# Load packages
library(tidyverse)
library(tidyquant)
symbols <- c("MTN", "TSLA", "AAPL", "NFLX", "NKE")
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: 100 × 3
## asset date returns
## <chr> <date> <dbl>
## 1 MTN 2012-03-30 0.0830
## 2 MTN 2012-06-29 0.151
## 3 MTN 2012-09-28 0.141
## 4 MTN 2012-12-31 -0.0569
## 5 MTN 2013-03-28 0.145
## 6 MTN 2013-06-28 -0.00966
## 7 MTN 2013-09-30 0.120
## 8 MTN 2013-12-31 0.0867
## 9 MTN 2014-03-31 -0.0704
## 10 MTN 2014-06-30 0.107
## # ℹ 90 more rows
asset_returns_tbl %>%
ggplot(aes(x = returns)) +
geom_density(aes(col = asset), show.legend = FALSE, alpha = 1) +
geom_histogram(aes(fill = asset), show.legend = FALSE, alpha = 0.3, binwidth = 0.01) +
facet_wrap(~asset, ncol = 1) +
guides(fill = "none") +
labs(title = "Distribution of monthly returns, 2012-2016",
x = "Frequency",
y = "Rate of Returns")
If you are looking for something more risky you might want to look at Tesla of Netflix where as a more risk adverse investor should look at Nike, Vail, or Apple.
Hide the code, messages, and warnings
knitr::opts_chunk$set(message = FALSE)