Stock Market Analysis


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Documentation for package ‘stocks’ version 1.1.2

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stocks-package Stock Market Analysis
balances Calculate Balances Based on Initial Balance and Vector of Ratios
beta.trailing50 Beta for Last 50 Daily Gains
contango.hedged Implement a Hedged Contango-Based Volatility Trading Strategy
contango.simple Implement a Simple Contango-Based Volatility Trading Strategy
convert.rate Convert Gain from One Time Interval to Another
daily.yearly Convert Daily Gain to X-year Gain
diffs Lagged Differences (Alternate Implementation)
final.balance Calculate Final Balance Based on Initial Balance and Vector of Ratios
gains.graph Create Scatterplot of Investment Gains
gains.rate Calculate Growth Rate From a Vector of Investment Gains
growth.graph Graph Investment Growth
highyield_etfs High-Yield ETFs from ETFdb.com and Inception Dates as of Oct. 18, 2017
largest_etfs_10_18_17 Largest 100 Market Cap ETFs and Inception Dates as of Oct. 18, 2017
largest_etfs_4_9_17 Largest 100 Market Cap ETFs and Inception Dates as of April 9, 2017
list.override Add/Replace Elements of First List with Elements of Second List
load.gains Download and Align Investment Gains for a Set of Tickers
load.prices Download and Align Historical Prices for a Set of Tickers
mdd Maximum Drawdown
metrics Calculate a Variety of Performance Metrics
neg Return Negative Elements of a Numeric Vector
nonneg Return Non-Negative Elements of a Numeric Vector
nonpos Return Non-Positive Elements of a Numeric Vector
onemetric.graph Graph Performance Metric
onemetric.overtime.graph Graph Performance Metric Over Time
pchanges Lagged Proportion/Percent Changes
pdiffs Lagged Proportion/Percent Differences
pos Return Positive Elements of a Numeric Vector
prices.rate Calculate Growth Rate From a Vector of Stock Prices or Investment Balances
ratios Ratios of Subsequent Elements in a Numeric Vector
rrr Risk-Return Ratio
sector_spdr_etfs Sector SPDR ETFs and Inception Dates as of Oct. 18, 2017
sharpe.ratio Sharpe Ratio
sortino.ratio Sortino Ratio
stocks Stock Market Analysis
targetall.nfunds Implement a Fixed-Allocation Trading Strategy Using N Funds
targetbeta.twofunds Implement a Two-Fund Strategy that Targets a Particular Beta
threefunds.graph Graph One Performance Metric vs. Another for Three-Fund Portfolio(s) with Varying Allocations
ticker.dates Get Yahoo! Finance Start/End Dates for One or More Tickers
twofunds.graph Graph One Performance Metric vs. Another for Two-Fund Portfolio(s) with Varying Allocations
twometrics.graph Graph One Performance Metric vs. Another
vanguard_balanced_funds Vanguard Balanced Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_bond_etfs Vanguard Bond ETFs and Inception Dates as of Oct. 18, 2017
vanguard_bond_funds Vanguard Bond Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_etfs Vanguard ETFs and Inception Dates as of Oct. 18, 2017
vanguard_funds Vanguard Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_igrade_etfs Vanguard Investment-grade Bond ETFs and Inception Dates as of Oct. 18, 2017
vanguard_igrade_funds Vanguard Investment-grade Bond Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_international_etfs Vanguard International ETFs and Inception Dates as of Oct. 18, 2017
vanguard_international_funds List of Vanguard International Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_largecap_etfs Vanguard Large-cap Stock ETFs and Inception Dates as of Oct. 18, 2017
vanguard_largecap_funds Vanguard Large-cap Stock Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_midcap_etfs Vanguard Mid-cap Stock ETFs and Inception Dates as of Oct. 18, 2017
vanguard_midcap_funds Vanguard Mid-cap Stock Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_sector_etfs Vanguard Sector & Specialty ETFs and Inception Dates as of Oct. 18, 2017
vanguard_sector_funds Vanguard Sector Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_smallcap_etfs Vanguard Small-cap Stock ETFs and Inception Dates as of Oct. 18, 2017
vanguard_smallcap_funds Vanguard Small-cap Stock Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_stock_etfs Vanguard Stock ETFs and Inception Dates as of Oct. 18, 2017
vanguard_stock_funds Vanguard Stock Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_targetdate_funds Vanguard Target Date Mutual Funds as of Oct. 18, 2017
vanguard_targetrisk_funds Vanguard Target Risk Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_taxexempt_bond_funds Vanguard Tax-exempt Bond Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_traditional_funds Vanguard Traditional Mutual Funds and Inception Dates as of Oct. 18, 2017
vanguard_treasury_etfs Vanguard Treasury/Agency Bond ETFs as of Oct. 18, 2017
vanguard_treasury_funds Vanguard Treasury/Agency Bond Mutual Funds and Inception Dates as of Oct. 18, 2017
yearly.daily Convert X-year Gain to Average Daily Gain
zzz Daily Closing Prices for Imaginary Stock ZZZ Over 10 Years