12_SimpleStockReturns.Rmd

---
title: "Simple Stock calculations in Returns"
output: html_notebook
---

```{r}
library(quantmod)
```

# Calculate simple returns
# Simple return: Rt = [ Pt - Pt-1 ]/ Pt-1
# Ri = (today - yesterday) / yesterday

```{r}
amd <- getSymbols("AMD", from = "2020-01-01", auto.assign = F)
```


```{r}
head(amd)
```

```{r}
tail(amd)
```
```{r}
# Calculation and displaying Arithmetic returns
AMD_DailyReturn<-dailyReturn(amd$AMD.Adjusted, subset=NULL, type="arithmetic", leading=TRUE)
head(AMD_DailyReturn)
```
```{r}
# Calculation and displaying log returns
AMD_LogReturn<-dailyReturn(amd$AMD.Adjusted, subset=NULL, type="log", leading=TRUE)
head(AMD_LogReturn)
```


```{r}
log(amd$AMD.Adjusted / lag(amd$AMD.Adjusted, -1))
```


```{r}
amd$AMD.Adjusted
```
```{r}
close <- amd$AMD.Adjusted
head(close)
```
```{r}
ret <- dailyReturn(close)
tail(ret)
`

```{r}
print("Log Returns")
log_ret <- diff(log(close))
tail(log_ret)
```

```{r}
log_ret <- (diff(close)/close[-1] *  100)
tail(log_ret)
```
```{r}
apply(close, 2, Delt)
```
```{r}
cbind(close[,1], apply(close, 2, Delt))
```


```{r}
head(close)
```
```{r}
close$change <- c(diff(close)/close[-1] *  100)
tail(close)
```

# Drop NA
```{r}
close <- na.omit(close)
head(close)
```
```{r}
library(TTR)
amd <- getSymbols("AMD", from = "2020-01-01", auto.assign = F)[,6]
ret = ROC(amd)
tail(ret)
```
```{r}
amd <- getSymbols("AMD", from = "2020-01-01", auto.assign = F)[,6]
amd_ret <- diff(log(amd))
tail(amd_ret)
```
```{r}
library(PerformanceAnalytics)
prices <- getSymbols("AMD", from = "2020-01-01", auto.assign = F)[,6]

price_ret = Return.calculate(prices, method = c("discrete", "log", "difference"))
tail(price_ret)
```
```{r}
price_ret = CalculateReturns(prices, method = c("discrete", "log"))
tail(price_ret)
```