1 Import stock prices of your choice

2 Convert prices to returns by quarterly

3 Make plot

4 Interpret the plot

From these histograms we can see the frequency and range of quarterly distributions. MSFT has the most condensed data with the majority of its values falling between -%15 and 15%. GOOG is similar with its distribution, but has 6 quarterly returns that have fallen just under 0 at around -2%. AAPL has the widest range of returns compared to the rest with their lowest happening once with -35% and their highest being around 40%.

5 Change the global chunck options

Hide the code, messages, and warnings