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Descriptive Statistics

Mean

• Default R script: mean()

Median

• Default R script: median()

Mode

Rarely used in Finance, but can be referred as the 'height' of distribution, representing the most frequent observation value.

• Default R script: mode()

Skewness

Comparing to previous statistical measures, skewness can be applied to only one set at the time. However, this functional limitation is possible to overcome without any libraries using apply(). Otherwise, try timeSeries library with colSkewness().

• Default R script: apply(x,2, function(col) skewness(col))

Kurtosis

Same story as with Skewness.

• Default R script: apply(x,2, function(col) kurtosis(col))

Correlation

R code: cor()

Regression

R code: summary(lm(formula = ~)

Beta

• R script: https://github.com/vladislavpyatnitskiy/stockanalytics/blob/main/Beta%20calculation.R

Normality test

Jacque-Bera test

• R script: jarqueberaTest or jbTest

Shapiro test

• R script: shapiroTest

Kolmogorov-Smirnov test

• R script: ksnormTest

Stock Performance Assessment