Introduction

This report downloads daily stock prices for AAPL, MSFT, GOOG, AMZN, TSM, and NVDA from January 1, 2024 to the present, and computes their daily returns.

Load Packages

library(quantmod)
library(PerformanceAnalytics)

Download Daily Prices

tickers <- c("AAPL", "MSFT", "GOOG", "AMZN", "TSM", "NVDA")
start_date <- "2024-01-01"
end_date <- Sys.Date()

getSymbols(tickers, src = "yahoo", from = start_date, to = end_date)
## [1] "AAPL" "MSFT" "GOOG" "AMZN" "TSM"  "NVDA"

Merge Adjusted Closing Prices

prices <- do.call(merge, lapply(tickers, function(t) Ad(get(t))))
colnames(prices) <- tickers
head(prices)
##                AAPL     MSFT     GOOG   AMZN      TSM     NVDA
## 2024-01-02 183.4040 363.1179 138.2505 149.93 98.27406 48.02880
## 2024-01-03 182.0308 362.8536 139.0430 148.47 96.95766 47.43152
## 2024-01-04 179.7189 360.2491 136.7448 144.57 95.95101 47.85929
## 2024-01-05 178.9977 360.0631 136.1009 145.24 96.41563 48.95511
## 2024-01-08 183.3250 366.8581 139.2114 149.10 98.96128 52.10199
## 2024-01-09 182.9100 367.9351 141.2224 151.37 98.62251 52.98643

Compute Daily Returns

returns <- na.omit(ROC(prices, type = "discrete"))
colnames(returns) <- tickers
head(returns)
##                    AAPL          MSFT         GOOG         AMZN          TSM
## 2024-01-03 -0.007487707 -0.0007279819  0.005732427 -0.009737821 -0.013395102
## 2024-01-04 -0.012700208 -0.0071776367 -0.016528934 -0.026267892 -0.010382396
## 2024-01-05 -0.004012885 -0.0005164069 -0.004708813  0.004634420  0.004842289
## 2024-01-08  0.024174745  0.0188716442  0.022854736  0.026576704  0.026402841
## 2024-01-09 -0.002263287  0.0029358119  0.014445334  0.015224607 -0.003423315
## 2024-01-10  0.005671219  0.0185740503  0.008697967  0.015590941 -0.010697668
##                    NVDA
## 2024-01-03 -0.012435843
## 2024-01-04  0.009018659
## 2024-01-05  0.022896734
## 2024-01-08  0.064280954
## 2024-01-09  0.016975121
## 2024-01-10  0.022770001

Summary Statistics

summary(returns)
##      Index                 AAPL                MSFT           
##  Min.   :2024-01-03   Min.   :-0.092456   Min.   :-0.0999314  
##  1st Qu.:2024-09-04   1st Qu.:-0.007047   1st Qu.:-0.0072157  
##  Median :2025-05-07   Median : 0.001231   Median : 0.0006759  
##  Mean   :2025-05-07   Mean   : 0.001008   Mean   : 0.0005931  
##  3rd Qu.:2026-01-07   3rd Qu.: 0.009210   3rd Qu.: 0.0090349  
##  Max.   :2026-09-10   Max.   : 0.153289   Max.   : 0.1550674  
##       GOOG                AMZN                 TSM           
##  Min.   :-0.075061   Min.   :-0.0897913   Min.   :-0.133270  
##  1st Qu.:-0.009207   1st Qu.:-0.0102374   1st Qu.:-0.012303  
##  Median : 0.002127   Median : 0.0004179   Median : 0.002762  
##  Mean   : 0.001477   Mean   : 0.0009782   Mean   : 0.002523  
##  3rd Qu.: 0.011523   3rd Qu.: 0.0125254   3rd Qu.: 0.016052  
##  Max.   : 0.099709   Max.   : 0.1532059   Max.   : 0.122940  
##       NVDA          
##  Min.   :-0.169682  
##  1st Qu.:-0.014100  
##  Median : 0.002658  
##  Mean   : 0.002710  
##  3rd Qu.: 0.019833  
##  Max.   : 0.187227