How to Make a stock returns data set using R?

user_3047732 0
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I have a dataset as below:

stockCode   date    Closeprice
A   2022-01-24  100
A   2022-01-25  101
A   2022-01-26  103
A   2022-01-27  104
A   2022-01-28  103
B   2022-01-24  200
B   2022-01-25  180
B   2022-01-26  177
B   2022-01-27  192
B   2022-01-28  202
C   2022-01-24  304
C   2022-01-25  333
C   2022-01-26  324
C   2022-01-27  360
C   2022-01-28  335

and then, I wish to add some return columns as below:

enter image description here

I tried to make a new column, and calculating the return, but always shows errors.

> data$newclose <- data$Closeprice[2:length(data$Closeprice)-2]
Error in `$<-.data.frame`(`*tmp*`, newclose, value = c(8900, 9090, 9200,  : 
  replacement has 126626 rows, data has 126628
stock return dataframe r
2 Answers

The assignment should have the same length on the lhs and rhs. Perhaps we need to get the lead

library(dplyr)
data1 <- data %>%
     mutate(newcolose = lead(Closeprice, n = 1))
user_37322710

I first create new columns with the values from 1 to 4 days using lead. Then, I calculate the percentage change for each day for each group.

library(tidyverse)

df %>% 
  group_by(stockCode) %>% 
  mutate(day1 = lead(Closeprice, n = 1),
         day2 = lead(Closeprice, n = 2),
         day3 = lead(Closeprice, n = 3),
         day4 = lead(Closeprice, n = 4)) %>% 
  mutate(across(starts_with("day"), ~((. - Closeprice)/Closeprice)*100))

Output

# A tibble: 15 × 5
# Groups:   stockCode [3]
   stockCode    day1   day2   day3  day4
   <chr>       <dbl>  <dbl>  <dbl> <dbl>
 1 A           1       3     4       3  
 2 A           1.98    2.97  1.98   NA  
 3 A           0.971   0    NA      NA  
 4 A          -0.962  NA    NA      NA  
 5 A          NA      NA    NA      NA  
 6 B         -10     -11.5  -4       1  
 7 B          -1.67    6.67 12.2    NA  
 8 B           8.47   14.1  NA      NA  
 9 B           5.21   NA    NA      NA  
10 B          NA      NA    NA      NA  
11 C           9.54    6.58 18.4    10.2
12 C          -2.70    8.11  0.601  NA  
13 C          11.1     3.40 NA      NA  
14 C          -6.94   NA    NA      NA  
15 C          NA      NA    NA      NA
user_152931910
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