Fast Functions for Stock Market Analysis

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Documentation for package ‘stocks’ version 1.1.2

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stocks-package Fast Functions for Stock Market Analysis
balances Calculate Balances Based on Initial Balance and Vector of Ratios
balances.weighted Calculate Balances of a Weighted Portfolio of Various Funds
beta.trailing50 Beta for Last 50 Daily Gains
capm.daily Calculate Capital Assets Pricing Model (CAPM) Metrics Based on Daily Gains
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.rate Calculate Growth Rate From a Vector of Stock or Investment Gains
historical.performance Analyze Historical Performance of Individual Funds or a Portfolio of Funds
mdd Maximum Drawdown
monthly.gains Calculate Monthly Gains for One or More Tickers
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
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
sharpe.ratio Sharpe Ratio
sortino.ratio Sortino Ratio
stocks Fast Functions for Stock Market Analysis
ticker.dates Get Yahoo! Finance Start/End Dates for One or More Tickers
twofund.portfolio Analyze Historical Performance of Two-Fund Portfolio as a Function of Asset Allocation
vanguardetfs List of Vanguard ETFs and their inception dates, current as of March 20, 2015.
yearly.daily Convert X-year Gain to Average Daily Gain
yearly.gains Calculate Yearly Gains for One or More Tickers
zzz Daily Closing Prices for Imaginary Stock ZZZ Over 10 Years