# Load packages
library(tidyverse)
library(tidyquant)

Goal

Take raw prices of five individual stocks and transform them into monthly returns five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG”

1 Import stock prices of your choice

# Choose stocks
symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG")

prices <- tq_get(x    = symbols, 
                 get  = "stock.prices", 
                 from = "2012-01-01", 
                 to   = "2017-01-01")

2 Convert prices to returns by quarterly

asset_returns_tbl <- prices  %>%
    
    group_by(symbol) %>%
    tq_transmute(select     = adjusted, 
                 mutate_fun = periodReturn, 
                 period     = "monthly", 
                 type       = "log") %>%
    ungroup() %>%
    
    set_names(c("asset", "date", "returns"))

asset_returns_tbl
## # A tibble: 300 × 3
##    asset date        returns
##    <chr> <date>        <dbl>
##  1 SPY   2012-01-31  0.0295 
##  2 SPY   2012-02-29  0.0425 
##  3 SPY   2012-03-30  0.0317 
##  4 SPY   2012-04-30 -0.00670
##  5 SPY   2012-05-31 -0.0619 
##  6 SPY   2012-06-29  0.0398 
##  7 SPY   2012-07-31  0.0118 
##  8 SPY   2012-08-31  0.0247 
##  9 SPY   2012-09-28  0.0250 
## 10 SPY   2012-10-31 -0.0184 
## # ℹ 290 more rows

3 Make plot

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 = 0.3, binwidth = 0.01) + 
    facet_wrap(~asset, ncol = 1)  + 
    
    # labeling
    labs(title = "Distribution of Monthly Returns, 2012-2016",
         y = "Frequency",
         x = "Rate of Returns",
         capition = "A typical monthly return is higher for SPY and IJS than for AGG, EEM, and EFA")