# Load packages
# Core
library(tidyverse)
library(tidyquant)
Collect individual returns into a portfolio by assigning a weight to each stock
Choose your stocks.
from 2012-12-31 to 2017-12-31
symbols <- c("RGR", "AMZN", "TSLA")
prices <- tq_get(x = symbols,
get = "stock.prices",
from = "2012-12-31",
to = "2024-10-2")
asset_returns_tbl <- prices %>%
group_by(symbol) %>%
tq_transmute(select = adjusted,
mutate_fun = periodReturn,
period = "quarterly",
type = "log") %>%
slice(-1) %>%
ungroup() %>%
set_names(c("asset", "date", "returns"))
# symbols
symbols <- asset_returns_tbl %>% distinct(asset) %>% pull()
symbols
## [1] "AMZN" "RGR" "TSLA"
# weights
weights <- c(0.25, 0.2, 0.1)
weights
## [1] 0.25 0.20 0.10
w_tbl <- tibble(symbols, weights)
w_tbl
## # A tibble: 3 × 2
## symbols weights
## <chr> <dbl>
## 1 AMZN 0.25
## 2 RGR 0.2
## 3 TSLA 0.1
portfolio_returns_tbl <- asset_returns_tbl %>%
tq_portfolio(assets_col = asset,
returns_col = returns,
weights = w_tbl,
rebalance_on = "months")
portfolio_returns_tbl
## # A tibble: 48 × 2
## date portfolio.returns
## <date> <dbl>
## 1 2013-03-28 0.0499
## 2 2013-06-28 0.105
## 3 2013-09-30 0.144
## 4 2013-12-31 0.0682
## 5 2014-03-31 -0.0483
## 6 2014-06-30 0.00416
## 7 2014-09-30 -0.0374
## 8 2014-12-31 -0.0857
## 9 2015-03-31 0.102
## 10 2015-06-30 0.104
## # ℹ 38 more rows
portfolio_returns_tbl %>%
ggplot(mapping = aes(x = portfolio.returns)) +
geom_histogram(fill = "yellow4", binwidth = 0.01) +
geom_density() +
# Formatting
scale_x_continuous(labels = scales::percent_format())
labs(x = "Returns",
y = "Distribution",
title = "Portfolio Histogram and Density")
## $x
## [1] "Returns"
##
## $y
## [1] "Distribution"
##
## $title
## [1] "Portfolio Histogram and Density"
##
## attr(,"class")
## [1] "labels"
What return should you expect from the portfolio in a typical quarter?