# Load packages
library(tidyverse)
library(tidyquant)
symbols <- c("AMZN", "AAPL", "TSLA")
prices <- tq_get(x = symbols,
get = "stock.prices",
from = "2012-01-01",
to = "2017-01-01")
asset_returns_tbl <- prices %>%
group_by(symbol) %>%
tq_transmute(select = adjusted,
mutate_fun = periodReturn,
period = "quarterly",
type = "log") %>%
ungroup() %>%
set_names(c("asset", "date", "returns"))
asset_returns_tbl
## # A tibble: 60 × 3
## asset date returns
## <chr> <date> <dbl>
## 1 AMZN 2012-03-30 0.123
## 2 AMZN 2012-06-29 0.120
## 3 AMZN 2012-09-28 0.108
## 4 AMZN 2012-12-31 -0.0137
## 5 AMZN 2013-03-28 0.0604
## 6 AMZN 2013-06-28 0.0412
## 7 AMZN 2013-09-30 0.119
## 8 AMZN 2013-12-31 0.243
## 9 AMZN 2014-03-31 -0.170
## 10 AMZN 2014-06-30 -0.0351
## # ℹ 50 more rows
asset_returns_tbl %>%
ggplot(aes(x = returns)) +
geom_density(aes(color = asset), alpha = 1) +
geom_histogram(aes(fill = asset), show.legend = FALSE, alpha = 0.3, binwidth = 0.01) +
facet_wrap(~asset, ncol = 1) +
# labeling
labs(title = "Distribution of Monthly Returns, 2012-2016",
y = "Frequency",
x = "Rate of Returns",
caption = "A typical monthly return is higher for SPY and IJS than for AGG, EEM, and EFA")
## 4 Interpret the plot
Hide the code, messages, and warnings