prices_rate: Calculate Growth Rate From a Vector of Prices

In vandomed/stocks: Stock Market Analysis

Description

The formula is simply: prices[length(prices)] / prices[1] - 1. If units.rate is specified, then it converts to x-unit growth rate.

Usage

prices_rate(prices, units.rate = NULL)

Arguments

prices	Numeric vector of prices or data frame with one column for each investment.
units.rate	Numeric value specifying the number of units for growth rate calculation, if you want something other than total growth. For annualized growth rate, set to 252 if prices has daily prices, 12 if prices has monthly prices, etc.

Value

Numeric value or vector.

Examples

## Not run: 
# Load historical prices for SPY and TLT and then calculate growth rate
prices <- load_prices(tickers = c("SPY", "TLT"), mutual.start = TRUE)
prices_rate(prices)
# Plot mean vs. SD for UPRO/VBLTX/VWEHX
plot_metrics_3funds(mean ~ sd, tickers = c("UPRO", "VBLTX", "VWEHX"))

# Plot CAGR vs. MDD for FB/AAPL/NFLX and SPY/TLT/JNK
plot_metrics_3funds(cagr ~ mdd, tickers = c("FB", "AAPL", "NFLX", "SPY", "TLT", "JNK"))

# Plot Sharpe ratio vs. allocation for the same sets
plot_metrics_3funds(sharpe ~ allocation, tickers = c("FB", "AAPL", "NFLX", "SPY", "TLT", "JNK"))

## End(Not run)

# Create vector of daily closing prices for a hypothetical stock
prices <- c(100.4, 98.7, 101.3, 101.0, 100.9)

# Overall growth is 0.50%
prices_rate(prices)

# Average daily growth is 0.12%
prices_rate(prices, 1)

# Corresponds to 36.7% annualized growth
prices_rate(prices, 252)

vandomed/stocks documentation built on July 22, 2020, 3:25 a.m.