prob_tsla_target.R

library(tidyverse)

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library(quantmod)

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## Version 0.4-0 included new data defaults. See ?getSymbols.

getSymbols("TSLA")

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## [1] "TSLA"

tsla.d.ret = dailyReturn(TSLA)
(mu_d_ret = mean(tsla.d.ret))

## [1] 0.002611926

(sd_d_ret = sd(tsla.d.ret))

## [1] 0.03583695

trading_days = bizdays::bizdays(as.Date("2020-12-02"), as.Date("2020-12-31"))

target = 1.171
loops = 100000

mat_d_rets = matrix(rnorm(trading_days * loops, mean = mu_d_ret, sd = sd_d_ret), ncol = trading_days)

mat_d_index = matrix(0, loops, trading_days)
mat_d_index[,1] = 1

for(idx_row in 1:loops){
  for(idx_col in 2:trading_days){
    mat_d_index[idx_row, idx_col] = mat_d_index[idx_row, (idx_col-1)] * (1 + mat_d_rets[idx_row, idx_col])
  }
}

check_target = apply(mat_d_index, 1, function(x){any(x > target)}) 
mean(check_target) %>% scales::percent(accuracy = 0.2)

## [1] "44.8%"