# Load packages
library(tidyverse)
library(tidyquant)
symbols <- c("X", "CMC", "ZEUS")
prices <- tq_get(x = symbols,
get = "stock.prices",
from = "2018-01-01")
asset_returns_tbl <- prices %>%
group_by(symbol) %>%
tq_transmute(select = adjusted,
mutate_fun = periodReturn,
period = "quarterly",
type = "log") %>%
set_names(c("asset", "date", "returns"))
asset_returns_tbl
## # A tibble: 81 × 3
## # Groups: asset [3]
## asset date returns
## <chr> <date> <dbl>
## 1 X 2018-03-29 -0.0600
## 2 X 2018-06-29 -0.0111
## 3 X 2018-09-28 -0.130
## 4 X 2018-12-31 -0.512
## 5 X 2019-03-29 0.0685
## 6 X 2019-06-28 -0.238
## 7 X 2019-09-30 -0.278
## 8 X 2019-12-31 -0.00857
## 9 X 2020-03-31 -0.591
## 10 X 2020-06-30 0.136
## # ℹ 71 more rows
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 = .3, binwidth = 0.01) +
facet_wrap(~asset, ncol = 1) +
labs(title = "Distribution of Quarterly Returns 2018-Today",
y = "Frequency",
x = "Rate of Return",
caption = "A typical Quarterly return is higher for CMC, than for X, and ZEUS ")
# "A typical Quarterly return is higher for CMC, than for X, and ZEUS" I would also say that CMC is a less risky stock with more of the frequency arpund the 0.0 and less spread out while the other two seem much more pread out and have lower lows and higher highs.
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