IT博客汇
  • 首页
  • 精华
  • 技术
  • 设计
  • 资讯
  • 扯淡
  • 权利声明
  • 登录 注册

    Amazon vs. MicroStrategy

    Selcuk Disci发表于 2025-01-15 09:00:00
    love 0
    [This article was first published on DataGeeek, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
    Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

    According to the simulation results, MicroStrategy has had a positive trend with less volatility for the last ten years compared to AMAZON, which has had a negative trend with high volatility.

    Source code:

    library(tidyverse)
    library(tidyquant)
    
    df_port <- 
      tq_get(c("AMZN","MSTR")) %>% 
      group_by(symbol) %>%
      tq_transmute(select     = adjusted, 
                   mutate_fun = periodReturn, 
                   period     = "yearly", 
                   type       = "arithmetic") %>% 
      mutate(date = floor_date(date, "year") %>% year(),
             symbol = case_when(
               symbol == "AMZN" ~ "AMAZON",
               symbol == "MSTR" ~ "MicroStrategy"
             )) %>% 
      group_by(symbol) %>% 
      slice_min(n = -1, order_by = date) %>% 
      ungroup() %>% 
      pivot_wider(names_from = symbol,
                  values_from = yearly.returns) 
    
    #Simulation
    library(rsample)
    
    set.seed(123)
    port_intervals <- 
      reg_intervals(date ~ AMAZON + MicroStrategy, 
                    data = df_port,
                    type = "percentile",
                    keep_reps = TRUE)
    
    
    
    #Bootstrap confidence intervals
    ##https://juliasilge.com/blog/superbowl-conf-int/
    port_intervals %>%
      mutate(
        term = str_remove(term, "TRUE"),
        term = fct_reorder(term, .estimate)
      ) %>%
      ggplot(aes(.estimate, term)) +
      geom_vline(xintercept = 0, size = 1.5, lty = 2, color = "gray80") +
      geom_errorbarh(aes(xmin = .lower, xmax = .upper),
                     size = 1.5, alpha = 0.5, color = "midnightblue"
      ) +
      geom_point(size = 3, color = "midnightblue") +
      labs(
        x = "",
        y = "",
        subtitle = "Trends in annual returns for Amazon and MicroStrategy\n(from 2015 to 2024)"
      ) +
      theme_minimal(base_family = "Roboto Slab", 
                    base_size = 15) +
      theme(
        text = element_text(face = "bold")
      )
    
    To leave a comment for the author, please follow the link and comment on their blog: DataGeeek.

    R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
    Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
    Continue reading: Amazon vs. MicroStrategy


沪ICP备19023445号-2号
友情链接