Company Segmentation - Stock Prices

Objective

Utilize K-Means and UMAP, along with dplyr, ggplot2 and purrr to create a viz that identifies subgroups for companies in the S&P 500 Index.

Data

We can read in the stock prices. The data is 1.2M observations. The most important columns for our analysis are:

• symbol: The stock ticker symbol that corresponds to a company’s stock price
• date: The timestamp relating the symbol to the share price at that point in time
• adjusted: The stock price, adjusted for any splits and divdends (we use this when analyzing stock data over long periods of time)

# STOCK PRICES
sp_500_prices_tbl <- read_rds("../Stock Price Analysis - Challenge/week_6_data/week_6_data/sp_500_prices_tbl.rds")
sp_500_prices_tbl

The second data frame contains information about the stocks the most important of which are:

• company: The company name
• sector: The sector that the company belongs to

# SECTOR INFORMATION
sp_500_index_tbl <- read_rds("../Stock Price Analysis - Challenge/week_6_data/week_6_data/sp_500_index_tbl.rds")
sp_500_index_tbl

Question

Which stock prices behave similarly?

Step 1 - Convert stock prices to a standardized format (daily returns)

sp_500_prices_tbl %>% glimpse()

## Rows: 1,225,765
## Columns: 8
## $ symbol   <chr> "MSFT", "MSFT", "MSFT", "MSFT", "MSFT", "MSFT", "MSFT", "M...
## $ date     <date> 2009-01-02, 2009-01-05, 2009-01-06, 2009-01-07, 2009-01-0...
## $ open     <dbl> 19.53, 20.20, 20.75, 20.19, 19.63, 20.17, 19.71, 19.52, 19...
## $ high     <dbl> 20.40, 20.67, 21.00, 20.29, 20.19, 20.30, 19.79, 19.99, 19...
## $ low      <dbl> 19.37, 20.06, 20.61, 19.48, 19.55, 19.41, 19.30, 19.52, 19...
## $ close    <dbl> 20.33, 20.52, 20.76, 19.51, 20.12, 19.52, 19.47, 19.82, 19...
## $ volume   <dbl> 50084000, 61475200, 58083400, 72709900, 70255400, 49815300...
## $ adjusted <dbl> 15.86624, 16.01451, 16.20183, 15.22628, 15.70234, 15.23408...

sp_500_daily_returns_tbl <- sp_500_prices_tbl %>% 
    select(symbol, date, adjusted) %>% 
    
    filter(date >= ymd("2018-01-01")) %>% 
    
    group_by(symbol) %>% 
    
    mutate(lag_1 = lag(adjusted)) %>% 
    ungroup() %>% 
    
    filter(!is.na(lag_1)) %>% 
    
    mutate(diff = adjusted - lag_1) %>% 
    mutate(pct_return  = diff / lag_1) %>% 
    
    select(symbol, date, pct_return)

Step 2 - Convert to User-Item Format

stock_data_matrix_tbl <- sp_500_daily_returns_tbl %>% 
    spread(key = date, value = pct_return, fill = 0)

kable(head(stock_data_matrix_tbl, 10))

symbol	2018-01-03	2018-01-04	2018-01-05	2018-01-08	2018-01-09	2018-01-10	2018-01-11	2018-01-12	2018-01-16	2018-01-17	2018-01-18	2018-01-19	2018-01-22	2018-01-23	2018-01-24	2018-01-25	2018-01-26	2018-01-29	2018-01-30	2018-01-31	2018-02-01	2018-02-02	2018-02-05	2018-02-06	2018-02-07	2018-02-08	2018-02-09	2018-02-12	2018-02-13	2018-02-14	2018-02-15	2018-02-16	2018-02-20	2018-02-21	2018-02-22	2018-02-23	2018-02-26	2018-02-27	2018-02-28	2018-03-01	2018-03-02	2018-03-05	2018-03-06	2018-03-07	2018-03-08	2018-03-09	2018-03-12	2018-03-13	2018-03-14	2018-03-15	2018-03-16	2018-03-19	2018-03-20	2018-03-21	2018-03-22	2018-03-23	2018-03-26	2018-03-27	2018-03-28	2018-03-29	2018-04-02	2018-04-03	2018-04-04	2018-04-05	2018-04-06	2018-04-09	2018-04-10	2018-04-11	2018-04-12	2018-04-13	2018-04-16	2018-04-17	2018-04-18	2018-04-19	2018-04-20	2018-04-23	2018-04-24	2018-04-25	2018-04-26	2018-04-27	2018-04-30	2018-05-01	2018-05-02	2018-05-03	2018-05-04	2018-05-07	2018-05-08	2018-05-09	2018-05-10	2018-05-11	2018-05-14	2018-05-15	2018-05-16	2018-05-17	2018-05-18	2018-05-21	2018-05-22	2018-05-23	2018-05-24	2018-05-25	2018-05-29	2018-05-30	2018-05-31	2018-06-01	2018-06-04	2018-06-05	2018-06-06	2018-06-07	2018-06-08	2018-06-11	2018-06-12	2018-06-13	2018-06-14	2018-06-15	2018-06-18	2018-06-19	2018-06-20	2018-06-21	2018-06-22	2018-06-25	2018-06-26	2018-06-27	2018-06-28	2018-06-29	2018-07-02	2018-07-03	2018-07-05	2018-07-06	2018-07-09	2018-07-10	2018-07-11	2018-07-12	2018-07-13	2018-07-16	2018-07-17	2018-07-18	2018-07-19	2018-07-20	2018-07-23	2018-07-24	2018-07-25	2018-07-26	2018-07-27	2018-07-30	2018-07-31	2018-08-01	2018-08-02	2018-08-03	2018-08-06	2018-08-07	2018-08-08	2018-08-09	2018-08-10	2018-08-13	2018-08-14	2018-08-15	2018-08-16	2018-08-17	2018-08-20	2018-08-21	2018-08-22	2018-08-23	2018-08-24	2018-08-27	2018-08-28	2018-08-29	2018-08-30	2018-08-31	2018-09-04	2018-09-05	2018-09-06	2018-09-07	2018-09-10	2018-09-11	2018-09-12	2018-09-13	2018-09-14	2018-09-17	2018-09-18	2018-09-19	2018-09-20	2018-09-21	2018-09-24	2018-09-25	2018-09-26	2018-09-27	2018-09-28	2018-10-01	2018-10-02	2018-10-03	2018-10-04	2018-10-05	2018-10-08	2018-10-09	2018-10-10	2018-10-11	2018-10-12	2018-10-15	2018-10-16	2018-10-17	2018-10-18	2018-10-19	2018-10-22	2018-10-23	2018-10-24	2018-10-25	2018-10-26	2018-10-29	2018-10-30	2018-10-31	2018-11-01	2018-11-02	2018-11-05	2018-11-06	2018-11-07	2018-11-08	2018-11-09	2018-11-12	2018-11-13	2018-11-14	2018-11-15	2018-11-16	2018-11-19	2018-11-20	2018-11-21	2018-11-23	2018-11-26	2018-11-27	2018-11-28	2018-11-29	2018-11-30	2018-12-03	2018-12-04	2018-12-06	2018-12-07	2018-12-10	2018-12-11	2018-12-12	2018-12-13	2018-12-14	2018-12-17	2018-12-18	2018-12-19	2018-12-20	2018-12-21	2018-12-24	2018-12-26	2018-12-27	2018-12-28	2018-12-31	2019-01-02	2019-01-03	2019-01-04	2019-01-07	2019-01-08	2019-01-09	2019-01-10	2019-01-11	2019-01-14	2019-01-15	2019-01-16	2019-01-17	2019-01-18	2019-01-22	2019-01-23	2019-01-24	2019-01-25	2019-01-28	2019-01-29	2019-01-30	2019-01-31	2019-02-01	2019-02-04	2019-02-05	2019-02-06	2019-02-07	2019-02-08	2019-02-11	2019-02-12	2019-02-13	2019-02-14	2019-02-15
A	0.0254438	-0.0075014	0.0159885	0.0021459	0.0245539	-0.0136547	0.0001413	0.0131355	-0.0069706	0.0116524	0.0018041	0.0121899	0.0056111	-0.0005443	0.0019064	0.0038053	0.0129976	-0.0038760	-0.0206629	0.0060283	-0.0081709	-0.0216945	-0.0425262	0.0033714	-0.0056976	-0.0442256	0.0296695	0.0216483	-0.0013154	0.0199007	0.0332854	-0.0006942	-0.0123662	0.0023916	-0.0080000	0.0002829	-0.0016972	-0.0223860	-0.0059420	-0.0176412	0.0019295	0.0005924	0.0082902	0.0233446	0.0021518	0.0183251	-0.0059046	-0.0004243	-0.0107527	0.0037187	-0.0039897	-0.0080115	0.0073549	-0.0064422	-0.0278098	-0.0208982	0.0323948	-0.0175953	-0.0089551	0.0075301	-0.0347711	0.0153655	0.0004586	0.0035141	-0.0309074	0.0241949	0.0222426	-0.0084033	0.0169489	0.0001489	0.0142836	0.0039608	0.0162185	-0.0227175	-0.0061793	0.0076980	-0.0210077	-0.0126049	0.0086625	-0.0013560	-0.0081474	0.0076058	-0.0049819	0.0065241	0.0099487	0.0058209	-0.0002968	0.0112810	0.0107149	0.0085680	-0.0034555	-0.0969514	-0.0089600	0.0266387	0.0114797	0.0191233	-0.0108316	-0.0047809	-0.0063536	-0.0151279	-0.0205860	0.0135813	-0.0122826	0.0138889	0.0095572	0.0022089	0.0262910	0.0006135	0.0076653	0.0060852	0.0028732	-0.0009048	0.0007545	-0.0027145	-0.0175410	-0.0223180	-0.0114925	0.0039815	-0.0039657	-0.0253226	0.0127452	-0.0135528	0.0024534	0.0089737	-0.0035823	-0.0035790	0.0089795	0.0079289	0.0133247	0.0087136	-0.0127218	0.0093860	-0.0011032	-0.0104134	0.0051021	-0.0007932	0.0184156	-0.0046766	-0.0020360	0.0167922	0.0180583	0.0119770	-0.0149813	-0.0170342	0.0218165	-0.0160507	0.0047705	0.0067393	0.0118667	0.0172907	-0.0041385	-0.0102403	-0.0064478	-0.0048293	0.0122838	-0.0302621	0.0118956	-0.0128244	-0.0029385	0.0071352	0.0110887	0.0006093	0.0044148	0.0015156	0.0092312	0.0047984	0.0037307	0.0041629	-0.0039976	-0.0046084	0.0059738	0.0005938	0.0078634	-0.0045635	0.0042885	0.0209100	-0.0069234	0.0033407	-0.0021715	0.0091397	0.0225703	-0.0057640	-0.0108880	0.0061472	-0.0007105	0.0066829	-0.0036723	0.0123454	0.0058939	0.0061383	-0.0202439	-0.0050949	-0.0113798	-0.0012949	-0.0394757	-0.0266987	0.0208045	-0.0092090	0.0278836	-0.0038542	-0.0215773	-0.0194676	-0.0029472	-0.0241132	-0.0255061	0.0242107	0.0019166	-0.0103618	0.0251288	0.0180705	0.0066368	0.0108862	-0.0003034	0.0010621	0.0345559	-0.0068855	-0.0076708	-0.0411774	-0.0024806	-0.0135218	0.0196943	0.0041718	-0.0366210	0.0784219	0.0029621	0.0072357	0.0152470	0.0015885	0.0305652	0.0012591	0.0108984	0.0320664	-0.0235703	-0.0137156	-0.0230844	0.0048398	0.0065166	0.0098522	-0.0085018	-0.0250210	-0.0217705	0.0020634	-0.0170613	-0.0245399	-0.0291456	-0.0097962	0.0457955	0.0143424	-0.0053683	0.0227411	-0.0262377	-0.0368397	0.0346135	0.0212343	0.0146597	0.0209347	0.0093863	0.0068669	-0.0089514	0.0121864	-0.0080736	0.0112809	0.0156735	-0.0084805	0.0046271	0.0073970	0.0203658	-0.0051596	0.0039580	0.0255574	0.0080859	-0.0001315	-0.0001315	0.0036827	-0.0001310	-0.0127130	0.0062392	0.0036939	0.0130126	0.0023355	-0.0029774	0.0166191
AAL	-0.0122664	0.0063048	-0.0003798	-0.0098764	-0.0009592	0.0326421	0.0490888	0.0363347	-0.0083804	0.0031045	0.0030949	-0.0047994	0.0006889	0.0032702	-0.0600445	-0.0317578	0.0003771	-0.0073487	-0.0017084	0.0328959	-0.0081001	-0.0330365	-0.0430769	0.0285371	0.0042985	-0.0544747	-0.0049383	0.0357733	0.0155720	0.0039316	0.0117484	-0.0017417	0.0027142	0.0204949	0.0037893	0.0077388	0.0301556	-0.0134547	-0.0001841	-0.0141936	-0.0056096	0.0001880	0.0071442	0.0100803	0.0125671	0.0233619	0.0076689	-0.0047787	-0.0168950	-0.0019898	0.0041690	-0.0140795	0.0128159	-0.0222342	-0.0329081	-0.0248519	0.0166634	-0.0185113	-0.0009824	0.0218289	-0.0419554	0.0339496	0.0110743	0.0019216	-0.0354814	-0.0093458	-0.0473706	-0.0434050	0.0257710	-0.0150312	0.0115545	-0.0140087	0.0439344	-0.0184254	-0.0021331	-0.0021376	-0.0212082	-0.0096301	-0.0636465	0.0243096	-0.0108294	0.0100163	-0.0258303	-0.0030777	0.0178106	-0.0074837	0.0131952	-0.0348838	0.0130121	0.0133205	-0.0032863	0.0171927	0.0201436	-0.0097595	-0.0057299	0.0207467	-0.0316170	-0.0018656	0.0177571	0.0309917	-0.0293921	-0.0066530	0.0055427	0.0105650	0.0195456	-0.0151584	0.0002263	-0.0079202	-0.0166515	0.0243563	-0.0169837	-0.0112877	0.0037279	-0.0071960	-0.0077157	-0.0219133	0.0125271	-0.0128479	-0.0033743	-0.0403869	-0.0148690	-0.0212331	-0.0015682	-0.0062827	0.0105376	-0.0159022	0.0063578	0.0026322	0.0320294	-0.0048335	-0.0807770	0.0102893	0.0217450	0.0043102	0.0026826	0.0264848	-0.0062549	-0.0065566	0.0042240	-0.0155100	0.0197597	0.0479182	-0.0082460	-0.0181404	0.0146265	-0.0354071	-0.0055061	0.0129186	0.0023486	-0.0039052	0.0031365	-0.0119855	-0.0174050	-0.0126140	0.0081543	0.0094366	0.0192307	-0.0096960	0.0582165	0.0085021	-0.0282669	-0.0091859	-0.0002576	0.0180319	0.0296053	-0.0046694	-0.0024691	0.0019801	0.0071641	-0.0269806	-0.0299976	-0.0012993	0.0260214	0.0190211	-0.0228971	0.0056038	0.0065856	0.0145949	0.0116567	0.0198578	0.0069712	0.0408211	-0.0371559	-0.0278705	0.0056359	0.0112085	-0.0040963	-0.0416163	-0.0280232	0.0077921	-0.0226804	-0.0390296	-0.0148188	-0.0654596	-0.0578242	-0.0107561	-0.0115126	0.0281462	0.0471994	0.0087140	-0.0449806	-0.0006238	0.0037453	0.0068408	-0.0630019	0.0669083	0.0027804	0.0043130	0.0631903	0.0121177	0.0367730	-0.0010997	-0.0140768	-0.0153976	0.0511801	-0.0029753	-0.0173630	0.0176698	0.0249592	0.0087349	-0.0076096	-0.0282919	-0.0253061	-0.0064209	0.0202304	0.0451666	0.0039525	0.0049869	0.0169757	-0.0133539	0.0452890	-0.0126992	-0.0746533	0.0068139	-0.0912290	0.0080428	0.0076832	0.0073314	-0.0550218	-0.0015404	-0.0114162	0.0468165	-0.0333931	-0.0163479	-0.0348071	-0.0344380	0.0864738	-0.0077424	-0.0065543	0.0087967	0.0115228	-0.0745074	0.0658683	0.0284020	-0.0160850	0.0308451	-0.0412925	-0.0074907	-0.0028302	0.0122989	0.0230531	0.0225335	0.0116140	-0.0362084	-0.0332927	0.0635070	0.0392158	0.0454545	-0.0076565	0.0013777	-0.0156852	0.0095052	0.0185544	0.0068157	-0.0046034	-0.0160501	-0.0047000	0.0163889	-0.0229571	0.0128671	-0.0027616	-0.0293548
AAP	0.0090489	0.0368986	0.0106306	-0.0070423	-0.0080797	0.0009050	0.0213402	0.0264719	-0.0175954	0.0127304	0.0015605	0.0128971	0.0086310	0.0090655	0.0158690	-0.0005785	0.0224942	-0.0060661	-0.0294572	-0.0191163	0.0025643	-0.0286469	-0.0357237	0.0212998	-0.0202317	-0.0027291	-0.0044695	0.0031153	-0.0297772	0.0263603	-0.0022015	-0.0111233	-0.0206378	0.0821073	-0.0307894	0.0527649	-0.0126375	-0.0439703	0.0405281	0.0285340	-0.0122543	0.0024986	0.0191647	-0.0153470	-0.0087351	0.0268683	-0.0037859	0.0049827	-0.0163026	0.0003417	-0.0040137	-0.0065162	-0.0139813	0.0086652	-0.0301267	-0.0077881	0.0354565	0.0020912	0.0084340	0.0221590	-0.0558415	-0.0001787	0.0229649	0.0166841	-0.0384913	-0.0139397	0.0162211	-0.0107900	-0.0032454	-0.0358143	-0.0015009	0.0164396	-0.0074861	-0.0205792	-0.0135007	0.0169621	0.0133625	0.0083231	0.0497125	0.0279201	-0.0162455	0.0098733	0.0027686	-0.0040552	0.0107424	-0.0045427	0.0056829	0.0101883	0.0020341	0.0144634	0.0139236	-0.0138969	-0.0074216	0.0063849	-0.0122715	0.0070150	-0.0320604	0.0686724	0.0155782	-0.0020771	-0.0076056	0.0368667	0.0007002	-0.0021769	0.0122332	0.0003079	0.0049250	-0.0041351	0.0127644	0.0077441	0.0068562	-0.0071836	0.0061803	0.0274158	0.0078740	0.0004340	0.0062185	0.0028756	-0.0046595	-0.0113791	-0.0014570	-0.0196249	0.0054322	0.0043667	-0.0073692	0.0023015	0.0062958	0.0096423	0.0275570	-0.0021284	-0.0111624	-0.0020853	0.0039630	0.0023682	0.0043675	-0.0022098	0.0242908	-0.0048824	0.0139483	-0.0322826	0.0034287	0.0093259	-0.0136125	0.0059348	0.0039096	-0.0104794	0.0251163	0.0099120	0.0029031	0.0004135	0.0086112	0.0094255	-0.0097435	-0.0103178	0.0779481	0.0121693	0.0092388	0.0014421	0.0070123	-0.0042899	0.0036216	0.0157406	0.0067379	-0.0144804	0.0007409	0.0090067	-0.0107606	0.0137824	0.0332257	-0.0146331	0.0013174	0.0003588	-0.0020923	0.0018571	-0.0008371	-0.0022143	-0.0076772	-0.0117861	0.0253823	0.0116315	0.0000589	-0.0065467	-0.0046901	-0.0019682	0.0120128	0.0027165	-0.0085988	0.0075447	-0.0070756	-0.0047504	-0.0112769	0.0007241	0.0152566	0.0031480	-0.0338682	-0.0130539	0.0253353	0.0109617	0.0086264	-0.0522064	0.0163554	0.0131944	0.0026776	-0.0048553	-0.0292127	0.0250660	0.0084574	0.0019447	0.0006066	-0.0315816	0.0234728	0.0091126	0.0006667	0.0180486	0.0143970	0.0113776	-0.0073645	-0.0240682	0.1057105	-0.0381117	0.0077105	0.0008936	-0.0081469	-0.0349929	0.0183057	0.0147136	0.0027082	0.0087216	-0.0017851	-0.0071529	0.0002252	0.0010128	0.0016865	-0.0136372	-0.0464838	-0.0084730	-0.0022266	0.0071169	-0.0041322	-0.0150941	-0.0301625	-0.0037773	-0.0133974	-0.0228117	-0.0071475	-0.0164455	0.0410287	-0.0021931	0.0049777	0.0128650	0.0029213	0.0312184	-0.0248082	0.0146716	-0.0069504	0.0275590	0.0038923	-0.0342280	-0.0043909	0.0098286	0.0134764	0.0236395	0.0079986	-0.0207625	0.0012185	-0.0488043	-0.0197684	0.0107036	0.0034224	0.0234892	0.0010061	-0.0010051	0.0145247	0.0006818	-0.0262604	0.0375907	-0.0044137	0.0167477	0.0167141	-0.0085174	0.0136970	0.0074078
AAPL	-0.0001742	0.0046451	0.0113853	-0.0037143	-0.0001147	-0.0002295	0.0056802	0.0103264	-0.0050821	0.0165162	0.0008933	-0.0044627	-0.0081811	0.0002259	-0.0159287	-0.0178510	0.0023376	-0.0206984	-0.0058942	0.0027549	0.0020904	-0.0433902	-0.0249843	0.0417915	-0.0214071	-0.0275165	0.0122315	0.0402787	0.0100178	0.0184373	0.0335784	-0.0032372	-0.0033637	-0.0045388	0.0083591	0.0173913	0.0197722	-0.0032407	-0.0015137	-0.0175162	0.0069144	0.0034617	-0.0008483	-0.0092828	0.0109124	0.0171809	0.0096677	-0.0096302	-0.0085014	0.0011769	-0.0035264	-0.0152791	-0.0003423	-0.0226547	-0.0141297	-0.0231567	0.0474720	-0.0256411	-0.0110491	0.0078087	-0.0065562	0.0102591	0.0191224	0.0069342	-0.0255786	0.0099180	0.0188179	-0.0046752	0.0098584	0.0033881	0.0062382	0.0137640	-0.0022442	-0.0283401	-0.0409723	-0.0028964	-0.0139191	0.0043574	0.0034831	-0.0115699	0.0181123	0.0232361	0.0441751	0.0018122	0.0392334	0.0072349	0.0048067	0.0070412	0.0143039	-0.0038033	-0.0023331	-0.0090885	0.0093326	-0.0063236	-0.0036365	0.0070849	-0.0025049	0.0064115	-0.0011148	0.0022854	-0.0036059	-0.0021289	-0.0033600	0.0180340	0.0083578	0.0077152	0.0034659	-0.0026806	-0.0090975	-0.0024517	0.0054907	-0.0082172	0.0005244	-0.0102725	-0.0005295	-0.0161599	0.0043621	-0.0055764	-0.0029118	-0.0148712	0.0124060	-0.0014639	0.0072762	-0.0021024	0.0111824	-0.0174164	0.0080470	0.0138621	0.0138851	-0.0012069	-0.0129760	0.0167660	0.0015705	-0.0021952	0.0028286	-0.0054845	0.0077732	-0.0022931	0.0008880	0.0072543	0.0094301	-0.0031311	-0.0166316	-0.0056026	0.0020009	0.0589101	0.0292308	0.0028932	0.0051925	-0.0093749	0.0006760	0.0078649	-0.0029786	0.0064570	0.0042131	0.0023361	0.0146500	0.0199700	-0.0097435	-0.0019494	0.0000465	0.0020460	0.0031092	0.0082347	0.0080756	0.0149294	0.0091937	0.0115540	0.0032069	-0.0065248	-0.0166174	-0.0080682	-0.0134207	0.0252829	-0.0124190	0.0241552	-0.0113512	-0.0266261	0.0016522	0.0005957	0.0076018	-0.0107712	0.0143801	0.0063409	-0.0079662	0.0205516	0.0035120	0.0067334	0.0088885	0.0121686	-0.0175809	-0.0162288	-0.0023184	0.0138535	-0.0463260	-0.0088280	0.0357194	-0.0213858	0.0220371	-0.0043213	-0.0233736	0.0152301	0.0061100	0.0094267	-0.0343016	0.0218978	-0.0159236	-0.0187701	0.0049943	0.0260665	0.0153523	-0.0663307	-0.0283883	0.0108141	0.0303282	-0.0034890	-0.0192815	-0.0503742	-0.0099913	-0.0282473	0.0246788	0.0110757	-0.0396321	-0.0477779	-0.0011300	-0.0253988	0.0135237	-0.0021761	0.0384527	-0.0076821	-0.0054024	0.0349423	-0.0439887	-0.0111495	-0.0356570	0.0065879	-0.0057194	0.0027872	0.0109402	-0.0319977	-0.0093062	0.0129926	-0.0311917	-0.0252346	-0.0388957	-0.0258740	0.0704215	-0.0064899	0.0005124	0.0096653	0.0011411	-0.0996074	0.0426893	-0.0022258	0.0190630	0.0169818	0.0031962	-0.0098181	-0.0150370	0.0204667	0.0122166	0.0059377	0.0061595	-0.0224462	0.0040443	-0.0079262	0.0331369	-0.0092546	-0.0103647	0.0683346	0.0072012	0.0004807	0.0284049	0.0171094	0.0003445	-0.0189394	0.0011750	-0.0057509	0.0086172	-0.0041548	0.0036433	-0.0022249
ABBV	0.0156488	-0.0057029	0.0174079	-0.0160223	0.0075386	-0.0054867	0.0029298	0.0107787	0.0214271	0.0182456	-0.0052702	0.0079955	0.0176797	-0.0104237	0.0012338	0.0264430	0.1376730	-0.0073047	-0.0525713	-0.0315844	0.0367136	-0.0100567	-0.0491448	0.0154324	0.0217626	-0.0452385	0.0259956	0.0056603	-0.0006254	0.0109066	0.0160947	0.0322019	-0.0052276	-0.0005933	-0.0029684	0.0101225	0.0234947	-0.0269870	-0.0205480	-0.0171804	0.0105411	0.0053894	-0.0095107	0.0013967	0.0199617	0.0194855	-0.0082990	0.0122569	-0.0067641	-0.0337144	-0.0106152	-0.0147745	0.0055344	-0.0017756	-0.1276122	-0.0065240	-0.0223681	-0.0343198	0.0245624	0.0040311	-0.0337031	-0.0095124	0.0259411	-0.0078546	-0.0263529	0.0077969	0.0347039	0.0002135	-0.0060422	-0.0031482	0.0083851	0.0106911	0.0078000	-0.0138889	-0.0044082	0.0061555	-0.0194267	0.0055823	0.0606291	0.0132389	-0.0220803	0.0571723	-0.0166552	-0.0008967	-0.0010968	-0.0053909	-0.0023085	0.0179075	0.0165052	0.0129314	0.0164140	-0.0161489	0.0082550	0.0026657	0.0062666	0.0023588	0.0000000	-0.0059305	-0.0232955	-0.0199728	-0.0159280	0.0355887	-0.0395108	-0.0089953	0.0107088	0.0014127	0.0074567	-0.0066013	0.0111761	-0.0065718	-0.0086197	-0.0134466	0.0119901	0.0083038	-0.0109472	-0.0047724	0.0024486	-0.0274808	-0.0215595	-0.0047063	-0.0099945	-0.0066219	0.0100536	0.0023802	0.0049649	0.0053700	0.0092940	0.0258255	0.0012380	0.0185491	-0.0392553	0.0171276	0.0106683	-0.0039324	-0.0087273	-0.0105859	-0.0471399	-0.0115618	0.0055111	0.0239373	0.0172603	0.0088058	-0.0359806	0.0098278	0.0085293	0.0182154	0.0128847	0.0148232	0.0054906	-0.0309088	-0.0035083	0.0185639	0.0034566	0.0102295	-0.0088862	0.0159508	0.0079015	0.0060069	-0.0119421	0.0011267	-0.0010232	-0.0050183	0.0025733	0.0063654	-0.0077534	0.0032901	-0.0080960	-0.0083686	-0.0147948	0.0066625	-0.0152327	0.0045872	-0.0037167	-0.0068214	0.0006438	0.0331403	-0.0067477	-0.0032399	-0.0289399	-0.0171688	0.0182378	-0.0045317	0.0125731	0.0038536	0.0042653	-0.0004247	0.0046739	0.0044406	-0.0081052	0.0188900	-0.0226019	0.0057545	0.0045561	-0.0025314	-0.0157555	-0.0255695	0.0105863	-0.0166502	0.0306122	0.0039169	-0.0256854	-0.0214683	-0.0420598	-0.0155453	-0.0427916	0.0292155	-0.0115014	0.0070554	0.0028269	-0.0458390	0.0303147	-0.0081037	0.0379588	0.0130782	0.0394454	0.0088547	0.0120824	0.0101363	-0.0163898	0.0010201	0.0207224	0.0154205	-0.0223969	-0.0155343	-0.0220229	-0.0060360	0.0071237	0.0166976	0.0143705	0.0109063	0.0484928	-0.0064707	-0.0332052	-0.0024296	-0.0373077	0.0074747	0.0063920	0.0048769	-0.0100451	-0.0239425	-0.0079430	-0.0158954	-0.0007180	0.0221505	-0.0052713	-0.0089495	0.0579848	0.0097710	0.0134579	0.0117428	-0.0321076	-0.0329486	0.0322169	0.0145953	0.0046475	-0.0328230	0.0044413	0.0012472	-0.0284273	0.0087305	0.0005848	0.0192869	0.0263762	-0.0093854	-0.0023687	-0.0290560	-0.0621797	-0.0422151	0.0042780	0.0205240	0.0155578	0.0026155	-0.0244721	0.0147715	-0.0076547	0.0011380	0.0063155	0.0012552	0.0020058	0.0107594	-0.0033420	0.0040984
ABC	0.0037218	-0.0022248	0.0121045	0.0165758	0.0063982	-0.0031789	0.0095670	0.0087631	0.0055555	0.0175791	-0.0043435	-0.0079318	0.0259844	0.0014611	0.0176054	-0.0023896	0.0106352	-0.0036975	-0.0250262	-0.0272302	-0.0038125	-0.0329339	-0.0429077	-0.0039172	0.0292769	-0.0283380	-0.0257783	0.0029150	0.0930129	-0.0140125	0.0124481	0.0224233	0.0054326	-0.0137082	-0.0147103	0.0133855	0.0219468	-0.0292305	-0.0253995	-0.0195460	0.0070740	0.0100042	-0.0021075	0.0095036	0.0066947	0.0286783	0.0130303	0.0030910	-0.0200795	-0.0123758	-0.0077033	-0.0373668	-0.0409677	0.0034757	-0.0502793	-0.0114118	0.0109483	-0.0110652	0.0130937	0.0129244	-0.0410625	0.0152412	0.0276421	0.0131015	-0.0225451	0.0161572	0.0244268	0.0020245	-0.0101021	-0.0155347	0.0224602	0.0255718	0.0187829	-0.0114285	-0.0198496	0.0096806	-0.0066123	0.0143112	0.0071093	0.0107514	-0.0267540	-0.0152352	0.0334081	-0.0738772	0.0117137	-0.0194512	0.0000000	0.0003543	0.0095608	0.0157839	0.0046041	-0.0184463	0.0037353	0.0125595	-0.0221478	-0.0050725	0.0020157	-0.0065082	0.0015483	0.0166488	-0.0341560	0.0188931	-0.0236538	0.0146091	0.0117592	0.0055740	0.0278335	-0.0063111	-0.0058891	0.0138228	0.0087076	0.0297592	0.0296713	0.0160686	-0.0345809	0.0065523	0.0115005	-0.0002145	0.0031112	-0.0136898	-0.0198439	-0.0063060	-0.0414161	-0.0096401	0.0052775	0.0111992	0.0059990	0.0088304	0.0031829	-0.0012465	-0.0113455	-0.0039018	0.0127881	-0.0114890	-0.0009207	-0.0056438	-0.0089193	-0.0100515	0.0005904	-0.0096755	0.0100084	-0.0180489	-0.0038443	-0.0001205	-0.0130262	-0.0285959	-0.0064158	0.0251962	0.0144498	0.0158266	-0.0093480	0.0070166	-0.0151369	0.0131739	0.0164941	0.0081725	0.0199717	0.0148080	0.0062699	-0.0031720	0.0018184	0.0014747	0.0005665	0.0014716	0.0046350	0.0043884	0.0089625	-0.0009992	-0.0088918	0.0030280	-0.0118517	0.0029419	-0.0034972	-0.0478888	0.0131987	0.0084497	-0.0010474	0.0107177	0.0065698	0.0235887	0.0186821	-0.0102130	-0.0062133	-0.0005582	0.0088248	0.0093014	0.0117389	0.0061809	-0.0149801	-0.0040481	0.0001099	-0.0050528	0.0078385	-0.0040531	-0.0008799	-0.0388595	0.0134005	0.0119801	0.0338396	0.0128551	-0.0040529	-0.0062111	-0.0278017	0.0006650	-0.0641338	0.0145580	-0.0116659	0.0149905	0.0188394	0.0044516	0.0331818	-0.0258469	-0.0001130	-0.0514905	0.0302380	0.0303907	-0.0034765	0.0119289	0.0154581	-0.0189464	-0.0048002	0.0000000	0.0233239	-0.0214710	-0.0162035	0.0026308	0.0146018	0.0077580	0.0179628	-0.0081105	-0.0176795	0.0013498	-0.0158391	-0.0186052	-0.0193068	-0.0091318	-0.0128067	0.0089718	-0.0159817	-0.0356576	-0.0249462	-0.0098702	0.0009182	-0.0404927	-0.0169352	-0.0169491	0.0322215	0.0067086	0.0058479	0.0059492	0.0006720	-0.0145063	0.0115850	0.0071410	0.0107024	0.0101919	-0.0041929	0.0073683	0.0039185	0.0052043	0.0005178	-0.0157828	0.0496846	-0.0018783	-0.0043909	-0.0083165	0.0121982	0.0057745	-0.0072391	-0.0126980	0.0616325	0.0046780	0.0082377	0.0156306	0.0101434	-0.0096952	-0.0173661	-0.0079468	0.0257054	0.0072270	0.0004628	0.0070890
ABMD	0.0172996	0.0175160	0.0154078	0.0270858	0.0094321	-0.0077231	0.0096569	0.0236022	0.0138534	0.0276950	0.0078526	0.0106246	-0.0004818	0.0091595	0.0116385	0.0144667	0.0108751	-0.0093767	-0.0067188	-0.0002552	0.0771490	-0.0194762	-0.0355762	-0.0303296	0.0297704	-0.0398293	-0.0005229	0.0189206	0.0011552	0.0917988	0.0218030	0.0256665	0.0102339	-0.0082446	-0.0159553	0.0169717	0.0176196	-0.0070649	-0.0113180	-0.0092102	0.0354522	0.0150474	0.0081284	0.0136393	0.0112832	0.0205128	0.0007470	-0.0053267	0.0091414	-0.0043265	-0.0051601	-0.0173007	0.0209389	-0.0057822	-0.0202524	-0.0083803	0.0401775	-0.0303656	-0.0120099	0.0282696	-0.0408262	-0.0037261	0.0376164	0.0124771	-0.0202307	0.0066382	0.0422047	-0.0129213	0.0018219	-0.0006736	-0.0014153	0.0273690	0.0105115	-0.0038358	-0.0017295	-0.0106891	-0.0387246	0.0078026	0.0348226	-0.0055041	-0.0026181	0.0317328	-0.0269243	0.1106440	0.0408558	-0.0048958	-0.0005467	0.0310323	0.0299308	0.0103014	0.0080230	0.0124577	0.0042592	-0.0053146	0.0116334	-0.0135029	0.0189361	0.0237349	-0.0026800	-0.0004563	-0.0174495	0.0030202	-0.0191214	0.0291494	0.0346463	-0.0004188	0.0113392	-0.0113340	0.0102312	0.0205969	0.0302241	0.0051526	0.0175029	0.0066493	-0.0009694	-0.0079205	0.0149440	-0.0177943	-0.0250530	-0.0259543	0.0292407	-0.0413894	0.0080362	-0.0118133	0.0084587	-0.0072241	-0.0218544	0.0135054	0.0060839	-0.0081036	-0.0033567	0.0267960	0.0100095	0.0014805	0.0190519	0.0097807	-0.0128838	-0.0058921	0.0175214	-0.0173822	0.0170757	-0.1078163	-0.0391452	-0.0345369	-0.0053028	0.0244267	0.0248080	0.0131918	0.0038451	-0.0057058	-0.0010361	0.0126060	-0.0076691	-0.0260170	0.0088315	-0.0206330	0.0147969	-0.0275090	0.0102001	0.0045243	0.0116995	0.0232097	0.0108774	-0.0009973	0.0139761	0.0416094	0.0162923	-0.0048950	0.0117566	-0.0669243	-0.0019018	-0.0146437	0.0293783	0.0227238	-0.0112478	-0.0050898	0.0120991	-0.0676574	0.0207644	0.0005046	0.0138819	0.0075920	0.0902359	0.0522152	0.0072024	-0.0040702	0.0154891	-0.0122290	-0.0339448	-0.0064077	-0.0225834	-0.0025913	-0.0401722	-0.0098494	-0.0460412	-0.0248083	0.0469064	-0.0330059	0.0397764	0.0075217	-0.0081069	-0.0626180	0.0104299	0.0104861	-0.0468328	-0.0555414	-0.0083153	-0.0312396	0.0349655	0.0301311	0.1047479	0.0190747	0.0228568	-0.0077880	0.0570732	0.0042465	-0.0209738	-0.1661279	-0.0213993	-0.0546533	0.0262990	-0.0031174	-0.0623867	0.0082047	-0.0022826	-0.0072613	0.0392104	0.0089989	0.0677496	-0.0096355	0.0020784	0.0323735	-0.0473723	0.0177273	-0.0464293	0.0193374	0.0138108	0.0078018	-0.0331731	-0.0110409	-0.0550935	0.0201827	-0.0284120	-0.0400487	0.0211412	-0.0317270	0.0937812	0.0267695	0.0079197	0.0215922	-0.0463943	-0.0247451	0.0368851	0.0043389	0.0114994	0.0564662	-0.0037752	-0.0338078	-0.0264052	0.0328628	-0.0045453	0.0190973	0.0103535	0.0071613	0.0025288	0.0341860	0.0024964	-0.0356928	-0.0193529	0.0278770	0.0338055	0.0000284	-0.0588754	0.0419781	0.0014523	-0.0091943	-0.0011709	0.0401806	0.0089033	0.0095510	-0.0101798	0.0118495
ABT	0.0022113	-0.0016972	0.0028901	-0.0028818	0.0017001	-0.0015275	0.0068318	-0.0018659	-0.0067981	0.0094114	0.0013561	0.0040630	0.0043837	-0.0057076	0.0420396	0.0243033	0.0031635	-0.0017345	-0.0137419	-0.0044843	0.0003218	-0.0078804	-0.0479819	0.0022136	-0.0032281	-0.0409068	0.0159943	0.0041980	0.0040062	0.0111034	0.0209335	0.0112604	-0.0174505	-0.0021989	0.0000000	0.0122054	0.0137330	0.0003303	-0.0036333	-0.0255263	0.0113965	0.0153044	0.0084479	0.0067346	0.0094632	0.0279619	0.0003145	-0.0066017	-0.0053798	-0.0042953	0.0094264	-0.0145616	0.0062640	-0.0036711	-0.0238706	-0.0234695	0.0263865	-0.0129360	-0.0174187	0.0116495	-0.0285381	0.0135716	0.0077965	0.0067273	-0.0382560	0.0112907	0.0158020	-0.0116672	0.0113461	-0.0057793	0.0133356	0.0089422	-0.0046823	0.0060483	-0.0115231	-0.0059131	-0.0090075	0.0058309	0.0144927	0.0010084	-0.0240094	0.0118699	-0.0164910	0.0013829	0.0139824	0.0098740	-0.0102832	0.0117527	0.0195286	0.0115588	0.0124062	-0.0238633	0.0037992	0.0047721	0.0106453	0.0064818	-0.0115923	0.0073302	0.0108344	-0.0022396	-0.0171557	0.0125612	-0.0086998	0.0143019	0.0097742	0.0001586	0.0080914	-0.0056658	0.0014246	-0.0022127	-0.0033265	-0.0046090	0.0052690	-0.0007941	-0.0014307	-0.0076408	-0.0032082	-0.0062762	0.0030770	-0.0188892	0.0006582	-0.0052622	0.0128946	-0.0045699	0.0001640	-0.0031148	0.0085513	0.0135333	0.0045045	0.0059257	-0.0038211	0.0072244	0.0051004	-0.0202981	0.0165102	0.0310510	-0.0149807	-0.0072122	-0.0018951	0.0189874	0.0128881	0.0065920	-0.0060920	-0.0013791	0.0056774	-0.0115960	-0.0030873	0.0100650	0.0001533	-0.0076640	0.0015445	-0.0030845	-0.0094368	-0.0093706	0.0031531	-0.0025146	0.0108713	0.0087281	-0.0012361	0.0017018	0.0142085	0.0024364	0.0041015	0.0111951	-0.0007479	0.0050904	-0.0016387	-0.0026858	0.0040396	-0.0165400	-0.0025759	0.0057725	0.0051353	0.0007512	0.0055555	0.0228460	-0.0011678	-0.0109619	0.0109356	0.0013155	0.0042336	0.0037796	0.0346126	0.0106383	0.0088643	0.0024712	0.0046564	0.0103599	-0.0041825	-0.0239805	-0.0030538	-0.0033416	-0.0019560	-0.0020997	-0.0332444	-0.0078352	0.0180617	-0.0090871	0.0327511	-0.0101480	-0.0297594	-0.0080716	0.0137594	0.0007298	-0.0237713	0.0109052	-0.0100487	0.0047768	0.0102512	0.0138235	0.0175515	0.0005702	0.0028494	0.0080977	0.0217023	0.0063448	-0.0023300	-0.0306361	-0.0151644	-0.0011511	0.0190174	0.0185210	-0.0208217	-0.0209811	-0.0076744	-0.0061287	0.0102775	0.0130795	0.0447569	0.0059041	0.0107835	0.0029709	-0.0372963	0.0005595	-0.0222254	0.0138671	0.0129723	0.0096048	-0.0048255	-0.0196730	-0.0142736	0.0047312	-0.0154109	-0.0089856	-0.0162329	-0.0254199	0.0619281	0.0145072	0.0065127	0.0174428	-0.0391263	-0.0471943	0.0285413	0.0149757	-0.0120063	0.0166910	-0.0051843	0.0036190	-0.0107232	0.0322250	-0.0092238	0.0100257	0.0127624	0.0009801	-0.0221009	0.0135889	0.0040926	-0.0295151	0.0092686	0.0285550	0.0181362	-0.0084955	0.0019348	0.0084138	0.0051976	-0.0102055	0.0081111	0.0028638	0.0206690	-0.0090594	-0.0055122	0.0173043
ACN	0.0046152	0.0118409	0.0082491	0.0079912	0.0033350	-0.0035119	0.0013215	0.0062850	-0.0134283	0.0142442	0.0045565	0.0050329	-0.0019785	-0.0034069	-0.0017404	0.0011830	0.0109460	-0.0083665	-0.0092439	0.0062618	-0.0014935	-0.0221862	-0.0323136	0.0188369	0.0029736	-0.0299065	0.0221248	0.0072153	0.0121974	0.0188089	0.0079480	0.0099343	-0.0075003	-0.0060704	-0.0008725	0.0164046	0.0109850	-0.0132938	-0.0094741	-0.0301844	0.0086456	0.0085714	-0.0051621	0.0032905	-0.0003154	0.0189904	0.0011145	0.0049479	-0.0091699	0.0115529	-0.0120963	-0.0016782	0.0140705	-0.0052186	-0.0728260	-0.0191705	0.0373261	-0.0261041	-0.0097407	0.0413134	-0.0359610	0.0054737	0.0079308	0.0106688	-0.0276440	0.0059031	0.0256323	-0.0153928	0.0113882	0.0002665	0.0085926	0.0186237	0.0082987	-0.0059800	-0.0141018	0.0041335	-0.0128723	-0.0064872	0.0146578	0.0006567	-0.0078090	0.0047620	-0.0079647	0.0067679	0.0112701	-0.0074297	-0.0023637	0.0176385	0.0124176	0.0034496	-0.0096129	-0.0096419	0.0000649	0.0055165	0.0024528	0.0104951	-0.0102587	-0.0001288	0.0018029	0.0025709	-0.0157062	0.0162173	-0.0018585	0.0202259	0.0033985	0.0030735	0.0174463	-0.0129064	0.0097130	0.0035765	0.0005529	0.0011054	-0.0015949	0.0044236	-0.0036700	0.0026399	-0.0094299	-0.0107560	-0.0024994	-0.0217378	0.0044826	-0.0096902	0.0589675	-0.0055320	-0.0022006	0.0006739	0.0089384	-0.0017598	0.0098474	0.0019865	-0.0009012	0.0103421	0.0003570	-0.0026771	0.0025651	-0.0100554	0.0030652	-0.0022170	-0.0033630	-0.0047602	0.0115639	-0.0114317	-0.0190712	-0.0160475	-0.0005645	0.0023850	0.0027549	0.0013737	0.0013096	0.0038610	-0.0003722	-0.0031029	0.0002489	-0.0028006	0.0063036	-0.0051476	0.0154604	0.0122781	0.0013949	-0.0030886	0.0018832	0.0016977	0.0041163	0.0059681	0.0047942	0.0125247	-0.0067149	0.0026092	0.0025433	-0.0050737	0.0042694	-0.0017123	0.0028390	0.0067237	-0.0019919	0.0100969	-0.0024991	-0.0034957	0.0080099	0.0042341	0.0057179	0.0003445	-0.0089557	0.0011007	0.0008678	-0.0168815	0.0008821	0.0194477	-0.0020748	0.0057176	-0.0130929	-0.0036658	-0.0077673	-0.0064743	-0.0418247	-0.0354891	0.0220513	-0.0095333	0.0207700	-0.0052586	-0.0169918	0.0133163	0.0080238	-0.0091508	-0.0314378	0.0248172	-0.0157405	-0.0110715	0.0123084	0.0194024	0.0060906	-0.0075041	0.0076880	0.0051702	0.0279137	0.0038445	0.0039513	-0.0164093	-0.0060946	-0.0071849	0.0137252	0.0154471	-0.0135151	-0.0237759	-0.0120831	-0.0003185	0.0093672	0.0044824	0.0194834	-0.0070279	0.0214192	0.0139801	-0.0156456	-0.0302053	-0.0113030	0.0017149	0.0036774	0.0020214	0.0102762	-0.0294540	-0.0248184	0.0030988	-0.0077560	-0.0494171	-0.0439025	-0.0257289	0.0399491	0.0100713	-0.0042020	0.0085109	-0.0029785	-0.0341419	0.0388837	0.0034734	0.0252896	0.0050296	0.0078838	-0.0053735	-0.0088901	0.0135238	0.0067398	0.0083851	0.0089190	-0.0098371	-0.0036920	0.0116561	0.0113221	0.0025683	-0.0014451	0.0136166	-0.0035044	0.0077499	0.0116970	0.0049186	-0.0010171	-0.0125987	0.0026421	-0.0017353	0.0084342	0.0089382	-0.0011390	0.0087424
ADBE	0.0187957	0.0120416	0.0115708	-0.0016187	0.0089711	0.0021961	0.0096734	0.0324476	-0.0132786	0.0209394	-0.0014759	-0.0023955	0.0107802	0.0113728	-0.0115448	-0.0013652	0.0191889	-0.0152509	-0.0067094	0.0145251	-0.0019022	-0.0187582	-0.0274483	0.0220739	-0.0109529	-0.0373297	0.0152841	0.0221288	0.0069217	0.0188650	0.0296251	-0.0069469	0.0070450	-0.0043847	0.0025731	0.0351908	0.0114904	-0.0156964	0.0014845	-0.0148233	0.0182497	0.0065304	0.0040253	0.0228763	-0.0021212	0.0217653	-0.0007688	-0.0053408	-0.0060065	0.0019685	0.0305204	-0.0149413	0.0340715	-0.0126224	-0.0279039	-0.0249410	0.0645986	-0.0660085	-0.0058934	0.0166557	-0.0175861	0.0171942	0.0422360	-0.0067097	-0.0220542	0.0025616	0.0244559	-0.0040083	0.0148907	-0.0127776	0.0109792	0.0204838	-0.0002596	-0.0150585	-0.0104560	0.0002664	-0.0328895	-0.0026160	0.0211209	-0.0000451	-0.0013519	0.0111913	-0.0132988	0.0223880	0.0108825	0.0108530	0.0154552	0.0220839	0.0058813	0.0030272	-0.0145114	-0.0074254	0.0033389	-0.0022747	0.0052353	0.0000420	0.0028979	0.0214415	0.0050838	-0.0064858	-0.0056249	0.0215120	0.0075991	0.0081434	0.0080777	-0.0025262	0.0049466	-0.0253593	0.0149489	-0.0008360	0.0063346	0.0140148	0.0076914	-0.0243316	0.0153681	-0.0154484	-0.0019862	-0.0095924	-0.0208978	-0.0162132	0.0107227	-0.0188648	0.0089617	0.0166799	-0.0022559	-0.0051385	0.0089666	0.0164223	0.0063661	-0.0045642	-0.0020513	0.0272046	0.0145957	-0.0151205	0.0142532	0.0056908	-0.0080838	-0.0005432	0.0074940	-0.0076310	0.0220592	-0.0047119	-0.0271828	-0.0490169	0.0097391	0.0136096	0.0169751	0.0042027	0.0032770	-0.0028334	0.0017365	-0.0001182	-0.0003940	-0.0006307	0.0098998	-0.0215973	-0.0065065	-0.0128169	0.0165242	0.0069667	0.0160636	0.0057134	0.0175487	0.0034033	0.0024391	0.0202250	-0.0071918	-0.0109597	0.0120298	-0.0395229	0.0140938	0.0043118	0.0172500	0.0061424	0.0029588	0.0027259	0.0229779	-0.0234446	0.0094688	-0.0218250	0.0055119	-0.0205001	0.0123045	0.0141997	0.0023522	0.0053637	0.0001482	0.0205222	-0.0126683	-0.0054779	-0.0251378	-0.0018581	-0.0324063	-0.0020810	-0.0639361	0.0028582	0.0430865	-0.0436372	0.0952062	-0.0067519	-0.0330617	-0.0212503	0.0246092	0.0027882	-0.0529075	0.0607280	-0.0281512	-0.0246135	-0.0055891	0.0308292	-0.0019531	-0.0229941	0.0010432	0.0027929	0.0535001	-0.0136921	-0.0204833	-0.0333687	0.0087464	-0.0147441	0.0201088	-0.0044176	-0.0803717	0.0001820	0.0284440	-0.0018586	0.0283739	0.0012502	0.0730248	-0.0004816	0.0072263	0.0174180	-0.0369819	0.0195672	-0.0503930	0.0255882	0.0051211	0.0008560	0.0103034	-0.0728797	-0.0374782	0.0216821	-0.0067645	-0.0267082	-0.0450491	-0.0174329	0.0867128	0.0098228	-0.0089278	0.0139381	-0.0073815	-0.0394978	0.0486324	0.0135726	0.0149176	0.0118188	0.0099393	-0.0009253	-0.0125868	0.0332538	-0.0016917	0.0101260	0.0127250	-0.0147872	0.0052901	-0.0105246	0.0098532	-0.0126556	-0.0148026	0.0184664	0.0212223	-0.0017755	0.0297518	0.0003141	-0.0018444	-0.0023983	0.0128478	0.0054086	0.0115329	-0.0043616	-0.0003458	-0.0026524

Step 3 - Perform K-Means Clustering

kmeans_obj <- stock_data_matrix_tbl %>% 
    select(-symbol) %>% 
    kmeans(centers = 4, nstart = 20)

kmeans_obj %>% glance()

Step 4 - Identify optimal value for K

kmeans_mapper <- function(center = 3) {
    stock_data_matrix_tbl %>%
        select(-symbol) %>%
        kmeans(centers = center, nstart = 20)
}

k_means_mapped_tbl <- tibble(centers = 1:30) %>% 
    mutate(k_means = centers %>% map(kmeans_mapper)) %>%
    mutate(glance  = k_means %>% map(glance))

# Visualize Scree Plot

k_means_mapped_tbl %>% 
    unnest(glance) %>% 
    
    ggplot(aes(x = centers, y = tot.withinss)) +
    geom_point(color = "#2c3e50") +
    geom_line(color = "#2c3e50") +
    labs(title = "Scree Plot") +
    theme_tq()

# Scree Plot appears to become relatively linear between 5 and 10 centers for K.

Step 5 - Apply UMAP to stock_data_matrix_tbl first, then combine layout from umap_results with stock symbol from stock_data_matrix_tbl and visualize.

umap_results <- stock_data_matrix_tbl %>% 
    select(-symbol) %>% 
    umap()

umap_results_tbl <- umap_results$layout %>% 
    as_tibble() %>% 
    bind_cols(stock_data_matrix_tbl %>% select(symbol))

umap_results_tbl %>% 
    ggplot(aes(x = V1, y = V2)) +
    geom_point(alpha = 0.5) +
    theme_tq() +
    labs(title = "UMAP Projection")

Step 6 - Combine K-Means and UMAP

k_means_obj <- k_means_mapped_tbl %>% 
    filter(centers == 10) %>% 
    pull(k_means) %>% 
    pluck(1)

umap_kmeans_results_tbl <- k_means_obj %>%
    augment(stock_data_matrix_tbl) %>% 
    select(symbol, .cluster) %>% 
    left_join(umap_results_tbl, by = "symbol") %>% 
    left_join(sp_500_index_tbl %>% select(symbol, company, sector),
              by = "symbol")

umap_kmeans_results_tbl %>% 
    ggplot(aes(x = V1, y = V2, color = .cluster)) +
    geom_point(alpha = 0.5) +
    theme_tq() +
    scale_color_tq()

get_kmeans <- function(k = 3) {
    
    k_means_obj <- k_means_mapped_tbl %>%
        filter(centers == k) %>%
        pull(k_means) %>%
        pluck(1)
    
    umap_kmeans_results_tbl <- k_means_obj %>% 
        augment(stock_data_matrix_tbl) %>%
        select(symbol, .cluster) %>%
        left_join(umap_results_tbl, by = "symbol") %>%
        left_join(sp_500_index_tbl %>% select(symbol, company, sector),
                  by = "symbol")
    
    return(umap_kmeans_results_tbl)
}

plot_cluster <- function(k = 3) {
    
    g <- get_kmeans(k) %>%
        
        mutate(label_text = str_glue("Stock: {symbol}
                                     Company: {company}
                                     Sector: {sector}")) %>%
        
        ggplot(aes(x = V1, y = V2, color = .cluster, text = label_text)) +
        geom_point(alpha = 0.5) +
        theme_tq() +
        scale_color_tq()
        
        g %>%
        ggplotly(tooltip = "text")
    
}

Interactive Cluster Plot

plot_cluster(k = 10)