# A tibble: 6 × 8
symbol date open high low close volume adjusted
<chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 SPOT 2020-01-02 151 153. 150. 152. 662600 152.
2 SPOT 2020-01-03 150. 154. 150. 152. 1018400 152.
3 SPOT 2020-01-06 151. 157 150. 157. 1311900 157.
4 SPOT 2020-01-07 157. 158. 155. 156. 876700 156.
5 SPOT 2020-01-08 156. 159. 155. 159. 974500 159.
6 SPOT 2020-01-09 158. 160. 157. 158. 1630600 158.
# Calculate daily returns
library(tidyquant)
library(dplyr)
SPOT_returns <- SPOT %>%
tq_transmute(select = adjusted,
mutate_fun = periodReturn,
period = "daily")
# Compute performance metrics
SPOT_returns %>%
tq_performance(Ra = daily.returns,
performance_fun = table.Stats) %>%
select(ArithmeticMean, Stdev, Kurtosis, Skewness, Maximum, Minimum)# A tibble: 1 × 6
ArithmeticMean Stdev Kurtosis Skewness Maximum Minimum
<dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 0.0012 0.031 3.32 0.0991 0.148 -0.168