In this exercise you will learn to plot data using the ggplot2 package. To answer the questions below, use 4.1 Categorical vs. Categorical from Data Visualization with R.
# Load packages
library(tidyquant)
library(tidyverse)
library(lubridate) #for year()
# Pick stocks
stocks <- c("AAPL", "MSFT", "IBM")
# Import stock prices
stock_prices <- stocks %>%
tq_get(get = "stock.prices",
from = "1990-01-01",
to = "2019-05-31") %>%
group_by(symbol)
stock_prices
## # A tibble: 22,230 x 8
## # Groups: symbol [3]
## symbol date open high low close volume adjusted
## <chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 AAPL 1990-01-02 1.26 1.34 1.25 1.33 45799600 1.08
## 2 AAPL 1990-01-03 1.36 1.36 1.34 1.34 51998800 1.09
## 3 AAPL 1990-01-04 1.37 1.38 1.33 1.34 55378400 1.10
## 4 AAPL 1990-01-05 1.35 1.37 1.32 1.35 30828000 1.10
## 5 AAPL 1990-01-08 1.34 1.36 1.32 1.36 25393200 1.11
## 6 AAPL 1990-01-09 1.36 1.36 1.32 1.34 21534800 1.10
## 7 AAPL 1990-01-10 1.34 1.34 1.28 1.29 49929600 1.05
## 8 AAPL 1990-01-11 1.29 1.29 1.23 1.23 52763200 1.00
## 9 AAPL 1990-01-12 1.22 1.24 1.21 1.23 42974400 1.00
## 10 AAPL 1990-01-15 1.23 1.28 1.22 1.22 40434800 0.997
## # … with 22,220 more rows
# Process stock_prices and save it under stock_returns
stock_returns <-
stock_prices %>%
# Calculate yearly returns
tq_transmute(select = adjusted, mutate_fun = periodReturn, period = "yearly") %>%
# create a new variable, year
mutate(year = year(date)) %>%
# drop date
select(-date)
stock_returns
## # A tibble: 90 x 3
## # Groups: symbol [3]
## symbol yearly.returns year
## <chr> <dbl> <dbl>
## 1 AAPL 0.169 1990
## 2 AAPL 0.323 1991
## 3 AAPL 0.0691 1992
## 4 AAPL -0.504 1993
## 5 AAPL 0.352 1994
## 6 AAPL -0.173 1995
## 7 AAPL -0.345 1996
## 8 AAPL -0.371 1997
## 9 AAPL 2.12 1998
## 10 AAPL 1.51 1999
## # … with 80 more rows
Hint: See the code in 4.3.1 Bar chart (on summary statistics).
library(dplyr)
plotdata <- stock_returns %>%
group_by(symbol) %>%
summarize(mean_returns = mean(yearly.returns))
plotdata
## # A tibble: 3 x 2
## symbol mean_returns
## <chr> <dbl>
## 1 AAPL 0.366
## 2 IBM 0.116
## 3 MSFT 0.283
Hint: See the code in 4.3.1 Bar chart (on summary statistics).
ggplot(plotdata,
aes(x = symbol,
y = mean_returns)) +
geom_bar(stat = "identity")
Hint: See the code in 4.3.1 Bar chart (on summary statistics).
ggplot(plotdata,
aes(x = symbol,
y = mean_returns)) +
geom_bar(stat = "identity") +
labs(title = "Mean Yearly Returns",
subtitle = "",
x = "",
y = "")
Hint: See the code in 4.3.2 Grouped kernel density plots.
ggplot(stock_returns,
aes(x = yearly.returns,
fill = symbol)) +
geom_density(alpha = 0.4) +
labs(title = "Distribution of Yearly Returns")
Hint: Google how to interpret density plots. Apple has the highest chance of losing big because they have the highest amount of yearly returns, therefore there is more for them to lose.
Hint: See the code in 4.3.3 Box plots.
ggplot(stock_returns,
aes(x = symbol,
y = yearly.returns)) +
geom_boxplot() +
labs(title = "Distribution of Yearly Returns")
I would choose Apple because it shows that they have the highest yearly returns.
Hint: Use message, echo and results in the global chunk options. Refer to the RMarkdown Reference Guide.