Indexes Composition and Weights
The composition of B3 indexes are available through the function
rb3::index_weights_get. This function returns a data.frame
with the current compostion of the requested index, all symbols that
compound the index, their weights and theoretical position. Here the
IBOVESPA (IBOV) Index has its composition listed.
index_weights_get("IBOV")
#> # A tibble: 89 × 3
#> symbol weight position
#> <chr> <dbl> <dbl>
#> 1 ABEV3 0.0328 4386652506
#> 2 ALPA4 0.00157 202765994
#> 3 AMER3 0.00303 611169249
#> 4 ARZZ3 0.00244 60758326
#> 5 ASAI3 0.00937 935793199
#> 6 AZUL4 0.00185 327646296
#> 7 B3SA3 0.0399 5901731302
#> 8 BBAS3 0.0254 1420731069
#> 9 BBDC3 0.0104 1508883586
#> 10 BBDC4 0.0402 5156077326
#> # ℹ 79 more rows
The IBr100 Index (IBXX)
index_weights_get("IBXX")
#> # A tibble: 100 × 3
#> symbol weight position
#> <chr> <dbl> <dbl>
#> 1 ABEV3 0.0301 4386652506
#> 2 ALPA4 0.00145 202765994
#> 3 AMER3 0.00279 611169249
#> 4 ARZZ3 0.00225 60758326
#> 5 ASAI3 0.00862 935793199
#> 6 AURE3 0.0021 301966318
#> 7 AZUL4 0.00171 327646296
#> 8 B3SA3 0.0367 5901731302
#> 9 BBAS3 0.0234 1420731069
#> 10 BBDC3 0.00962 1508883586
#> # ℹ 90 more rows
The Small Caps Index (SMLL)
index_weights_get("SMLL")
#> # A tibble: 129 × 3
#> symbol weight position
#> <chr> <dbl> <dbl>
#> 1 AALR3 0.00326 42015455
#> 2 ABCB4 0.00469 67562128
#> 3 AERI3 0.00092 227070796
#> 4 AESB3 0.0109 315209392
#> 5 AGRO3 0.00637 59212546
#> 6 ALPA4 0.0110 202765994
#> 7 ALSO3 0.00748 122470927
#> 8 ALUP11 0.0142 140050337
#> 9 AMAR3 0.0007 156188662
#> 10 AMBP3 0.00329 43853759
#> # ℹ 119 more rows
Index Composition
rb3::index_comp_get returns a vector with symbols that
compound the given index.
index_comp_get("SMLL")
#> [1] "AALR3" "ABCB4" "AERI3" "AESB3" "AGRO3" "ALPA4" "ALSO3" "ALUP11"
#> [9] "AMAR3" "AMBP3" "AMER3" "ANIM3" "ARML3" "ARZZ3" "AZUL4" "BEEF3"
#> [17] "BLAU3" "BMOB3" "BOAS3" "BPAN4" "BRAP4" "BRFS3" "BRML3" "BRPR3"
#> [25] "BRSR6" "CAML3" "CASH3" "CBAV3" "CEAB3" "CLSA3" "COGN3" "CSMG3"
#> [33] "CURY3" "CVCB3" "CYRE3" "DASA3" "DIRR3" "DMMO3" "DXCO3" "ECOR3"
#> [41] "EMBR3" "ENAT3" "ENBR3" "ENJU3" "ESPA3" "EVEN3" "EZTC3" "FESA4"
#> [49] "FHER3" "FLRY3" "GFSA3" "GGPS3" "GMAT3" "GOAU4" "GOLL4" "GRND3"
#> [57] "GUAR3" "HBSA3" "IFCM3" "IGTI11" "INTB3" "JALL3" "JHSF3" "KEPL3"
#> [65] "LAVV3" "LEVE3" "LIGT3" "LJQQ3" "LOGG3" "LOGN3" "LWSA3" "MATD3"
#> [73] "MBLY3" "MDIA3" "MEAL3" "MEGA3" "MILS3" "MLAS3" "MODL3" "MOVI3"
#> [81] "MRFG3" "MRVE3" "MYPK3" "ODPV3" "ONCO3" "ORVR3" "PARD3" "PCAR3"
#> [89] "PETZ3" "PGMN3" "PNVL3" "POMO4" "POSI3" "PTBL3" "QUAL3" "RANI3"
#> [97] "RAPT4" "RCSL3" "RECV3" "ROMI3" "RRRP3" "SAPR11" "SBFG3" "SEER3"
#> [105] "SEQL3" "SIMH3" "SLCE3" "SMFT3" "SMTO3" "SOMA3" "SQIA3" "STBP3"
#> [113] "SYNE3" "TASA4" "TEND3" "TRAD3" "TRIS3" "TTEN3" "TUPY3" "UNIP6"
#> [121] "USIM3" "USIM5" "VIIA3" "VIVA3" "VLID3" "VULC3" "WIZS3" "YDUQ3"
#> [129] "ZAMP3"
Index by Segment
rb3::index_by_segment_get returns a data.frame with all
stocks that are in the index, their economic segment, weights, position
and segment weight in the index.
index_by_segment_get("IBOV")
#> # A tibble: 88 × 6
#> symbol segment weight segment_weight position refdate
#> <chr> <chr> <dbl> <dbl> <dbl> <date>
#> 1 WEGE3 Bens Indls / Máqs e Equips 0.0278 0.0278 1.32e9 2023-04-14
#> 2 EMBR3 Bens Indls / Mat Transporte 0.00796 0.00796 7.35e8 2023-04-14
#> 3 AZUL4 Bens Indls/Transporte 0.0021 0.0236 3.28e8 2023-04-14
#> 4 CCRO3 Bens Indls/Transporte 0.00722 0.0236 9.98e8 2023-04-14
#> 5 ECOR3 Bens Indls/Transporte 0.00104 0.0236 3.10e8 2023-04-14
#> 6 GOLL4 Bens Indls/Transporte 0.00072 0.0236 1.90e8 2023-04-14
#> 7 RAIL3 Bens Indls/Transporte 0.0125 0.0236 1.22e9 2023-04-14
#> 8 BRFS3 Cons N Básico / Alimentos… 0.00362 0.0185 1.08e9 2023-04-14
#> 9 JBSS3 Cons N Básico / Alimentos… 0.0103 0.0185 1.13e9 2023-04-14
#> 10 MRFG3 Cons N Básico / Alimentos… 0.00107 0.0185 3.17e8 2023-04-14
#> # ℹ 78 more rows
Indexes Time Series
rb3 downloads data from B3 website to build time series
for B3 indexes.
The function rb3::index_get downloads data from B3 for
the given index name and returns data structured in a data.frame. The
index names are obtained with rb3::indexes_get
function.
index_name <- "IBOV"
index_data <- index_get(index_name, as.Date("2019-01-01"))
head(index_data)
#> # A tibble: 6 × 3
#> refdate index_name value
#> <date> <chr> <dbl>
#> 1 2019-02-01 IBOV 97861.
#> 2 2019-03-01 IBOV 94604.
#> 3 2019-04-01 IBOV 96054.
#> 4 2019-07-01 IBOV 101340.
#> 5 2019-08-01 IBOV 102126.
#> 6 2019-10-01 IBOV 104053.
The returned data.frame has three columns: refdate,
index_name and value.
index_data |>
ggplot(aes(x = refdate, y = value)) +
geom_line() +
labs(
x = NULL, y = "Index",
title = str_glue("{index_name} Historical Data"),
caption = str_glue("Data imported using rb3")
)
The IBOVESPA index starts at 1968 and the series is adjusted for all
economic events the that affected the Brazilian currency in the 80-90’s
decades.
index_data <- index_get(index_name, as.Date("1968-01-01"))
index_data |>
ggplot(aes(x = refdate, y = value)) +
geom_line() +
scale_y_log10() +
labs(
x = NULL, y = "Index (log scale)",
title = str_glue("{index_name} Historical Data - since 1968"),
caption = str_glue("Data imported using rb3")
)
The y-axis was transformed to log scale in order to get the
visualization improved.
Change index_name to get data for other indexes, for
example, the Small Caps Index SMLL.
index_name <- "SMLL"
index_data <- index_get(index_name, as.Date("2010-01-01"))
index_data |>
ggplot(aes(x = refdate, y = value)) +
geom_line() +
labs(
x = NULL, y = "Index",
title = str_glue("{index_name} Historical Data"),
caption = str_glue("Data imported using rb3")
)
