 4.753131 14.36573
## NSA.Adjusted SELF.Adjusted WELL.Adjusted VTR.Adjusted PEAK.Adjusted
## 2010-01-04 NA 1.579438 23.64322 27.23342 14.20855
## 2010-01-05 NA 1.579438 23.97608 27.36534 14.17075
## 2010-01-06 NA 1.579438 23.85797 27.05752 14.08569
## 2010-01-07 NA 1.549230 23.90628 27.35906 14.27943
## 2010-01-08 NA 1.536284 23.65933 27.05752 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 7.588741 NA 9.662728
## 2010-01-05 NA 4.320753 7.716377 NA 9.798089
## 2010-01-06 NA 4.333263 7.700907 NA 9.558605
## 2010-01-07 NA 4.304070 7.708639 NA 9.798089
## 2010-01-08 NA 4.220657 7.673832 NA 10.100050
## 2010-01-11 NA 4.287386 7.693167 NA 9.860563
## NHI.Adjusted CTRE.Adjusted LTC.Adjusted CHCT.Adjusted UHT.Adjusted
## 2010-01-04 17.45256 NA 13.60854 NA 16.86645
## 2010-01-05 17.30285 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 16.78614 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 9.680448 10.53014 12.89141 16.03655
## 2010-01-05 NA 9.738519 10.75369 13.23563 16.10142
## 2010-01-06 NA 9.850200 10.63478 13.25085 16.30599
## 2010-01-07 NA 9.814463 10.58722 13.52197 16.35090
## 2010-01-08 NA 9.707251 10.48972 13.68951 16.30599
## 2010-01-11 NA 9.783190 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 35.02292 NA 14.03717
## 2010-01-07 35.83689 28.28391 35.51991 NA 14.31711
## 2010-01-08 35.90971 28.42253 35.55889 NA 14.89700
## 2010-01-11 35.58606 28.42982 35.80252 NA 14.99698
## PW.Adjusted EQIX.Adjusted DLR.Adjusted VICI.Adjusted IRM.Adjusted
## 2010-01-04 9.308208 86.67095 29.50229 NA 9.347873
## 2010-01-05 9.370089 85.86406 29.69642 NA 9.376460
## 2010-01-06 9.325891 86.64722 29.29639 NA 9.678662
## 2010-01-07 9.370089 84.87521 29.55522 NA 9.833845
## 2010-01-08 9.591081 84.46384 29.88467 NA 9.862432
## 2010-01-11 9.440805 85.15998 29.73759 NA 9.935945
## GLPI.Adjusted LAMR.Adjusted EPR.Adjusted OUT.Adjusted SAFE.Adjusted
## 2010-01-04 NA 21.30769 16.41337 NA NA
## 2010-01-05 NA 21.82835 16.39939 NA NA
## 2010-01-06 NA 22.26994 16.26893 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 4.612730 NA
## 2010-01-05 NA NA 14.15933 4.597186 NA
## 2010-01-06 NA NA 14.24874 4.541924 NA
## 2010-01-07 NA NA 14.15120 4.519474 NA
## 2010-01-08 NA NA 14.24874 4.576463 NA
## 2010-01-11 NA NA 14.31376 4.659357 NA
## TWO.Adjusted CIM.Adjusted RC.Adjusted PMT.Adjusted FBRT.Adjusted
## 2010-01-04 11.96757 3.412805 NA 4.439288 NA
## 2010-01-05 11.95537 3.491968 NA 4.408531 NA
## 2010-01-06 11.83338 3.518355 NA 4.416221 NA
## 2010-01-07 11.95537 3.597519 NA 4.444414 NA
## 2010-01-08 11.95537 3.579926 NA 4.418785 NA
## 2010-01-11 11.89438 3.606314 NA 4.439288 NA
## MFA.Adjusted NYMT.Adjusted RWT.Adjusted EFC.Adjusted ARR.Adjusted
## 2010-01-04 6.113250 1.241128 5.532669 NA 10.49986
## 2010-01-05 6.146201 1.244634 5.570773 NA 10.21339
## 2010-01-06 6.137964 1.232362 5.475513 NA 10.23829
## 2010-01-07 6.129724 1.228857 5.673651 NA 10.21339
## 2010-01-08 6.121486 1.204315 5.711756 NA 10.18847
## 2010-01-11 6.096769 1.174514 5.890845 NA 10.21339
## DX.Adjusted IVR.Adjusted ORC.Adjusted AJX.Adjusted CHMI.Adjusted
## 2010-01-04 6.168885 43.91830 NA NA NA
## 2010-01-05 6.231906 43.70734 NA NA NA
## 2010-01-06 6.273920 43.82242 NA NA NA
## 2010-01-07 6.273920 43.05529 NA NA NA
## 2010-01-08 6.308930 42.95940 NA NA NA
## 2010-01-11 6.364945 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 3.876378
## 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 3.828164
## LOAN.Adjusted WMC.Adjusted STWD.Adjusted BXMT.Adjusted HASI.Adjusted
## 2010-01-04 0.519394 NA 5.121822 2.708895 NA
## 2010-01-05 0.519394 NA 5.100734 2.751554 NA
## 2010-01-06 0.519394 NA 5.048014 3.135491 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 3.668738 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 4.566015 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 19.32180
## 2010-01-05 7.060423 NA 19.28361
## 2010-01-06 7.126564 NA 19.47454
## 2010-01-07 7.105894 NA 20.58191
## 2010-01-08 7.126564 NA 21.49835
## 2010-01-11 7.159635 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 43.12882 43.64644 20.14189 29.86839 14.78186 17.59738 20.52098
## 2010-01-05 42.67409 44.30991 20.21481 29.64231 15.52095 17.12442 20.82768
## 2010-01-06 42.45013 44.51807 20.17504 29.52289 15.83215 17.05375 20.95831
## 2010-01-07 42.84376 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 17.24945 20.76521
## 2010-01-11 42.92520 44.34244 21.14270 29.74042 16.04610 17.34731 20.87880
## DEI EQC SLG HPP PGRE DEA PDM ESRT BDN OPI
## 2010-01-04 9.527959 13.40137 32.54272 NA NA NA NA NA 5.666382 31.71932
## 2010-01-05 9.642671 13.54772 31.93749 NA NA NA NA NA 5.721835 31.33267
## 2010-01-06 9.615677 13.79860 31.72467 NA NA NA NA NA 5.792414 31.52599
## 2010-01-07 9.777628 13.81950 32.52942 NA NA NA NA NA 5.847868 31.59504
## 2010-01-08 9.662916 13.56862 32.29665 NA NA NA NA NA 5.822663 31.73313
## 2010-01-11 9.791124 13.65225 32.87528 NA NA NA NA NA 5.822663 31.70551
## ONL CIO FSP CMCT NYC PLD REXR COLD EGP FR
## 2010-01-04 NA NA 6.465183 17.09539 NA 16.94888 NA NA 24.22865 4.254948
## 2010-01-05 NA NA 6.329948 16.89267 NA 17.19606 NA NA 23.70249 4.340670
## 2010-01-06 NA NA 6.242697 16.78005 NA 17.04241 NA NA 23.66446 4.231569
## 2010-01-07 NA NA 6.203436 16.75753 NA 17.18270 NA NA 23.74053 4.325083
## 2010-01-08 NA NA 6.155447 16.89267 NA 17.13593 NA NA 23.68982 4.231569
## 2010-01-11 NA NA 6.103098 17.88371 NA 17.15598 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 2.954569 NA 24.48541 NA 7.573255 21.32819
## 2010-01-06 NA NA NA 2.912626 NA 23.98764 NA 7.606690 21.35864
## 2010-01-07 NA NA NA 2.940587 NA 24.07346 NA 7.863035 21.52308
## 2010-01-08 NA NA NA 2.977869 NA 24.33951 NA 7.762727 21.48655
## 2010-01-11 NA NA NA 2.991849 NA 24.54549 NA 7.874180 21.80932
## FRT BRX KRG PECO SITC SKT ROIC UE IVT
## 2010-01-04 43.90084 NA 8.264447 NA 8.401088 11.04945 6.406982 NA NA
## 2010-01-05 43.84845 NA 8.063856 NA 8.328429 11.23726 6.444745 NA NA
## 2010-01-06 43.73055 NA 8.264446 NA 8.174031 11.45353 6.451038 NA NA
## 2010-01-07 43.71746 NA 8.645573 NA 8.537320 11.32547 6.469921 NA NA
## 2010-01-08 43.44239 NA 8.665636 NA 8.455579 11.16612 6.476212 NA NA
## 2010-01-11 43.98598 NA 8.625515 NA 8.510076 11.21734 6.457331 NA NA
## AKR ALEX BFS RPT UBA WSR CTO UBP WHLR
## 2010-01-04 10.57935 NA 19.85815 5.038893 7.861884 NA 7.698836 7.444954 NA
## 2010-01-05 10.51697 NA 19.52818 4.846451 7.745226 NA 7.598241 7.479973 NA
## 2010-01-06 10.47954 NA 19.34820 4.750231 7.700385 NA 7.491222 7.398727 NA
## 2010-01-07 10.61677 NA 19.89414 4.760359 7.705538 NA 7.611084 7.271775 NA
## 2010-01-08 10.41717 NA 20.69207 4.704654 7.607609 NA 7.634626 7.124511 NA
## 2010-01-11 10.49202 NA 20.81207 4.699589 7.695230 NA 7.692417 7.205759 NA
## SPG MAC CBL O STOR NNN ADC SRC EPRT FCPT
## 2010-01-04 43.83768 17.52953 NA 13.90158 NA 11.36129 12.18415 NA NA NA
## 2010-01-05 43.53773 17.32324 NA 14.13595 NA 11.32939 12.10200 NA NA NA
## 2010-01-06 43.04892 16.77482 NA 14.12529 NA 11.43572 11.94283 NA NA NA
## 2010-01-07 43.60995 16.84022 NA 14.42356 NA 11.48357 11.99418 NA NA NA
## 2010-01-08 42.56565 16.52324 NA 14.62063 NA 11.31876 11.87608 NA NA NA
## 2010-01-11 42.60455 16.56852 NA 14.50878 NA 11.38256 11.88121 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 29.57462 55.39894
## 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 52.60928 18.77436 29.64826 56.12311
## 2010-01-07 11.82201 NA NA NA NA 52.71473 18.95391 29.78942 56.70647
## 2010-01-08 11.80681 NA NA NA NA 52.31929 18.71264 29.59302 56.12311
## 2010-01-11 11.79162 NA NA NA NA 53.03762 18.65653 29.74646 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 1.145268 42.51283
## 2010-01-05 10.26952 25.18406 NA NA 14.92768 21.75067 NA 1.173972 40.85773
## 2010-01-06 10.19975 24.87991 NA NA 14.91668 21.99576 NA 1.194782 40.00652
## 2010-01-07 10.27587 24.83124 NA NA 15.03215 22.36026 NA 1.238555 40.43214
## 2010-01-08 10.07289 24.45410 NA NA 15.02665 22.28485 NA 1.209851 40.57399
## 2010-01-11 10.14266 24.52708 NA NA 15.05964 22.58021 NA 1.219180 40.52668
## BRT CLPR BHM SUI ELS UMH INVH AMH WPC BNL
## 2010-01-04 3.557934 NA NA 11.28528 9.186100 3.902714 NA NA 12.99001 NA
## 2010-01-05 3.536371 NA NA 11.22327 9.226362 3.856799 NA NA 12.92436 NA
## 2010-01-06 3.514808 NA NA 11.56149 9.193419 3.810884 NA NA 12.76022 NA
## 2010-01-07 3.521996 NA NA 11.56713 9.105564 3.806292 NA NA 12.96187 NA
## 2010-01-08 3.529184 NA NA 11.57276 9.068962 3.810884 NA NA 12.98532 NA
## 2010-01-11 3.543559 NA NA 11.57276 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 123.8201 NA 4.637640 1.876681 3.461106 NA
## 2010-01-05 NA NA NA 10.86645 123.0840 NA 4.489703 1.985870 3.590164 NA
## 2010-01-06 NA NA NA 10.93911 123.7542 NA 4.548189 2.122356 3.828727 NA
## 2010-01-07 NA NA NA 11.05717 125.9707 NA 4.555069 2.320260 3.926499 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 11.37050 119.9547 NA 4.579153 2.361205 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 5.927489
## 2010-01-05 NA NA NA 8.294801 11.57444 NA NA 6.376479 15.46416 6.201277
## 2010-01-06 NA NA NA 8.342828 11.91205 NA NA 6.355455 15.47128 6.187587
## 2010-01-07 NA NA NA 8.651566 11.90080 NA NA 6.551656 15.15829 6.303946
## 2010-01-08 NA NA NA 8.569237 12.16526 NA NA 6.600705 15.02315 6.139676
## 2010-01-11 NA NA NA 8.493767 12.41847 NA NA 6.838946 14.95913 6.365549
## RLJ XHR INN CLDT HT BHR AHT SOHO IHT PSA
## 2010-01-04 NA NA NA NA 7.147984 NA 171.1182 1.246318 0.989080 50.30448
## 2010-01-05 NA NA NA NA 7.456850 NA 175.3521 1.252427 0.989080 50.71882
## 2010-01-06 NA NA NA NA 7.743649 NA 184.1726 1.246318 1.061673 50.41118
## 2010-01-07 NA NA NA NA 7.831896 NA 190.5234 1.289084 1.143340 50.34214
## 2010-01-08 NA NA NA NA 7.765710 NA 198.2854 1.374616 1.170563 49.42558
## 2010-01-11 NA NA NA NA 8.162823 NA 206.4004 1.545679 1.225008 49.76457
## EXR CUBE LSI NSA SELF WELL VTR PEAK
## 2010-01-04 7.784091 4.678253 14.13645 NA 1.579438 23.64322 27.23342 14.20855
## 2010-01-05 7.731717 4.772667 13.95856 NA 1.579438 23.97608 27.36534 14.17075
## 2010-01-06 7.757902 4.720574 13.93089 NA 1.579438 23.85797 27.05752 14.08569
## 2010-01-07 7.698980 4.733597 13.97437 NA 1.549230 23.90628 27.35906 14.27943
## 2010-01-08 7.528768 4.661976 13.83996 NA 1.536284 23.65933 27.05752 14.37393
## 2010-01-11 7.587688 4.753131 14.36573 NA 1.575123 23.71301 27.60407 14.53459
## HR MPW OHI DOC SBRA NHI CTRE LTC CHCT
## 2010-01-04 NA 4.199804 7.588741 NA 9.662728 17.45256 NA 13.60854 NA
## 2010-01-05 NA 4.320753 7.716377 NA 9.798089 17.30285 NA 13.39607 NA
## 2010-01-06 NA 4.333263 7.700907 NA 9.558605 16.81511 NA 13.59372 NA
## 2010-01-07 NA 4.304070 7.708639 NA 9.798089 16.72819 NA 13.82103 NA
## 2010-01-08 NA 4.220657 7.673832 NA 10.100050 16.78614 NA 13.67279 NA
## 2010-01-11 NA 4.287386 7.693167 NA 9.860563 16.81511 NA 13.32689 NA
## UHT GMRE DHC WY RYN PCH AMT CCI
## 2010-01-04 16.86645 NA 9.680448 10.53014 12.89141 16.03655 35.16530 28.89672
## 2010-01-05 16.86119 NA 9.738519 10.75369 13.23563 16.10142 35.74788 29.17394
## 2010-01-06 16.79280 NA 9.850200 10.63478 13.25085 16.30599 35.93398 28.75811
## 2010-01-07 16.95588 NA 9.814463 10.58722 13.52197 16.35090 35.83689 28.28391
## 2010-01-08 16.98746 NA 9.707251 10.48972 13.68951 16.30599 35.90971 28.42253
## 2010-01-11 16.92958 NA 9.783190 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 9.308208 86.67095 29.50229 NA 9.347873 NA
## 2010-01-05 35.09113 NA 13.77722 9.370089 85.86406 29.69642 NA 9.376460 NA
## 2010-01-06 35.02292 NA 14.03717 9.325891 86.64722 29.29639 NA 9.678662 NA
## 2010-01-07 35.51991 NA 14.31711 9.370089 84.87521 29.55522 NA 9.833845 NA
## 2010-01-08 35.55889 NA 14.89700 9.591081 84.46384 29.88467 NA 9.862432 NA
## 2010-01-11 35.80252 NA 14.99698 9.440805 85.15998 29.73759 NA 9.935945 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 21.82835 16.39939 NA NA NA NA 14.15933 4.597186 NA 11.95537
## 2010-01-06 22.26994 16.26893 NA NA NA NA 14.24874 4.541924 NA 11.83338
## 2010-01-07 21.85472 16.27826 NA NA NA NA 14.15120 4.519474 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 4.659357 NA 11.89438
## CIM RC PMT FBRT MFA NYMT RWT EFC ARR
## 2010-01-04 3.412805 NA 4.439288 NA 6.113250 1.241128 5.532669 NA 10.49986
## 2010-01-05 3.491968 NA 4.408531 NA 6.146201 1.244634 5.570773 NA 10.21339
## 2010-01-06 3.518355 NA 4.416221 NA 6.137964 1.232362 5.475513 NA 10.23829
## 2010-01-07 3.597519 NA 4.444414 NA 6.129724 1.228857 5.673651 NA 10.21339
## 2010-01-08 3.579926 NA 4.418785 NA 6.121486 1.204315 5.711756 NA 10.18847
## 2010-01-11 3.606314 NA 4.439288 NA 6.096769 1.174514 5.890845 NA 10.21339
## 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 6.231906 43.70734 NA NA NA NA NA NA NA 3.878787 0.519394
## 2010-01-06 6.273920 43.82242 NA NA NA NA NA NA NA 3.876378 0.519394
## 2010-01-07 6.273920 43.05529 NA NA NA NA NA NA NA 3.869146 0.499607
## 2010-01-08 6.308930 42.95940 NA NA NA NA NA NA NA 3.881198 0.494661
## 2010-01-11 6.364945 41.23334 NA NA NA NA NA NA NA 3.828164 0.494661
## WMC STWD BXMT HASI ABR CMTG ARI LADR KREF BRSP
## 2010-01-04 NA 5.121822 2.708895 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 5.048014 3.135491 NA 0.852540 NA 4.548328 NA NA NA
## 2010-01-07 NA 5.037469 3.690068 NA 0.896362 NA 4.555910 NA NA NA
## 2010-01-08 NA 5.119185 3.626078 NA 0.916282 NA 4.563490 NA NA NA
## 2010-01-11 NA 5.216719 3.668738 NA 0.936201 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 19.32180
## 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 7.126564 NA 19.47454
## 2010-01-07 NA NA NA NA NA NA NA 7.105894 NA 20.58191
## 2010-01-08 NA NA NA NA NA NA NA 7.126564 NA 21.49835
## 2010-01-11 NA NA NA NA NA NA NA 7.159635 NA 21.68929