Risk (Individual Securities) In this mini-project you will select 3 stocks with varied volatility, calculate the...
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Risk (Individual Securities) In this mini-project you will select 3 stocks with varied volatility, calculate the basic measures of risk and produce a histogram of returns. 1. Using "tq_get" download the prices of 3 stocks with widely varied volatility (i.e some stocks vary a lot and some don't). Using tq_transmute and group_by calculate the returns ("ret" column) like we did in Lecture 6. Then, using the functions sd(), skewness(), and kurtosis() on the "ret" column calculate these measure for each stocks (you can do each stock individually, or by using "group_by" and "tq_performance" functions). 2. Using a ggplot function "geom_histogram", plot the histograms of all three stocks on a single plot (like the one shown in Lecture 7) growth of $1 invested 5 years ago 3. Finally, using the calculated values and the plot, comment on the distribution of your chosen stocks relative to the expected normal distribution. Lecture # 6 Graph 1- 2016 20- 10- 2018 Lecture # 7 Graph date 2020 symbol BND MyPort SPY symbol DIS JNJ KO Risk (Individual Securities) In this mini-project you will select 3 stocks with varied volatility, calculate the basic measures of risk and produce a histogram of returns. 1. Using "tq_get" download the prices of 3 stocks with widely varied volatility (i.e some stocks vary a lot and some don't). Using tq_transmute and group_by calculate the returns ("ret" column) like we did in Lecture 6. Then, using the functions sd(), skewness(), and kurtosis() on the "ret" column calculate these measure for each stocks (you can do each stock individually, or by using "group_by" and "tq_performance" functions). 2. Using a ggplot function "geom_histogram", plot the histograms of all three stocks on a single plot (like the one shown in Lecture 7) growth of $1 invested 5 years ago 3. Finally, using the calculated values and the plot, comment on the distribution of your chosen stocks relative to the expected normal distribution. Lecture # 6 Graph 1- 2016 20- 10- 2018 Lecture # 7 Graph date 2020 symbol BND MyPort SPY symbol DIS JNJ KO
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To complete this miniproject we need to select three stocks with varied volatility and calculate the basic measures of risk We will use the tidyquant ... View the full answer
Related Book For
Business Statistics In Practice
ISBN: 9780073401836
6th Edition
Authors: Bruce Bowerman, Richard O'Connell
Posted Date:
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