This report analyzes the daily stock prices and daily returns of six stocks: Apple (AAPL), Microsoft (MSFT), Alphabet (GOOG), Amazon (AMZN), Taiwan Semiconductor Manufacturing Company (TSM), and NVIDIA (NVDA).
The observation period starts from January 1, 2024 and continues to the most recent available trading day.
The stock price data are obtained from Yahoo Finance using the tidyquant package in R.
library(tidyquant)
library(dplyr)
library(knitr)stocks <- c("AAPL", "MSFT", "GOOG", "AMZN", "TSM", "NVDA")
stock_data <- tq_get(
stocks,
get = "stock.prices",
from = "2024-01-01",
to = Sys.Date()
)head(stock_data)## # A tibble: 6 × 8
## symbol date open high low close volume adjusted
## <chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 AAPL 2024-01-02 187. 188. 184. 186. 82488700 183.
## 2 AAPL 2024-01-03 184. 186. 183. 184. 58414500 182.
## 3 AAPL 2024-01-04 182. 183. 181. 182. 71983600 180.
## 4 AAPL 2024-01-05 182. 183. 180. 181. 62379700 179.
## 5 AAPL 2024-01-08 182. 186. 182. 186. 59144500 183.
## 6 AAPL 2024-01-09 184. 185. 183. 185. 42841800 183.daily_returns <- stock_data %>%
group_by(symbol) %>%
arrange(date, .by_group = TRUE) %>%
mutate(
daily_return = adjusted / lag(adjusted) - 1
) %>%
filter(!is.na(daily_return))
first_returns <- daily_returns %>%
group_by(symbol) %>%
slice_head(n = 5) %>%
select(symbol, date, adjusted, daily_return) %>%
mutate(
adjusted = round(adjusted, 2),
daily_return = round(daily_return * 100, 2)
)kable(
first_returns,
col.names = c(
"Stock",
"Date",
"Adjusted Price",
"Daily Return (%)"
),
caption = "First Five Daily Returns for Each Stock"
)| Stock | Date | Adjusted Price | Daily Return (%) |
|---|---|---|---|
| AAPL | 2024-01-03 | 182.03 | -0.75 |
| AAPL | 2024-01-04 | 179.72 | -1.27 |
| AAPL | 2024-01-05 | 179.00 | -0.40 |
| AAPL | 2024-01-08 | 183.32 | 2.42 |
| AAPL | 2024-01-09 | 182.91 | -0.23 |
| AMZN | 2024-01-03 | 148.47 | -0.97 |
| AMZN | 2024-01-04 | 144.57 | -2.63 |
| AMZN | 2024-01-05 | 145.24 | 0.46 |
| AMZN | 2024-01-08 | 149.10 | 2.66 |
| AMZN | 2024-01-09 | 151.37 | 1.52 |
| GOOG | 2024-01-03 | 139.04 | 0.57 |
| GOOG | 2024-01-04 | 136.74 | -1.65 |
| GOOG | 2024-01-05 | 136.10 | -0.47 |
| GOOG | 2024-01-08 | 139.21 | 2.29 |
| GOOG | 2024-01-09 | 141.22 | 1.44 |
| MSFT | 2024-01-03 | 362.85 | -0.07 |
| MSFT | 2024-01-04 | 360.25 | -0.72 |
| MSFT | 2024-01-05 | 360.06 | -0.05 |
| MSFT | 2024-01-08 | 366.86 | 1.89 |
| MSFT | 2024-01-09 | 367.94 | 0.29 |
| NVDA | 2024-01-03 | 47.43 | -1.24 |
| NVDA | 2024-01-04 | 47.86 | 0.90 |
| NVDA | 2024-01-05 | 48.96 | 2.29 |
| NVDA | 2024-01-08 | 52.10 | 6.43 |
| NVDA | 2024-01-09 | 52.99 | 1.70 |
| TSM | 2024-01-03 | 96.96 | -1.34 |
| TSM | 2024-01-04 | 95.95 | -1.04 |
| TSM | 2024-01-05 | 96.42 | 0.48 |
| TSM | 2024-01-08 | 98.96 | 2.64 |
| TSM | 2024-01-09 | 98.62 | -0.34 |