Week 5: Code along 4

CHAPTER 2 Returns: ASSET PRICES TO RETURNS

# Load packages
# Core
library(tidyverse)

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library(tidyquant)

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Goal

Take raw prices of five individual stocks and transform them into monthly returns five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG”

1 Import stock prices

# Choose stocks
symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG")
PRICES <- tq_get(x = symbols, 
                 get = "stock.prices", 
                 from = "2012-01-01", 
                 to   = "2017-01-01" )

2 Convert prices to returns

PRICES %>%
    
    group_by(symbol) %>% 
    tq_transmute(select     = adjusted, 
                 mutate_fun = periodReturn,
                 period     = "quarterly",
                 type       = "log") %>%
    ungroup() %>%
    
    set_names(c("assest", "date", "returns"))

## # A tibble: 100 × 3
##    assest date        returns
##    <chr>  <date>        <dbl>
##  1 SPY    2012-03-30  0.104  
##  2 SPY    2012-06-29 -0.0289 
##  3 SPY    2012-09-28  0.0615 
##  4 SPY    2012-12-31 -0.00383
##  5 SPY    2013-03-28  0.0999 
##  6 SPY    2013-06-28  0.0289 
##  7 SPY    2013-09-30  0.0511 
##  8 SPY    2013-12-31  0.100  
##  9 SPY    2014-03-31  0.0169 
## 10 SPY    2014-06-30  0.0503 
## # … with 90 more rows

3 Make plot