# Clear the workspace and set working directory
while (dev.cur() != 1) {
dev.off()
}
rm(list=ls()) # Clear the workspace
gc() # Perform garbage collection
## used (Mb) gc trigger (Mb) max used (Mb)
## Ncells 581195 31.1 1338434 71.5 644245 34.5
## Vcells 1060668 8.1 8388608 64.0 1635433 12.5
setwd("C:/R Projects")
# Function to calculate and plot gain distribution
gain.dist <- function(x, p) {
h <- hist(x, breaks=20, plot=F)
plot(h, col=ifelse(h$mids < 0, 2, 4),
main=paste("Distribution of NIFTY500 Stocks Gains for\n", p, " period on ", as.character(Sys.Date())),
xlab=paste("Period ", p, "Gain%"), ylab="No. of stocks")
xBar <- mean(x)
xMu <- sd(x)
shift_amount <- 15
# Add annotations
text(max(h$mids) - shift_amount, max(h$counts)-2, paste("Standard Deviation\n", round(sd(x), digits = 3), sep=" "), pos=1, adj = 1, cex = 0.9)
text(max(h$mids) - shift_amount, max(h$counts)-15, paste("\nMean Gains\n", round(mean(x), digits=3), sep=" "), pos=1, adj=1, cex = 0.9)
text(max(h$mids) - shift_amount, max(h$counts)-60, paste("Stocks with positive returns\n", sum(x >= 0), sep=" "), pos=1, adj=1, cex = 0.9)
text(max(h$mids) - shift_amount, max(h$counts)-75, paste("\nStocks with negative returns\n", sum(x < 0), sep=" "), pos=1, adj=1, cex = 0.9)
return(list(Period = p, Mean = xBar, SD = xMu, PositiveReturns = sum(x >= 0), NegativeReturns = sum(x < 0)))
}
# Open a new graphics device and set up plotting grid
dev.new()
par(mfrow=c(2,2))
# Read data from CSV file
s2 <- read.csv("mogains.csv", stringsAsFactors = FALSE)
# Identify rows that do not contain "Infinity" in any column
rows_to_keep <- apply(s2, 1, function(row) {
all(row != "Infinity")
})
# Subset the data frame to keep only the desired rows
s2 <- s2[rows_to_keep, ]
print(s2)
## Symbol Chg Chg5 Chg10 Chg15 Chg20
## 1 JKCEMENT -2.24 -0.36 -1.31 -2.35 -2.87
## 2 RAYMOND -20.42 -9.31 -9.53 -10.86 -18.24
## 3 MPHASIS -7.84 -6.78 -4.42 -8.12 -7.81
## 4 JINDALSAW 1.59 -1.32 4.06 3.02 1.74
## 5 MOTHERSON 4.02 -5.66 -2.04 6.39 4.00
## 6 KARURVYSYA -4.90 -3.95 -1.03 -4.90 -4.97
## 7 JBMA -7.25 -2.14 -8.80 -10.71 -8.33
## 8 GET&D 3.20 2.24 3.37 -4.18 1.96
## 9 MFSL 2.43 -2.89 0.55 0.98 3.90
## 10 MAZDOCK -14.65 -3.77 0.39 -5.55 -11.00
## 11 MANYAVAR 1.51 -2.50 1.54 2.94 0.69
## 12 ELECON 8.98 -3.77 8.71 8.54 7.75
## 13 JBCHEPHARM -10.89 -9.18 -9.08 -8.93 -11.30
## 14 MANKIND 8.20 -2.74 7.65 7.41 5.60
## 15 CDSL -3.26 -6.47 -9.09 -0.32 -3.05
## 16 M&MFIN -7.40 -11.76 -7.17 -9.35 -8.71
## 17 J&KBANK -6.63 -6.69 -2.78 -3.95 -6.36
## 18 LTTS -10.78 -7.11 -7.83 -11.23 -10.63
## 19 NIFTY500 -0.90 -3.93 -1.34 -1.56 -0.96
## 20 LODHA -3.69 -15.31 -9.99 -1.99 -2.85
## 21 ITI -16.17 -9.36 -11.06 -14.43 -16.14
## 22 SUNDARMFIN 8.23 4.72 6.65 8.67 8.80
## 23 ISEC 5.09 -3.09 -1.55 2.96 4.16
## 24 LINDEINDIA 11.03 -6.83 -1.23 5.40 7.49
## 25 IREDA -5.86 -1.27 -3.63 -4.72 -5.81
## 26 LICI -8.79 -5.53 -2.94 -5.86 -9.18
## 27 IRCON -15.19 -3.31 -2.81 -9.32 -13.92
## 28 FACT -8.86 -5.82 -6.61 -8.36 -9.61
## 29 IRB -5.57 -2.80 1.15 -0.60 -3.54
## 30 BSE 48.83 9.29 10.70 43.19 42.12
## 31 LICHSGFIN -8.15 -4.74 -4.34 -9.78 -10.26
## 32 INTELLECT -9.80 -13.42 -9.70 -11.20 -10.17
## 33 INOXWIND 0.61 -9.37 -7.98 -9.92 -0.10
## 34 IDEA -33.99 -5.68 -5.68 -27.59 -35.12
## 35 TVSSCS 0.31 -1.73 0.16 -4.97 -4.94
## 36 JUBLFOOD -3.24 -8.54 -9.53 -6.03 -2.47
## 37 INDIAMART -7.00 -1.68 -4.85 -9.20 -6.21
## 38 JSWINFRA 6.79 -2.95 1.50 1.25 7.07
## 39 JSWENERGY 0.14 -9.90 -5.84 -7.97 -2.09
## 40 SCI -9.12 -9.65 1.79 -0.10 -8.07
## 41 INDIACEM -0.55 0.23 -1.20 -0.16 -0.37
## 42 RAILTEL -12.62 -6.43 -4.21 -8.01 -12.32
## 43 JSL 7.06 -0.42 6.00 3.78 8.18
## 44 JIOFIN -2.42 -3.16 -2.26 -3.14 -1.90
## 45 JPPOWER 8.25 11.54 14.97 12.38 8.37
## 46 IIFL 0.04 -5.73 -7.05 -5.24 -1.68
## 47 IEX 0.53 -0.34 -7.75 -3.96 -0.66
## 48 NEWGEN 22.83 -2.83 1.33 18.67 19.55
## 49 NETWEB -6.23 -1.48 -5.57 -7.56 -4.85
## 50 JINDALSTEL 7.98 -0.70 1.82 1.64 7.43
## 51 BHARTIHEXA 16.46 -1.53 3.53 8.98 16.79
## 52 IRFC -13.61 -3.05 -2.05 -8.95 -12.34
## 53 IDFC -3.11 -1.47 -1.02 -0.41 -3.89
## 54 TECHNOE -4.45 -4.61 0.33 -4.52 -3.25
## 55 HUDCO -15.82 -4.38 -2.68 -11.72 -14.38
## 56 SYRMA -5.00 -7.78 -6.47 -10.30 -4.42
## 57 PTCIL -2.05 7.48 0.73 -2.50 -2.21
## 58 IPCALAB 5.59 0.83 2.55 2.38 3.27
## 59 HSCL 19.31 -3.39 -3.83 12.62 17.99
## 60 HONASA -15.09 -10.71 -9.12 -13.50 -18.49
## 61 HOMEFIRST 11.27 -3.80 2.84 10.53 5.90
## 62 KIRLOSBROS 4.79 4.90 9.22 7.84 5.09
## 63 INOXINDIA -3.03 0.05 1.69 -3.69 -3.04
## 64 IOB -6.85 -5.16 -3.13 -3.34 -6.80
## 65 GRSE -15.39 -2.68 -2.43 -5.20 -12.71
## 66 VIJAYA 9.69 8.80 9.67 5.48 4.43
## 67 HINDCOPPER 5.63 -3.90 1.93 5.11 4.71
## 68 INDUSTOWER -14.32 -5.47 -4.52 -14.13 -16.00
## 69 INDIANB -2.37 -1.75 2.76 0.63 -5.02
## 70 SANOFI -5.49 -0.81 -4.32 -4.92 -7.53
## 71 INDGN 16.07 3.37 6.80 -2.78 12.68
## 72 HFCL -8.82 -9.66 -9.60 -7.03 -11.27
## 73 IGL 0.06 0.08 1.24 4.68 -1.20
## 74 TRIVENI -1.59 -2.14 -2.44 -1.23 -2.20
## 75 DOMS -3.41 -2.76 -6.36 -8.67 -2.59
## 76 HEG 19.87 -2.41 4.74 17.76 19.25
## 77 IDBI -9.75 -5.06 -5.04 -4.73 -9.39
## 78 AVANTIFEED -10.17 -5.79 -9.77 -10.00 -9.79
## 79 SBFC 7.27 -0.56 3.27 7.40 7.58
## 80 ICICIPRULI -1.77 -3.38 0.09 0.01 -0.30
## 81 KFINTECH 0.82 -2.13 0.55 1.62 1.16
## 82 HBLPOWER -0.76 3.32 1.96 2.34 -0.49
## 83 HAPPSTMNDS -0.09 0.24 1.06 -2.66 -0.12
## 84 HONAUT -4.13 -2.00 -2.82 -6.00 -3.02
## 85 IFCI -16.21 -6.56 -11.57 -11.85 -15.37
## 86 GODIGIT -1.63 6.26 9.21 1.38 -3.70
## 87 AADHARHFC 4.56 -9.20 -5.26 -4.87 0.43
## 88 GSPL -3.87 5.47 6.44 0.05 -6.96
## 89 TBOTEK -9.31 -0.07 1.01 -0.08 -6.43
## 90 HINDZINC 6.45 0.05 5.68 5.60 4.35
## 91 GSFC -9.93 -2.24 -1.72 -3.14 -10.55
## 92 SAREGAMA 22.25 3.15 17.82 17.43 21.22
## 93 GRINFRA 5.15 1.89 3.59 3.50 4.69
## 94 HINDPETRO -8.58 -3.57 2.22 -1.57 -9.28
## 95 RTNINDIA -11.16 -7.35 -7.16 -8.07 -8.57
## 96 GUJGASLTD -6.68 1.82 -0.49 -3.58 -9.07
## 97 GRINDWELL -0.52 2.21 2.07 -0.89 0.04
## 98 JKTYRE -2.39 -5.52 -4.05 -3.99 -3.54
## 99 GODREJPROP -0.16 -12.35 -0.47 0.61 0.97
## 100 DBREALTY -4.43 -2.89 -1.31 -4.81 -4.73
## 101 GRAPHITE 13.41 -2.64 0.93 12.30 12.94
## 102 GLAXO -3.43 0.88 1.96 -3.86 -2.22
## 103 GLAND -7.31 -5.38 -3.37 -7.49 -7.55
## 104 ANANTRAJ 17.87 -1.18 6.18 13.12 15.46
## 105 GRANULES -19.05 4.79 5.03 0.86 -18.40
## 106 GICRE -3.34 -3.85 0.14 -2.13 -3.28
## 107 FLUOROCHEM 28.32 -4.61 -2.47 -5.38 15.35
## 108 GPPL -7.37 -2.03 -2.59 -5.25 -7.81
## 109 GPIL 8.50 -2.71 10.56 13.18 10.90
## 110 ZFCVINDIA -1.13 -3.73 -6.37 -8.72 -2.30
## 111 GODREJIND -7.47 -9.99 -7.43 -7.55 -8.03
## 112 ESCORTS 6.29 -7.71 5.21 5.92 7.25
## 113 GODREJAGRO -8.31 -3.03 -8.20 -5.35 -7.30
## 114 DIXON 6.70 -3.30 -0.83 6.08 9.84
## 115 ZENSARTECH -14.72 -1.58 -6.96 -12.49 -15.58
## 116 DELHIVERY -2.67 -6.55 -4.34 -2.37 -2.37
## 117 DEEPAKNTR -5.36 0.32 0.15 -3.23 -5.67
## 118 GODFRYPHLP 4.06 -7.14 -14.79 -0.16 3.36
## 119 DALBHARAT 0.57 1.14 6.32 2.66 1.24
## 120 ZEEL -2.85 -3.49 4.47 -2.20 -2.82
## 121 WHIRLPOOL 6.52 9.60 16.63 11.92 5.65
## 122 WESTLIFE 9.94 2.47 4.44 12.20 9.58
## 123 GNFC -7.21 -3.33 -0.08 -2.03 -8.43
## 124 COROMANDEL -6.02 -0.87 -3.25 -4.28 -5.83
## 125 WELSPUNLIV -12.18 -0.17 -6.73 -8.54 -12.75
## 126 GMRINFRA -3.73 -4.43 -2.92 -4.21 -6.09
## 127 CONCOR -8.71 -1.22 -3.51 -7.38 -8.25
## 128 WELCORP 3.40 -0.72 8.55 4.87 3.13
## 129 GMDCLTD -8.33 -8.33 -9.81 -8.85 -8.26
## 130 COFORGE 12.55 3.66 3.04 3.62 8.77
## 131 VTL -4.13 -0.22 -4.53 -6.20 -4.03
## 132 GLENMARK -1.41 -0.93 0.78 -4.88 -2.73
## 133 CGPOWER 4.33 -6.91 -2.34 -1.43 4.55
## 134 CENTRALBK -3.55 -2.61 -0.53 -1.23 -4.01
## 135 VIPIND 14.83 2.87 12.60 15.11 9.51
## 136 GILLETTE -5.27 -0.04 -5.24 -4.17 -6.43
## 137 VINATIORGA 6.01 2.42 3.94 4.55 6.16
## 138 BOSCHLTD 13.20 -1.10 6.67 7.68 8.94
## 139 GESHIP -7.36 2.27 2.20 -3.58 -7.40
## 140 VGUARD -4.89 -0.52 -4.01 -3.88 -4.72
## 141 VARROC 0.09 -2.26 1.05 1.61 -2.81
## 142 BIOCON -8.71 -7.11 -4.19 -8.03 -9.53
## 143 UTIAMC 2.46 -3.28 -4.64 -4.25 -3.95
## 144 GAEL -12.50 -0.78 -1.27 -9.29 -12.73
## 145 USHAMART 2.24 -0.81 3.19 -2.62 2.59
## 146 BHEL -3.98 -4.65 4.06 0.60 -2.18
## 147 UJJIVANSFB -8.13 -1.99 -3.92 -4.10 -8.01
## 148 FSL -2.91 -7.74 -1.46 -4.55 -4.91
## 149 FORTIS 6.97 -4.70 -1.54 0.92 3.61
## 150 TV18BRDCST -14.46 -6.51 -6.64 -11.35 -16.06
## 151 FIVESTAR 5.17 0.23 3.68 7.55 5.32
## 152 BERGEPAINT -3.47 -6.02 -7.02 -7.07 -3.12
## 153 TTML -13.96 -3.66 -6.50 -12.35 -13.07
## 154 FINPIPE -11.57 -3.94 -11.77 -11.73 -11.40
## 155 TRITURBINE -12.31 -5.64 -9.40 -11.48 -11.34
## 156 BANKINDIA -7.78 -1.58 -1.13 -1.89 -7.25
## 157 FINEORG -3.44 -2.37 -3.86 -2.59 -3.80
## 158 BANDHANBNK -6.39 -8.99 -11.59 -5.14 -8.25
## 159 TRIDENT -3.58 -0.31 -0.59 -2.52 -4.81
## 160 FINCABLES -4.59 -6.43 -2.39 -3.41 -4.16
## 161 BALKRISIND -3.23 -5.10 -7.46 -8.06 -3.31
## 162 AWL -9.79 -2.66 -2.39 -7.07 -8.20
## 163 TITAGARH -21.68 -10.32 -10.58 -16.64 -20.72
## 164 EXIDEIND 3.77 6.50 9.23 4.70 1.36
## 165 TIMKEN -4.77 -3.22 -4.39 -4.53 -4.13
## 166 ERIS -6.49 5.96 -4.14 -5.90 -7.48
## 167 EQUITASBNK -9.38 -7.10 -8.23 -8.32 -11.32
## 168 AUROPHARMA -5.43 -3.25 -4.06 -6.11 -4.40
## 169 ATGL -10.67 -3.62 -1.65 -5.26 -9.55
## 170 THERMAX 20.02 -1.63 -0.27 11.91 21.35
## 171 TEJASNET -8.73 -1.86 -3.96 -5.62 -11.08
## 172 ASTRAL -2.20 -5.75 -0.80 -2.40 -2.07
## 173 ENGINERSIN -7.47 -4.46 -0.82 -10.88 -6.82
## 174 TATATECH 0.12 -3.42 -0.31 -2.43 -1.62
## 175 ENDURANCE -10.66 -4.74 -10.25 -8.12 -9.48
## 176 ALKEM -0.22 -0.05 0.93 -2.42 -1.31
## 177 EMAMILTD -9.88 0.08 -0.58 -8.26 -11.08
## 178 ADANIPOWER -1.34 -3.49 -1.15 -1.38 -0.27
## 179 TATAINVEST -8.86 -3.84 -0.73 -4.81 -8.94
## 180 ADANIGREEN -6.72 -12.47 -8.24 -0.59 -4.71
## 181 ADANIENSOL -6.40 -7.13 -1.66 -4.51 -4.44
## 182 TATACHEM 4.37 7.04 10.38 8.14 4.38
## 183 ELGIEQUIP -2.61 -0.92 -7.60 -6.74 -3.86
## 184 TANLA -5.05 -2.91 -4.98 -5.98 -5.79
## 185 ACC 3.63 -1.56 -0.37 -1.36 0.58
## 186 SWSOLAR -20.74 -14.92 -20.58 -24.33 -24.51
## 187 ABCAPITAL 2.75 -3.56 -0.74 3.33 1.87
## 188 EIHOTEL 4.74 5.73 4.21 1.92 -0.38
## 189 SWANENERGY -14.65 -6.42 -3.32 -9.61 -14.23
## 190 ABBOTINDIA -5.48 -3.70 0.48 -5.34 -5.26
## 191 SUVENPHAR 6.30 1.78 1.73 1.23 4.24
## 192 EIDPARRY 1.69 2.27 4.44 4.74 1.09
## 193 SUNTV 0.66 -2.60 0.30 0.36 1.94
## 194 ABB 3.81 -1.73 5.70 2.72 3.66
## 195 ECLERX 5.28 1.91 11.56 8.10 4.01
## 196 EASEMYTRIP -14.32 -8.91 -17.65 -18.91 -22.64
## 197 DEVYANI -1.04 -11.56 -8.95 -4.41 -2.47
## 198 SUNDRMFAST 5.56 0.82 0.33 3.23 3.00
## 199 SUMICHEM 6.01 0.35 -6.13 -6.94 6.50
## 200 3MINDIA -1.81 -3.59 -2.60 -2.23 -1.63
## 201 ZOMATO 13.36 -3.03 -1.27 -3.03 8.02
## 202 SPARC -6.80 -1.07 -3.60 -6.64 -6.30
## 203 DEEPAKFERT -0.38 1.57 10.93 7.79 1.55
## 204 DATAPATTNS -15.93 -4.65 -7.78 -13.28 -16.56
## 205 YESBANK -6.56 -3.47 -4.36 -6.32 -6.16
## 206 SONATSOFTW -9.88 -4.63 -6.56 -11.14 -10.77
## 207 CYIENT -5.28 -4.37 -8.02 -11.06 -5.60
## 208 WIPRO 2.77 -1.54 0.04 0.66 1.66
## 209 SOBHA 2.27 -10.28 -4.29 2.78 4.03
## 210 CUB -5.89 -4.46 -5.50 -4.39 -7.41
## 211 VEDL 10.74 1.39 13.11 15.17 9.00
## 212 SKFINDIA -1.36 -2.01 -1.45 -2.17 -0.08
## 213 CROMPTON -9.54 0.67 -6.21 -8.05 -9.77
## 214 VBL -4.94 -7.65 -11.23 -10.33 -3.87
## 215 SJVN -5.28 0.54 -1.63 -3.69 -4.61
## 216 SIGNATURE 7.24 -4.09 3.87 3.92 4.83
## 217 SHYAMMETL 9.83 -0.94 4.33 7.60 9.44
## 218 UPL -1.41 -0.30 0.76 -2.53 -3.14
## 219 SCHNEIDER -2.99 -4.08 5.97 -2.81 -3.47
## 220 CRISIL -4.67 -4.13 -5.33 -5.89 -4.15
## 221 SAPPHIRE 4.07 -8.16 3.62 6.67 5.54
## 222 CREDITACC -3.01 -5.58 -9.42 -8.26 -2.47
## 223 CRAFTSMAN 6.60 -2.59 4.55 4.98 0.86
## 224 CONCORDBIO 7.49 -9.87 -14.63 -4.17 3.64
## 225 SAMMAANCAP -1.42 -5.79 -0.42 -2.17 -5.86
## 226 RRKABEL 9.10 1.51 3.55 4.80 9.87
## 227 COCHINSHIP -14.69 -3.48 -1.95 -9.22 -13.95
## 228 ROUTE -1.91 -2.55 -3.09 -6.54 -3.66
## 229 CLEAN 4.78 1.37 1.85 0.42 5.09
## 230 UNITDSPR 2.13 -6.89 0.10 0.14 3.12
## 231 RKFORGE -3.49 -5.01 -4.33 -2.26 -3.08
## 232 CIEINDIA -4.93 0.36 -4.40 -1.49 -3.84
## 233 RITES -2.44 -13.19 -7.16 -6.88 -4.51
## 234 ULTRACEMCO -1.12 -5.10 -1.52 -2.22 -0.80
## 235 RHIM 0.12 -1.59 2.41 4.37 0.49
## 236 TVSMOTOR -3.15 -7.04 -3.00 -4.79 -2.69
## 237 CHOLAHLDNG 15.71 -3.75 3.22 7.74 9.86
## 238 RENUKA 3.63 5.53 7.58 8.07 4.40
## 239 REDINGTON -6.99 -0.55 -3.41 -3.75 -7.14
## 240 CHENNPETRO -3.06 2.55 7.18 7.04 -3.19
## 241 CHEMPLASTS 1.96 -1.26 -2.43 2.97 0.49
## 242 TRENT 2.99 -6.27 0.37 1.98 2.59
## 243 RCF -12.80 -3.91 -6.67 -7.81 -12.38
## 244 TITAN 1.73 -2.33 -2.93 -2.50 -1.42
## 245 CHAMBLFERT -6.21 -1.94 4.05 -1.86 -3.01
## 246 CHALET -1.81 -2.03 -2.18 -3.72 -4.20
## 247 RATNAMANI -2.89 -0.59 -2.24 -6.33 -2.72
## 248 TIINDIA -1.05 -0.93 2.49 3.38 0.14
## 249 CGCL -4.95 -2.03 -3.20 -4.72 -5.55
## 250 TECHM -1.75 0.59 1.32 -1.63 -1.41
## 251 RAMCOCEM 3.48 0.87 4.77 3.25 2.38
## 252 TCS -5.07 -0.94 -1.02 -5.88 -5.00
## 253 CESC 0.19 -4.79 2.69 -0.36 0.30
## 254 RAJESHEXPO -4.01 -2.17 -2.86 -3.03 -5.12
## 255 RAINBOW 9.14 -2.27 -0.51 5.25 7.64
## 256 CERA -14.68 -2.14 -2.63 -5.63 -13.26
## 257 TATASTEEL 10.30 0.69 11.51 9.89 9.91
## 258 RADICO 1.42 -4.85 -4.04 0.34 1.56
## 259 CENTURYTEX 18.34 1.53 -1.40 -1.13 16.08
## 260 QUESS -8.88 -6.67 -11.50 -7.15 -9.38
## 261 TATAPOWER 10.87 -1.97 6.15 6.08 10.87
## 262 CENTURYPLY 9.34 -1.80 -0.56 8.19 6.63
## 263 CELLO -0.61 2.15 0.48 -2.97 -1.58
## 264 PVRINOX 4.74 -8.07 -4.41 0.27 1.22
## 265 TATAMOTORS -13.86 -6.28 -3.75 -5.62 -12.94
## 266 PRESTIGE -6.31 -4.12 -7.83 -7.11 -1.76
## 267 CEATLTD 5.41 -3.65 8.50 5.98 5.66
## 268 CCL -19.89 -6.72 -11.84 -9.77 -14.90
## 269 PRAJIND 1.45 0.14 3.44 5.44 0.69
## 270 TATACONSUM -5.40 -6.84 -6.98 -7.55 -4.90
## 271 PPLPHARMA 7.60 1.30 2.39 -1.48 4.39
## 272 CASTROLIND -15.99 -6.77 -7.45 -12.30 -14.67
## 273 POWERINDIA 19.32 3.70 10.40 13.87 19.13
## 274 CARBORUNIV -2.90 -3.30 -1.44 -3.64 -4.78
## 275 POONAWALLA 2.52 -1.16 -0.62 -0.45 1.24
## 276 SUNPHARMA 4.21 0.61 3.47 2.39 4.57
## 277 POLYMED -6.23 0.99 -4.78 -7.26 -8.67
## 278 CAPLIPOINT 0.02 2.66 2.65 0.17 -7.09
## 279 PNCINFRA -4.15 -3.03 -2.14 -7.32 -5.58
## 280 PNBHOUSING -10.26 -5.31 -6.94 -14.80 -8.98
## 281 SRF -9.68 -4.39 -2.15 -5.54 -10.24
## 282 CANFINHOME -3.94 -4.30 -0.55 -6.74 -4.34
## 283 PHOENIXLTD -7.72 -7.77 -5.30 -0.58 -6.91
## 284 CAMS -3.83 -4.68 -3.57 -3.28 -3.42
## 285 CAMPUS 16.05 -10.05 -8.18 2.09 12.62
## 286 SIEMENS 7.22 2.40 7.75 8.90 8.39
## 287 BSOFT -11.99 -5.65 -7.06 -9.24 -11.89
## 288 PFIZER -8.81 3.70 -0.90 -8.15 -8.64
## 289 SHRIRAMFIN 2.85 -8.05 -5.36 -1.90 2.80
## 290 BRIGADE 8.01 1.88 3.17 3.77 5.22
## 291 PEL -2.36 -5.19 -1.72 -3.50 -4.30
## 292 SHREECEM 1.02 -0.34 4.42 0.06 1.45
## 293 SBILIFE -5.97 -5.28 -2.33 -4.15 -5.75
## 294 BLUESTARCO 20.99 -3.68 10.15 13.18 21.33
## 295 PCBL 6.17 -0.09 5.55 11.73 10.28
## 296 RELIANCE -8.45 -7.44 -5.66 -6.30 -7.13
## 297 BLUEDART 1.06 1.31 0.72 1.54 2.79
## 298 OLECTRA 5.31 -0.98 -1.08 0.91 5.20
## 299 RECLTD -16.11 -3.68 -1.07 -8.51 -16.90
## 300 NUVOCO 1.82 -1.38 -0.94 0.89 0.77
## 301 BLS -20.20 -7.83 -9.52 -22.47 -22.08
## 302 NUVAMA -11.52 -13.09 -10.29 -14.11 -11.12
## 303 NSLNISP -5.85 0.21 2.48 -1.79 -5.59
## 304 RBLBANK -8.86 -4.96 -5.64 -7.46 -8.46
## 305 POWERGRID 1.79 -7.28 1.18 0.19 2.29
## 306 BIRLACORPN -7.82 -0.69 -5.56 -4.50 -8.27
## 307 NLCINDIA 1.62 0.16 4.82 4.07 -1.58
## 308 BIKAJI 3.81 -7.90 -3.39 2.62 2.21
## 309 NIACL -16.18 -6.87 -5.79 -10.22 -16.94
## 310 PIIND 1.90 -0.80 -1.74 -1.21 1.71
## 311 NH -5.17 -1.28 -2.52 -11.07 -6.07
## 312 BEML -10.78 -2.05 2.22 -7.00 -9.73
## 313 NETWORK18 -14.61 -4.70 -6.44 -11.84 -14.85
## 314 PIDILITIND -0.19 -2.46 -1.09 -1.86 -0.01
## 315 BDL -16.48 -1.36 -1.15 -10.42 -15.54
## 316 PFC -16.56 -3.56 -3.61 -8.48 -17.00
## 317 NCC -7.45 -1.91 -1.67 -5.41 -7.81
## 318 BBTC 0.41 2.48 7.01 3.29 2.48
## 319 PERSISTENT -2.07 -5.25 -2.69 -3.12 -2.34
## 320 NBCC -8.53 -0.05 -1.58 -6.28 -7.34
## 321 BAYERCROP 2.19 6.04 3.78 1.70 3.05
## 322 NAVINFLUOR 2.48 1.07 5.36 4.29 2.12
## 323 ONGC -6.09 0.02 3.51 0.41 -5.19
## 324 BATAINDIA -5.69 -4.31 -4.33 -4.50 -5.03
## 325 NTPC 6.26 -0.95 1.53 6.32 6.75
## 326 NATIONALUM 26.12 8.54 20.94 22.81 24.99
## 327 NESTLEIND 2.50 -5.71 -1.37 2.78 3.72
## 328 BASF 24.70 19.30 19.39 23.19 22.45
## 329 NATCOPHARM -13.02 -2.09 -10.63 -15.00 -12.97
## 330 NAUKRI 10.27 3.16 3.75 5.26 9.68
## 331 MAXHEALTH 5.13 -7.12 -5.94 1.37 4.61
## 332 NAM-INDIA -4.14 -2.22 1.07 -1.95 -6.84
## 333 MSUMI -3.71 -6.68 -2.96 -2.23 -3.59
## 334 BALRAMCHIN 12.54 7.83 13.23 15.36 12.58
## 335 MARUTI 2.18 -5.81 2.06 1.65 2.50
## 336 BALAMINES 1.89 -1.70 -4.32 -0.83 1.28
## 337 MRPL -11.05 0.90 -2.50 -5.04 -11.15
## 338 MARICO 6.91 -0.49 -0.98 0.60 7.19
## 339 ATUL -2.86 1.68 0.13 -3.80 -3.75
## 340 MOTILALOFS -5.21 -3.65 -5.15 -2.02 -6.23
## 341 MMTC -12.39 -4.62 -4.72 -9.06 -12.62
## 342 ASTRAZEN 7.78 1.31 10.73 8.92 7.94
## 343 M&M 9.74 -5.14 7.86 10.09 10.81
## 344 MINDACORP 4.03 -3.56 14.69 10.93 1.88
## 345 ASTERDM 1.38 0.33 -1.15 -1.09 1.59
## 346 MGL 3.92 -2.78 -0.26 4.40 1.79
## 347 METROPOLIS 5.11 3.41 5.04 2.69 4.19
## 348 METROBRAND -2.61 -1.72 1.68 -0.17 -1.34
## 349 LUPIN -3.47 0.46 1.21 -2.19 -4.01
## 350 MEDANTA -16.18 -8.89 -11.92 -13.54 -15.40
## 351 ASAHIINDIA 13.35 -1.72 8.53 13.32 12.36
## 352 LTIM 0.71 -0.81 -4.12 -4.35 -0.57
## 353 MCX 8.47 1.57 1.44 10.08 7.59
## 354 ARE&M -7.23 3.73 0.45 -1.63 -4.69
## 355 APTUS 11.18 -0.28 3.53 11.08 9.67
## 356 LT -4.30 -7.13 -5.15 -3.54 -3.59
## 357 MASTEK -6.00 0.73 0.54 -2.04 -3.49
## 358 MAPMYINDIA 6.35 3.18 6.11 3.37 6.05
## 359 MANAPPURAM -9.64 -7.06 -8.48 -7.97 -9.96
## 360 APOLLOTYRE 0.56 -9.34 -1.33 -1.25 -0.09
## 361 JSWSTEEL 10.79 2.80 9.00 8.27 11.70
## 362 APLLTD 11.35 3.94 8.49 2.14 8.34
## 363 MAHSEAMLES -6.26 -1.75 -1.30 -4.06 -7.12
## 364 ITC -0.55 -3.67 -0.92 -3.07 -1.50
## 365 IRCTC -7.08 -3.75 -1.23 -6.29 -7.67
## 366 APARINDS 5.97 0.46 -1.25 -5.75 5.54
## 367 ANGELONE 4.29 7.52 5.44 10.34 6.20
## 368 ANANDRATHI 1.80 -0.47 2.01 0.27 -0.47
## 369 MAHLIFE -6.06 -8.04 -2.91 -4.12 -6.48
## 370 AMBER 9.05 5.38 12.05 9.27 4.87
## 371 IOC -4.73 -1.58 2.19 -2.66 -7.00
## 372 MAHABANK -6.32 -3.98 -0.43 -1.82 -5.80
## 373 ALOKINDS -4.74 2.63 1.18 -1.27 -8.60
## 374 LTF 3.52 -6.35 -1.71 0.34 2.59
## 375 LLOYDSME 24.80 5.81 21.13 28.95 24.82
## 376 INFY -0.22 0.94 1.26 -1.66 -0.78
## 377 ALKYLAMINE 5.46 -1.97 -3.67 1.42 3.05
## 378 LEMONTREE -9.15 -3.23 -6.38 -9.57 -10.04
## 379 INDIGO -4.27 -5.30 -5.42 -7.71 -4.54
## 380 LAURUSLABS -6.40 -3.90 -5.37 -12.24 -8.97
## 381 LATENTVIEW -3.15 -3.13 -3.79 -5.83 -3.18
## 382 LALPATHLAB 2.70 6.53 6.73 2.30 2.67
## 383 AJANTPHARM 2.95 4.42 3.95 -1.96 -0.16
## 384 INDHOTEL 0.27 -6.82 -4.26 -5.63 -1.34
## 385 ICICIGI -5.51 -5.80 -3.34 0.20 -5.71
## 386 AIAENG -2.93 -1.48 0.32 -1.46 -2.36
## 387 AFFLE -4.63 -3.54 0.31 -1.62 -5.82
## 388 KSB -1.40 -4.00 -1.64 -2.82 -2.57
## 389 KPRMILL 12.32 -2.70 0.79 11.51 11.19
## 390 HINDUNILVR 0.26 -4.60 -2.16 -3.64 0.36
## 391 KPITTECH -3.34 0.52 0.88 -7.99 -1.84
## 392 AEGISLOG -14.59 -3.17 -5.89 -13.44 -14.73
## 393 ACI -3.82 1.87 1.11 -0.84 -3.37
## 394 KPIL -3.72 2.03 -1.92 -1.87 -3.63
## 395 ACE 3.31 -6.38 -0.37 5.87 3.45
## 396 HINDALCO 12.16 1.80 9.31 10.60 11.64
## 397 ABSLAMC -2.59 -2.51 -2.42 -4.98 -3.97
## 398 KNRCON -6.71 -4.90 1.88 -7.44 -8.26
## 399 ABFRL 7.26 -2.65 -1.05 2.02 5.61
## 400 AAVAS 2.04 -5.74 -4.94 -1.23 -2.14
## 401 KIRLOSENG -15.27 -4.59 -7.45 -11.16 -12.87
## 402 HEROMOTOCO -2.87 -8.77 -8.08 -4.86 -3.72
## 403 KIMS 5.05 1.31 -0.18 0.47 2.59
## 404 HDFCLIFE -6.59 -2.84 1.04 -0.80 -5.73
## 405 HDFCAMC -6.32 -6.80 -3.88 -3.80 -6.53
## 406 KEI -4.54 2.11 -2.49 -2.68 -4.46
## 407 AARTIIND -9.59 -5.37 -2.67 -2.98 -10.68
## 408 360ONE -7.33 -6.35 -5.11 -8.75 -8.63
## 409 HCLTECH -0.48 -0.41 2.31 -1.71 -0.78
## 410 KEC 10.74 0.96 4.67 3.68 4.51
## 411 KAYNES 3.28 -7.93 -7.00 -2.27 5.88
## 412 ZYDUSLIFE -6.25 -1.00 0.28 -5.60 -5.18
## 413 HAVELLS 1.74 -4.33 -3.21 -3.10 2.93
## 414 HAL -12.45 -2.58 0.59 -8.30 -11.18
## 415 KANSAINER -4.21 -3.93 -4.09 -7.62 -5.85
## 416 KALYANKJIL 8.98 -0.52 0.66 3.43 10.03
## 417 VOLTAS 1.65 -2.58 -6.20 -2.34 1.48
## 418 GRASIM -0.46 -0.03 0.22 -0.44 0.13
## 419 UNOMINDA -10.83 -9.47 -1.61 1.46 -8.10
## 420 KAJARIACER 0.14 -2.70 -2.38 0.72 -0.68
## 421 JYOTICNC -1.66 -2.29 -1.68 -3.00 -2.35
## 422 GODREJCP -8.95 -5.56 -7.03 -11.25 -7.85
## 423 UNIONBANK -2.62 -6.38 -3.07 0.55 -3.35
## 424 JYOTHYLAB -2.58 0.20 -0.75 -5.11 -2.61
## 425 JWL -11.69 -5.91 -5.08 -6.34 -10.83
## 426 UCOBANK -6.60 -3.77 -1.66 -3.73 -6.28
## 427 GAIL 0.10 -0.16 9.14 4.33 0.91
## 428 JUSTDIAL -6.95 3.44 1.83 0.34 -5.45
## 429 UBL 3.86 -2.40 -1.19 1.06 3.69
## 430 EICHERMOT -2.62 -5.76 -3.25 -3.45 -1.94
## 431 TORNTPOWER 9.06 0.07 2.62 9.55 12.99
## 432 JUBLPHARMA 19.85 -5.89 -5.26 6.21 18.58
## 433 JUBLINGREA 7.01 3.90 5.23 9.48 7.62
## 434 TORNTPHARM 0.31 1.79 3.63 0.35 0.90
## 435 DRREDDY -2.27 -1.65 2.01 -0.76 -0.93
## 436 JMFINANCIL 17.67 1.65 17.40 12.37 14.40
## 437 DMART -7.12 -8.86 -11.32 -9.56 -10.75
## 438 DLF -0.65 -8.57 -0.52 1.07 0.38
## 439 TATAELXSI -2.23 -3.30 0.70 -2.73 -1.95
## 440 JKLAKSHMI -1.08 1.33 0.84 -2.32 -1.75
## 441 DIVISLAB 6.45 0.86 -0.07 -1.04 5.95
## 442 TATACOMM 6.66 -2.94 5.41 3.00 5.31
## 443 DABUR -11.94 -8.52 -13.88 -13.88 -11.22
## 444 SYNGENE -1.59 -1.66 -4.04 -5.61 -4.52
## 445 SUZLON 0.69 -8.76 -7.78 -8.60 -1.75
## 446 CUMMINSIND -6.37 -4.50 -2.80 -5.21 -5.67
## 447 SUPREMEIND 1.00 0.25 -2.31 -0.96 1.01
## 448 STARHEALTH -7.95 -4.74 -4.20 -5.47 -8.90
## 449 SONACOMS -3.54 -6.36 -4.35 -4.03 -5.05
## 450 COLPAL 1.87 1.13 3.89 2.67 2.21
## 451 SOLARINDS -0.82 -6.91 0.78 -1.48 0.64
## 452 COALINDIA -1.28 -1.85 4.03 0.31 0.04
## 453 SCHAEFFLER 1.07 0.32 1.50 0.27 -2.23
## 454 CIPLA -1.73 0.09 -0.88 -2.05 -0.27
## 455 SBICARD -3.30 -4.88 -6.54 -7.37 -3.20
## 456 CHOLAFIN 0.68 -8.79 -6.20 -4.96 -2.36
## 457 SAIL 6.55 -0.14 9.85 6.37 5.94
## 458 RVNL -16.75 -5.45 -3.29 -10.62 -15.20
## 459 POLYCAB 6.97 6.48 10.95 4.92 8.06
## 460 POLICYBZR -0.93 1.64 -8.73 -5.47 -0.42
## 461 BRITANNIA 4.72 -0.77 1.17 1.58 6.09
## 462 PGHH 3.52 2.04 0.57 1.17 3.81
## 463 BPCL -4.76 -1.41 4.87 -1.18 -5.67
## 464 PETRONET -1.72 6.41 10.84 4.39 -2.55
## 465 PAYTM 13.24 -1.42 6.12 4.38 10.95
## 466 BHARTIARTL 5.06 -7.35 -1.44 -0.36 6.06
## 467 PATANJALI -15.35 -4.66 -6.68 -15.49 -15.56
## 468 BHARATFORG -8.21 -3.58 -7.07 -7.37 -8.40
## 469 PAGEIND 0.30 -1.53 -3.78 -4.33 0.82
## 470 OIL -16.05 1.52 0.23 -1.07 -12.54
## 471 BEL -7.28 -4.58 1.65 -4.97 -4.61
## 472 OFSS -2.43 -2.91 -0.84 -5.39 -2.80
## 473 OBEROIRLTY 1.39 -7.41 -1.81 2.31 1.01
## 474 BAJFINANCE -1.21 -7.17 -4.99 -2.92 -0.46
## 475 NYKAA -8.22 -4.40 -4.39 -7.42 -10.74
## 476 NMDC 12.07 0.97 11.39 9.78 11.22
## 477 BAJAJHLDNG -6.32 -4.13 -3.70 -0.24 -4.84
## 478 NHPC -5.65 -0.28 0.80 -2.24 -5.13
## 479 BAJAJFINSV 0.68 -4.96 -0.31 1.60 1.05
## 480 MUTHOOTFIN -1.41 -5.72 -5.16 -2.82 -2.96
## 481 BAJAJ-AUTO 7.39 -6.71 -0.79 0.43 8.46
## 482 MRF -1.42 -3.92 -2.16 -1.88 -1.92
## 483 ASIANPAINT -4.92 -6.24 -6.72 -9.18 -5.12
## 484 ASHOKLEY -10.02 -6.55 -5.12 -8.43 -10.26
## 485 APOLLOHOSP -2.27 -5.50 -3.65 -4.08 -2.32
## 486 APLAPOLLO 10.58 6.11 12.94 13.14 11.74
## 487 AMBUJACEM -2.62 -2.31 0.38 -2.78 -3.35
## 488 ADANIPORTS -3.97 -4.00 0.39 -4.00 -3.54
## 489 ADANIENT 3.26 -0.38 5.69 4.00 3.16
## 490 SBIN -2.43 -0.65 0.85 1.13 -2.70
## 491 PNB -6.28 -1.34 -1.31 -2.64 -6.66
## 492 KOTAKBANK 1.41 -4.90 -3.36 -1.01 1.75
## 493 INDUSINDBK -3.59 -4.81 -6.86 -4.19 -2.81
## 494 IDFCFIRSTB -3.78 -2.97 -2.70 -1.29 -4.28
## 495 ICICIBANK 0.28 -6.72 -4.04 -0.99 0.31
## 496 HDFCBANK 0.97 -7.05 -2.98 -0.54 0.74
## 497 FEDERALBNK 3.09 0.57 4.01 5.50 2.12
## 498 CANBK -0.90 -2.31 2.78 3.49 -0.54
## 499 BANKBARODA 2.91 2.22 6.25 5.69 2.76
## 500 AXISBANK 0.06 -7.73 -5.17 -2.07 -0.18
## 501 AUBANK 4.54 -2.31 -4.46 -0.22 2.28
# Initialize an empty dataframe to store results
results <- data.frame(Period = character(), Mean = numeric(), SD = numeric(), PositiveReturns = integer(), NegativeReturns = integer(), stringsAsFactors = FALSE)
# Calculate and plot distributions, storing results in the dataframe
result_5day <- gain.dist(s2$Chg5, "5 day")
result_10day <- gain.dist(s2$Chg10, "10 day")
result_15day <- gain.dist(s2$Chg15, "15 day")
result_monthly <- gain.dist(s2$Chg, "Monthly")
# Append results to the dataframe
results <- rbind(results, result_5day, result_10day, result_15day,result_monthly)
# Reset plotting layout
par(mfrow=c(1,1))
library(gt)
gt(results)
| Period |
Mean |
SD |
PositiveReturns |
NegativeReturns |
| 5 day |
-2.5628343 |
4.200677 |
124 |
377 |
| 10 day |
-0.8398403 |
5.775988 |
200 |
301 |
| 15 day |
-1.5670060 |
7.175713 |
177 |
324 |
| Monthly |
-1.3126747 |
8.645863 |
204 |
297 |
# Print the results dataframe
print(results)
## Period Mean SD PositiveReturns NegativeReturns
## 1 5 day -2.5628343 4.200677 124 377
## 2 10 day -0.8398403 5.775988 200 301
## 3 15 day -1.5670060 7.175713 177 324
## 4 Monthly -1.3126747 8.645863 204 297