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.
indexes_get()
#> [1] "AGFS" "BDRX" "GPTW" "IBOV" "IBRA" "IBXL" "IBXX" "ICO2" "ICON" "IDIV"
#> [11] "IEEX" "IFIL" "IFIX" "IFNC" "IGCT" "IGCX" "IGNM" "IMAT" "IMOB" "INDX"
#> [21] "ISEE" "ITAG" "IVBX" "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.
index_weights_get("IBOV")
#> # A tibble: 86 × 3
#> symbol weight position
#> <chr> <dbl> <dbl>
#> 1 ABEV3 0.0295 4394245879
#> 2 ALPA4 0.00089 208965950
#> 3 ALSO3 0.00593 532616595
#> 4 ARZZ3 0.00222 62305891
#> 5 ASAI3 0.00775 1349645897
#> 6 AZUL4 0.00237 327593725
#> 7 B3SA3 0.0358 5694552584
#> 8 BBAS3 0.0326 1420949112
#> 9 BBDC3 0.00959 1500728902
#> 10 BBDC4 0.0373 5146576868
#> # ℹ 76 more rowsThe IBr100 Index (IBXX)
index_weights_get("IBXX")
#> # A tibble: 100 × 3
#> symbol weight position
#> <chr> <dbl> <dbl>
#> 1 ABEV3 0.0283 4394245879
#> 2 ALPA4 0.00086 208965950
#> 3 ALSO3 0.00568 532616595
#> 4 ARZZ3 0.00213 62305891
#> 5 ASAI3 0.00743 1349645897
#> 6 AURE3 0.00195 301966319
#> 7 AZUL4 0.00227 327593725
#> 8 B3SA3 0.0343 5694552584
#> 9 BBAS3 0.0313 1420949112
#> 10 BBDC3 0.00919 1500728902
#> # ℹ 90 more rowsThe Small Caps Index (SMLL)
index_weights_get("SMLL")
#> # A tibble: 117 × 3
#> symbol weight position
#> <chr> <dbl> <dbl>
#> 1 AALR3 0.00015 5721492
#> 2 ABCB4 0.00423 66485201
#> 3 AERI3 0.00071 214066952
#> 4 AESB3 0.0122 317103937
#> 5 AGRO3 0.00498 59736251
#> 6 ALPA4 0.00629 208965950
#> 7 ALSO3 0.0417 532616595
#> 8 ALUP11 0.0142 145652351
#> 9 AMBP3 0.00321 43853759
#> 10 ANIM3 0.00333 256834750
#> # ℹ 107 more rowsIndex 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] "AMBP3" "ANIM3" "ARML3" "ARZZ3" "AZUL4" "BEEF3" "BLAU3" "BMOB3"
#> [17] "BPAN4" "BRAP4" "BRPR3" "BRSR6" "CAML3" "CASH3" "CBAV3" "CEAB3"
#> [25] "CIEL3" "CLSA3" "COGN3" "CSMG3" "CURY3" "CVCB3" "CYRE3" "DASA3"
#> [33] "DIRR3" "DXCO3" "ECOR3" "EMBR3" "ENAT3" "ESPA3" "EVEN3" "EZTC3"
#> [41] "FESA4" "FLRY3" "FRAS3" "GFSA3" "GGPS3" "GOAU4" "GOLL4" "GRND3"
#> [49] "GUAR3" "HBSA3" "IFCM3" "IGTI11" "INTB3" "IRBR3" "JALL3" "JHSF3"
#> [57] "KEPL3" "LAVV3" "LEVE3" "LJQQ3" "LOGG3" "LOGN3" "LUPA3" "LWSA3"
#> [65] "MATD3" "MBLY3" "MEGA3" "MILS3" "MLAS3" "MOVI3" "MRFG3" "MRVE3"
#> [73] "MYPK3" "ODPV3" "ONCO3" "ORVR3" "PCAR3" "PETZ3" "PGMN3" "PLPL3"
#> [81] "PNVL3" "POMO4" "POSI3" "PTBL3" "QUAL3" "RANI3" "RAPT4" "RECV3"
#> [89] "ROMI3" "RRRP3" "SAPR11" "SBFG3" "SEER3" "SEQL3" "SIMH3" "SLCE3"
#> [97] "SMFT3" "SMTO3" "SOMA3" "SQIA3" "STBP3" "TAEE11" "TASA4" "TEND3"
#> [105] "TGMA3" "TRIS3" "TTEN3" "TUPY3" "UNIP6" "USIM5" "VIIA3" "VIVA3"
#> [113] "VLID3" "VULC3" "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.
index_by_segment_get("IBOV")
#> # A tibble: 86 × 6
#> symbol segment weight segment_weight position refdate
#> <chr> <chr> <dbl> <dbl> <dbl> <date>
#> 1 WEGE3 Bens Indls / Máqs e Equips 0.0260 0.0260 1.48e9 2023-09-11
#> 2 EMBR3 Bens Indls / Mat Transporte 0.00671 0.00671 7.35e8 2023-09-11
#> 3 AZUL4 Bens Indls/Transporte 0.00222 0.0222 3.28e8 2023-09-11
#> 4 CCRO3 Bens Indls/Transporte 0.00604 0.0222 9.95e8 2023-09-11
#> 5 GOLL4 Bens Indls/Transporte 0.00066 0.0222 1.98e8 2023-09-11
#> 6 RAIL3 Bens Indls/Transporte 0.0133 0.0222 1.22e9 2023-09-11
#> 7 BRFS3 Cons N Básico / Alimentos… 0.00736 0.0227 1.68e9 2023-09-11
#> 8 JBSS3 Cons N Básico / Alimentos… 0.0104 0.0227 1.13e9 2023-09-11
#> 9 MRFG3 Cons N Básico / Alimentos… 0.0011 0.0227 2.93e8 2023-09-11
#> 10 BEEF3 Cons N Básico / Alimentos… 0.00113 0.0227 2.61e8 2023-09-11
#> # 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.
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")
)
Indexes Last Update
rb3::indexes_last_update returns the date where the
indexes have been last updated.
indexes_last_update()
#> [1] "2023-09-11"