# Load packages
# Core
library(tidyverse)
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library(tidyquant)
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
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Take raw prices of five individual stocks and transform them into monthly returns five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG”
# Choose Stocks
symbols <- c("SPY","EFA","IJS","EEM","AGG")
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= "monthly",
type= "log") %>%
ungroup() %>%
set_names(c("asset", "date", "returns"))
asset_returns_tbl %>%
ggplot(aes(x = returns)) +
geom_density(aes(color=asset), show.legend = FALSE, alpha = 1) +
geom_histogram(aes(fill = asset), show.legend = FALSE, alpha = 0.3, bindwith = 0.01) +
facet_wrap(~asset, ncol = 1) +
#labeling
labs(title= "Distribution of Monthly Returns,2012-2016",
y = "Frequency" ,
x = "Rate of Returns" ,
captions = "A typically return is higher for SPY and IJS than for AGG, EEM EFA." )
## Warning in geom_histogram(aes(fill = asset), show.legend = FALSE, alpha = 0.3,
## : Ignoring unknown parameters: `bindwith`
## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.