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November 8, 2020 23:14
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Rank SP500 companies by industry and plot it
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With[{ | |
time = {{2020}}, | |
ents = Table[ | |
CompanyData[FinancialData[s, "Company"], "Industry"], {s, | |
Select[ | |
EntityList[ | |
EntityClass[ | |
"Financial", {EntityProperty["Financial", "MarketCap"] -> | |
TakeLargest[100]} | |
] | |
], | |
Function[n, | |
And[ | |
Not[MissingQ[FinancialData[n, "Company"]]], | |
Not[ | |
MissingQ[ | |
CompanyData[FinancialData[n, "Company"], "Industry"]]] | |
] | |
] | |
] | |
} | |
] | |
}, | |
With[{ | |
ts = Table[{ | |
First[o], | |
TimeSeriesThread[ | |
Function[f, | |
Total[ | |
Map[ | |
QuantityMagnitude, f] | |
] | |
], | |
Table[ | |
FinancialData[l, "MarketCap", time], | |
{l, Last[o]} | |
] | |
] | |
}, {o, | |
Table[{ | |
Last[First[o]], | |
Map[First, o] | |
}, {o, | |
Table[ | |
GatherBy[{e, | |
e["Company"]["Industry"]}, | |
Last], | |
{e, ents} | |
] | |
} | |
] | |
} | |
] | |
}, | |
With[{all = TimeSeriesThread[Total, Map[Last, ts]]}, | |
With[{ | |
all2 = Table[{ | |
First[t], | |
TimeSeriesThread[Apply[Divide], {Last[t], all}] | |
}, {t, ts}]}, | |
With[{ | |
fin = ReverseSortBy[all2, Function[m, Mean[Last[m]["Values"]]]]}, | |
DateListPlot[ | |
Map[Last, fin], | |
PlotRange -> Full, | |
PlotTheme -> "Marketing", | |
Joined -> False, | |
AspectRatio -> 1/3, | |
ImageSize -> Full, | |
PlotLegends -> Map[First, fin]] | |
] | |
] | |
] | |
] | |
] |
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