B3 Indexes
rb3 comes with a
diverse range of functions to explore the index delivered by the B3
Exchange. These functions will be presented here.
B3 Indexes
The function rb3::indexes_get list the names of
available indexes.
#> [1] "AGFS" "BDRX" "GPTW" "IBBR" "IBEE" "IBEP" "IBHB" "IBLV" "IBOV" "IBRA"
#> [11] "IBSD" "IBXL" "IBXX" "ICO2" "ICON" "IDIV" "IDVR" "IEEX" "IFIL" "IFIX"
#> [21] "IFNC" "IGCT" "IGCX" "IGNM" "IMAT" "IMOB" "INDX" "ISEE" "ITAG" "IVBX"
#> [31] "MLCX" "SMLL" "UTIL"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.
#> # A tibble: 86 × 3
#> symbol weight position
#> <chr> <dbl> <dbl>
#> 1 ABEV3 0.0252 4394835131
#> 2 ALOS3 0.0051 502481592
#> 3 ALPA4 0.00057 166460180
#> 4 ASAI3 0.00575 1349687675
#> 5 AURE3 0.00148 291727616
#> 6 AZUL4 0.00079 328421113
#> 7 AZZA3 0.00278 127330493
#> 8 B3SA3 0.0311 5511401013
#> 9 BBAS3 0.0356 2842613858
#> 10 BBDC3 0.00935 1484426957
#> # ℹ 76 more rowsThe IBr100 Index (IBXX)
#> # A tibble: 100 × 3
#> symbol weight position
#> <chr> <dbl> <dbl>
#> 1 ABEV3 0.0237 4394835131
#> 2 ALOS3 0.0048 502481592
#> 3 ALPA4 0.00054 166460180
#> 4 AMBP3 0.00123 41041780
#> 5 ASAI3 0.00541 1349687675
#> 6 AURE3 0.00139 291727616
#> 7 AZUL4 0.00074 328421113
#> 8 AZZA3 0.00262 127330493
#> 9 B3SA3 0.0293 5511401013
#> 10 BBAS3 0.0335 2842613858
#> # ℹ 90 more rowsThe Small Caps Index (SMLL)
#> # A tibble: 119 × 3
#> symbol weight position
#> <chr> <dbl> <dbl>
#> 1 ABCB4 0.00573 73885763
#> 2 AERI3 0.00143 35461088
#> 3 AESB3 0.0121 317101832
#> 4 AGRO3 0.00551 63815593
#> 5 ALOS3 0.0382 502481592
#> 6 ALPA4 0.00427 166460180
#> 7 ALUP11 0.0161 151478409
#> 8 AMBP3 0.00975 41041780
#> 9 ANIM3 0.00281 257040189
#> 10 ARML3 0.00495 171598756
#> # ℹ 109 more rowsIndex Composition
rb3::index_comp_get returns a vector with symbols that
compound the given index.
#> [1] "ABCB4" "AERI3" "AESB3" "AGRO3" "ALOS3" "ALPA4" "ALUP11" "AMBP3"
#> [9] "ANIM3" "ARML3" "ASAI3" "AURE3" "AZEV4" "AZUL4" "AZZA3" "BEEF3"
#> [17] "BHIA3" "BLAU3" "BMOB3" "BPAN4" "BRAP4" "BRKM5" "BRSR6" "CAML3"
#> [25] "CASH3" "CBAV3" "CEAB3" "CLSA3" "COGN3" "CSMG3" "CURY3" "CVCB3"
#> [33] "CYRE3" "DASA3" "DIRR3" "DXCO3" "ECOR3" "EVEN3" "EZTC3" "FESA4"
#> [41] "FLRY3" "FRAS3" "GFSA3" "GGPS3" "GOAU4" "GRND3" "GUAR3" "HBSA3"
#> [49] "IGTI11" "INTB3" "IRBR3" "JALL3" "JHSF3" "JSLG3" "KEPL3" "LAVV3"
#> [57] "LEVE3" "LJQQ3" "LOGG3" "LWSA3" "MDIA3" "MDNE3" "MGLU3" "MILS3"
#> [65] "MLAS3" "MOVI3" "MRFG3" "MRVE3" "MTRE3" "MYPK3" "ODPV3" "ONCO3"
#> [73] "OPCT3" "ORVR3" "PCAR3" "PETZ3" "PGMN3" "PLPL3" "PNVL3" "POMO4"
#> [81] "PORT3" "POSI3" "PTBL3" "QUAL3" "RANI3" "RAPT4" "RCSL3" "RECV3"
#> [89] "ROMI3" "RRRP3" "SAPR11" "SBFG3" "SEER3" "SEQL3" "SIMH3" "SLCE3"
#> [97] "SMFT3" "SMTO3" "SOJA3" "SRNA3" "STBP3" "TAEE11" "TASA4" "TEND3"
#> [105] "TGMA3" "TRIS3" "TTEN3" "TUPY3" "UNIP6" "USIM3" "USIM5" "VAMO3"
#> [113] "VIVA3" "VLID3" "VULC3" "VVEO3" "WIZC3" "YDUQ3" "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.
#> # A tibble: 86 × 6
#> symbol segment weight segment_weight position refdate
#> <chr> <chr> <dbl> <dbl> <dbl> <date>
#> 1 WEGE3 Bens Indls / Máqs e Equips 0.0323 0.0323 1.27e9 2024-11-25
#> 2 EMBR3 Bens Indls / Mat Transporte 0.0197 0.0197 7.35e8 2024-11-25
#> 3 AZUL4 Bens Indls/Transporte 0.00077 0.0231 3.28e8 2024-11-25
#> 4 CCRO3 Bens Indls/Transporte 0.00563 0.0231 9.92e8 2024-11-25
#> 5 RAIL3 Bens Indls/Transporte 0.0115 0.0231 1.22e9 2024-11-25
#> 6 STBP3 Bens Indls/Transporte 0.0052 0.0231 8.56e8 2024-11-25
#> 7 BRFS3 Cons N Básico / Alimentos… 0.00967 0.0333 8.15e8 2024-11-25
#> 8 JBSS3 Cons N Básico / Alimentos… 0.0186 0.0333 1.14e9 2024-11-25
#> 9 MRFG3 Cons N Básico / Alimentos… 0.00259 0.0333 3.02e8 2024-11-25
#> 10 BEEF3 Cons N Básico / Alimentos… 0.00069 0.0333 2.61e8 2024-11-25
#> # ℹ 76 more rowsIndexes 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.
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_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")
)