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logreturn
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#Loads the company stock using ticker
getSymbols("AMZN",from="2008-08-01",to="2018-08-20")
getSymbols("FB",from="2008-08-01",to="2018-08-20")
getSymbols("TSLA",from="2008-08-01",to="2018-08-20")
getSymbols("AAPL",from="2008-08-01",to="2018-08-20")
getSymbols("GOOGL",from="2008-08-01",to="2018-08-20")
#Stock returns in log
AMZN_log_returns<-AMZN%>%Ad()%>%dailyReturn(type='log')
FB_log_returns<-FB%>%Ad()%>%dailyReturn(type='log')
TSLA_log_returns<-TSLA%>%Ad()%>%dailyReturn(type='log')
AAPL_log_returns<-AAPL%>%Ad()%>%dailyReturn(type='log')
GOOGL_log_returns<-GOOGL%>%Ad()%>%dailyReturn(type='log')
#Mean of log stock returns
AMZN_mean_log<-mean(AMZN_log_returns)
FB_mean_log<-mean(FB_log_returns)
TSLA_mean_log<-mean(TSLA_log_returns)
AAPL_mean_log<-mean(AAPL_log_returns)
GOOGL_mean_log<-mean(GOOGL_log_returns)
#round it to 4 decimal places
mean_log<-c(AMZN_mean_log,FB_mean_log,TSLA_mean_log,AAPL_mean_log,GOOGL_mean_log)
mean_log<-round(mean_log,4)
#standard deviation of log stock returns
AMZN_sd_log<-sd(AMZN_log_returns)
FB_sd_log<-sd(FB_log_returns)
TSLA_sd_log<-sd(TSLA_log_returns)
AAPL_sd_log<-sd(AAPL_log_returns)
GOOGL_sd_Log<-sd(GOOGL_log_returns)
#round it to 4 decimal places
sd_log<-c(AMZN_sd_log,FB_sd_log,TSLA_sd_log,AAPL_sd_log,GOOGL_sd_Log)
sd_log<-round(sd_log,4)
#create data frame
graphic1<-data.frame(rbind(c("AMZN",AMZN_mean_log,AMZN_sd_log),c("FB",FB_mean_log,FB_sd_log),c("TSLA",TSLA_mean_log,TSLA_sd_log),c("AAPL",AAPL_mean_log,AAPL_sd_log),c("GOOGL",GOOGL_mean_log,GOOGL_sd_Log)),stringsAsFactors = FALSE)
graphic1<-data.frame(mean_log,sd_log)
rownames(graphic1)<-c("AMZN","FB","TSLA","AAPL","GOOGL")
colnames(graphic1)<-c("Mean_Log_Return", "Sd_Log_Return")
Data frame contains the 4 companies with each company's average log return and standard deviation.