How normal are stock returns?

Consider the daily log returns of $($at least $20)$ or the $30$ stocks in the Dow Jones Industrial Average for the past $10$ years. Use quantmod to obtain these returns and compute sample skewness and kurtosis coefficients and the p$-$value of the Jarque$-$Bera test for normality $($use jarque.bera.test$()$ from package tseries$).$ What do you find?

How do your results change when instead considering weekly, monthly or quarterly returns? $($Hint: see $?$quantmod::periodReturn for conveniently obtaining these returns.$)$