braverock / braverock/FactorAnalytics
stocksCRPS and factorsSPGMI sectors misspelled and not official GICS naming conventions used
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Description
factorsSPGMI and stocksCRSP do not use official GICS naming conventions in sector names. In addition, several securities have obvious misspellings in Sector assignment, resulting in incorrect groupings. For example:
`unique(factorsSPGMI$Sector) # contains 16 sectors with dupes`
` [1] "InfoTech" "Industrials" "HealthCare"
[4] "ConsumStap" "Energy" "Materials"
[7] "ConsumDisc" "TelcoServices" "Utilities"
[10] "RealEstate" "Health Care" "Financials"
[13] "Consumer Discretionay" "Information Technology" "Consumer Staple"
[16] "Communication Services"`
For those 16 "Sectors" above, the following mapping would be correct:
| Sector (in factorsSPGMI) | Official GICS Sector Name |
|:-------------------------|:--------------------------|
| InfoTech | Information Technology |
| Industrials | Industrials |
| HealthCare | Health Care |
| ConsumStap | Consumer Staples |
| Energy | Energy |
| Materials | Materials |
| ConsumDisc | Consumer Discretionary |
| TelcoServices | Communication Services |
| Utilities | Utilities |
| RealEstate | Real Estate |
| Health Care | Health Care |
| Financials | Financials |
| Consumer Discretionay | Consumer Discretionary |
| Information Technology | Information Technology |
| Consumer Staple | Consumer Staples |
| Communication Services | Communication Services |
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