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One of the main issues of being investor is how to track your securities.
Some investors use apps from their brokers, others prefer third party sites.
The truth is all of them are terrible. They do not give sufficient info about portfolio, but just weights and basic graph. The ones that bring some insights to your portoflio either cost a lot or technically complicated and visually disgusting.
I think the reason is people who develop these kinds of systems are the ones who do not use them in a regular manner and the ones who actually use them experience lack of time or programming abilities to track their portfolio and positions on their own.
However, I personally think that there should not be the trade off between convenience and capabilities. The process of portfolio analysis should be straightforward where investors are provided with the necessary information for making decisions.
Having worked in trading and systems analytics, I came to idea to create if not an app but script to facilitate portfolio tracking. Current R and Python packages are not sufficient enough to obtain info and analysis, but they are powerful enough to build the right package for investing purposes.
Week by week, this repository will be filled with more advanced script.
Today my R script enables to get the following info about portfolio:
• Weights according to assets, their industries and sectors using pie plot; Barplot script enables to see securities dynamics and check Mean and Median of weights
• Comparative plots to assess portfolio dynamics with becncmarks and securities between each other (Scatter Plot, Heatmap, Treemap, Boxplot)
• Non Visualisation Capabilities include calculation of Alpha & Beta of Portfolio, its value across multiple currencies, MVaR and Portfolio Risk.
My first goal is to write powerful scripts that enable to check most necessary info for investor.
Currently under development: stock fundamentals, more advanced plots, making script suitable for using via Git
In case you are interested in tracking of portfolio consisting of Russian stocks, you may be interested in the rus-stock-data-analysis repositoty.
You may clone my repository via command line:
git clone https://github.com/vladislavpyatnitskiy/Portfolio_Analysis.git
• quantmod
• timeSeries
• ggplot2
• ggrepel
• rvest
Call:
lm(formula = M$RPRF ~ M$MRKT + M$SMB + M$HML)
Residuals:
Min 1Q Median 3Q Max
-0.020934 -0.004838 -0.000629 0.003277 0.051802
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.0154586 0.0004465 -34.625 < 2e-16 ***
M$MRKT 0.0108014 0.0004298 25.132 < 2e-16 ***
M$SMB 0.0048543 0.0007821 6.207 1.84e-09 ***
M$HML 0.0040361 0.0005629 7.170 6.12e-12 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.007676 on 293 degrees of freedom
Multiple R-squared: 0.7509, Adjusted R-squared: 0.7483
F-statistic: 294.4 on 3 and 293 DF, p-value: < 2.2e-16
Call:
lm(formula = M$RPRF ~ M$MRKT + M$SMB + M$HML + M$RMW + M$CMA)
Residuals:
Min 1Q Median 3Q Max
-0.020972 -0.004851 -0.000796 0.003456 0.051699
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.0155165 0.0004439 -34.956 < 2e-16 ***
M$MRKT 0.0102556 0.0004884 20.996 < 2e-16 ***
M$SMB 0.0051883 0.0009149 5.671 3.42e-08 ***
M$HML 0.0038052 0.0008431 4.513 9.27e-06 ***
M$RMW 0.0013533 0.0009940 1.361 0.1744
M$CMA -0.0029369 0.0013197 -2.225 0.0268 *
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.007616 on 291 degrees of freedom
Multiple R-squared: 0.7565, Adjusted R-squared: 0.7523
F-statistic: 180.8 on 5 and 291 DF, p-value: < 2.2e-16
| 2022 | 2023 | Median | Mean | |
|---|---|---|---|---|
| January | NA | 12.9 | 12.9 | 12.9 |
| February | NA | -2.81 | -2.81 | -2.81 |
| March | NA | -2.58 | -2.58 | -2.58 |
| April | NA | -1.13 | -1.13 | -1.13 |
| May | NA | -3.94 | -3.94 | -3.94 |
| June | NA | 4.9 | 4.9 | 4.9 |
| July | 8.23 | 4.85 | 6.54 | 6.54 |
| August | -1.21 | -5.96 | -3.58 | -3.58 |
| September | -10.55 | -1.74 | -6.14 | -6.14 |
| October | 9.35 | NA | 9.35 | 9.35 |
| November | 5.82 | NA | 5.82 | 5.82 |
| December | -9.3 | NA | -9.3 | -9.3 |
| Sum | 2.34 | 4.49 | ||
| Median | 2.31 | -1.74 | ||
| Mean | 0.39 | 0.5 |
[1] "Consider to sell one of these Assets: JEF"
[2] "Check these Assets: BFH, STLA, TPH, C, PVH, COF, ALLY"
[3] "OK to keep Assets: HPE, MU, VOYA, F, HPQ"
[4] "Good Assets: WBA, AMZN, GOOGL, VSTO, WERN, AIG"
[5] "Great Assets: SWBI, ZIM, T, TSN, UNM, PARA, NRG, FL"
[6] "Best Assets: VIR, FLGT, VIRT, ARCH, VALE"
Note: Plot and Script Output have been generated in different time periods
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| Ticker | Start Date | End Date | Number |
|---|---|---|---|
| UNM | 2022-07-19 | 2024-07-19 | 1 |
| SWBI | 2022-07-19 | 2024-07-19 | 2 |
| SWBI | 2022-09-30 | 2024-07-19 | 1 |
| VSTO | 2022-07-19 | 2024-07-19 | 2 |
| T | 2022-07-19 | 2024-07-19 | 2 |
| T | 2022-07-21 | 2024-07-19 | 1 |
| WBA | 2022-07-19 | 2024-07-19 | 1 |
| AMZN | 2022-07-19 | 2024-07-19 | 1 |
| JEF | 2022-07-19 | 2024-07-19 | 2 |
| HPQ | 2022-07-19 | 2024-07-19 | 2 |
| TPH | 2022-07-21 | 2024-07-19 | 3 |
| F | 2022-07-21 | 2024-07-19 | 4 |
| C | 2022-07-21 | 2024-07-19 | 1 |
| TSN | 2022-07-21 | 2024-07-19 | 1 |
| WERN | 2022-07-21 | 2024-07-19 | 2 |
| GOOGL | 2022-07-26 | 2024-07-19 | 1 |
| MU | 2022-07-26 | 2024-07-19 | 1 |
| AIG | 2022-07-26 | 2024-07-19 | 1 |
| NRG | 2022-07-26 | 2024-07-19 | 1 |
| ARCH | 2022-07-27 | 2024-07-19 | 1 |
| ALLY | 2022-07-28 | 2024-07-19 | 1 |
| FL | 2022-07-29 | 2024-07-19 | 2 |
| VALE | 2022-07-29 | 2024-07-19 | 4 |
| STLA | 2022-07-29 | 2024-07-19 | 4 |
| HPE | 2022-07-29 | 2024-07-19 | 4 |
| BFH | 2022-07-29 | 2024-07-19 | 1 |
| PARA | 2022-07-29 | 2024-07-19 | 2 |
| COF | 2022-08-01 | 2024-07-19 | 1 |
| VOYA | 2022-08-01 | 2024-07-19 | 1 |
| VIR | 2022-08-15 | 2024-07-19 | 1 |
| VIR | 2022-09-30 | 2024-07-19 | 1 |
| ZIM | 2022-08-15 | 2024-07-19 | 1 |
| ZIM | 2022-08-26 | 2024-07-19 | 1 |
| ZIM | 2022-09-30 | 2024-07-19 | 1 |
| PVH | 2022-09-30 | 2024-07-19 | 1 |
| VIRT | 2022-09-30 | 2024-07-19 | 1 |
| FLGT | 2022-09-30 | 2024-07-19 | 1 |
Script:
p.df.dividends.cash.flow(df_portfolio_dividend, full = F, tax = 0.1)
Output:
Date Ticker Dividend Number Total After Tax Cumulative Total
1 2022-07-28 UNM 0.330000 1 0.330000 0.2970000 0.297000
2 2022-07-29 C 0.510000 1 0.510000 0.4590000 0.756000
3 2022-07-29 NRG 0.350000 1 0.350000 0.3150000 1.071000
4 2022-07-29 ALLY 0.300000 1 0.300000 0.2700000 1.341000
5 2022-08-05 COF 0.600000 1 0.600000 0.5400000 1.881000
6 2022-08-10 F 0.150000 4 0.600000 0.5400000 2.421000
7 2022-08-11 BFH 0.210000 1 0.210000 0.1890000 2.610000
8 2022-08-12 JEF 0.286807 2 0.573614 0.5162526 3.126253
9 2022-08-12 VALE 0.687000 4 2.748000 2.4732000 5.599453
10 2022-08-18 WBA 0.480000 1 0.480000 0.4320000 6.031453
11 2022-08-25 VOYA 0.200000 1 0.200000 0.1800000 6.211453
12 2022-08-26 ZIM 4.750000 2 9.500000 8.5500000 14.761453
13 2022-08-30 ARCH 6.000000 1 6.000000 5.4000000 20.161453
14 2022-08-31 TSN 0.460000 1 0.460000 0.4140000 20.575453
15 2022-09-09 HPE 0.120000 4 0.480000 0.4320000 21.007453
16 2022-09-13 HPQ 0.250000 2 0.500000 0.4500000 21.457453
17 2022-09-14 PARA 0.240000 2 0.480000 0.4320000 21.889453
18 2022-09-15 AIG 0.320000 1 0.320000 0.2880000 22.177453
19 2022-09-21 SWBI 0.100000 2 0.200000 0.1800000 22.357453
20 2022-09-30 WERN 0.130000 2 0.260000 0.2340000 22.591453
21 2022-10-06 T 0.278000 3 0.834000 0.7506000 23.342053
22 2022-10-07 MU 0.115000 1 0.115000 0.1035000 23.445553
23 2022-10-13 FL 0.400000 2 0.800000 0.7200000 24.165553
24 2022-10-27 UNM 0.330000 1 0.330000 0.2970000 24.462553
25 2022-10-31 NRG 0.350000 1 0.350000 0.3150000 24.777553
26 2022-10-31 ALLY 0.300000 1 0.300000 0.2700000 25.047553
27 2022-11-04 C 0.510000 1 0.510000 0.4590000 25.506553
28 2022-11-10 JEF 0.286807 2 0.573614 0.5162526 26.022805
29 2022-11-10 BFH 0.210000 1 0.210000 0.1890000 26.211805
30 2022-11-10 COF 0.600000 1 0.600000 0.5400000 26.751805
31 2022-11-14 WBA 0.480000 1 0.480000 0.4320000 27.183805
32 2022-11-14 F 0.150000 4 0.600000 0.5400000 27.723805
33 2022-11-25 VOYA 0.200000 1 0.200000 0.1800000 27.903805
34 2022-11-28 ZIM 2.950000 3 8.850000 7.9650000 35.868805
35 2022-11-29 ARCH 10.750000 1 10.750000 9.6750000 45.543805
36 2022-11-29 PVH 0.038000 1 0.038000 0.0342000 45.578005
37 2022-11-30 TSN 0.480000 1 0.480000 0.4320000 46.010005
38 2022-11-30 VIRT 0.240000 1 0.240000 0.2160000 46.226005
39 2022-12-13 HPQ 0.263000 2 0.526000 0.4734000 46.699405
40 2022-12-13 VALE 0.056000 4 0.224000 0.2016000 46.901005
41 2022-12-13 HPE 0.120000 4 0.480000 0.4320000 47.333005
42 2022-12-14 AIG 0.320000 1 0.320000 0.2880000 47.621005
43 2022-12-14 PARA 0.240000 2 0.480000 0.4320000 48.053005
44 2022-12-19 SWBI 0.100000 3 0.300000 0.2700000 48.323005
45 2022-12-30 WERN 0.130000 2 0.260000 0.2340000 48.557005
46 2022-12-30 MU 0.115000 1 0.115000 0.1035000 48.660505
47 2023-01-09 T 0.278000 3 0.834000 0.7506000 49.411105
48 2023-01-12 FL 0.400000 2 0.800000 0.7200000 50.131105
49 2023-01-26 UNM 0.330000 1 0.330000 0.2970000 50.428105
50 2023-01-31 NRG 0.378000 1 0.378000 0.3402000 50.768305
51 2023-01-31 ALLY 0.300000 1 0.300000 0.2700000 51.038305
52 2023-02-03 C 0.510000 1 0.510000 0.4590000 51.497305
53 2023-02-03 COF 0.600000 1 0.600000 0.5400000 52.037305
54 2023-02-09 BFH 0.210000 1 0.210000 0.1890000 52.226305
55 2023-02-10 JEF 0.300000 2 0.600000 0.5400000 52.766305
56 2023-02-10 F 0.800000 4 3.200000 2.8800000 55.646305
57 2023-02-15 WBA 0.480000 1 0.480000 0.4320000 56.078305
58 2023-02-23 VOYA 0.200000 1 0.200000 0.1800000 56.258305
59 2023-02-27 ARCH 3.110000 1 3.110000 2.7990000 59.057305
60 2023-02-28 TSN 0.480000 1 0.480000 0.4320000 59.489305
61 2023-02-28 VIRT 0.240000 1 0.240000 0.2160000 59.705305
62 2023-03-07 HPQ 0.263000 2 0.526000 0.4734000 60.178705
63 2023-03-07 PVH 0.038000 1 0.038000 0.0342000 60.212905
64 2023-03-14 VALE 0.354000 4 1.416000 1.2744000 61.487305
65 2023-03-15 SWBI 0.100000 3 0.300000 0.2700000 61.757305
66 2023-03-16 AIG 0.320000 1 0.320000 0.2880000 62.045305
67 2023-03-16 HPE 0.120000 4 0.480000 0.4320000 62.477305
68 2023-03-17 PARA 0.240000 2 0.480000 0.4320000 62.909305
69 2023-04-04 ZIM 6.400000 3 19.200000 17.2800000 80.189305
70 2023-04-06 T 0.278000 3 0.834000 0.7506000 80.939905
71 2023-04-06 MU 0.115000 1 0.115000 0.1035000 81.043405
72 2023-04-13 FL 0.400000 2 0.800000 0.7200000 81.763405
73 2023-04-14 WERN 0.130000 2 0.260000 0.2340000 81.997405
74 2023-04-24 STLA 1.473000 4 5.892000 5.3028000 87.300205
75 2023-04-25 F 0.150000 4 0.600000 0.5400000 87.840205
76 2023-04-27 UNM 0.330000 1 0.330000 0.2970000 88.137205
77 2023-04-28 C 0.510000 1 0.510000 0.4590000 88.596205
78 2023-04-28 NRG 0.378000 1 0.378000 0.3402000 88.936405
79 2023-04-28 ALLY 0.300000 1 0.300000 0.2700000 89.206405
80 2023-05-11 BFH 0.210000 1 0.210000 0.1890000 89.395405
81 2023-05-12 JEF 0.300000 2 0.600000 0.5400000 89.935405
82 2023-05-12 COF 0.600000 1 0.600000 0.5400000 90.475405
83 2023-05-18 WBA 0.480000 1 0.480000 0.4320000 90.907405
84 2023-05-25 VOYA 0.200000 1 0.200000 0.1800000 91.087405
85 2023-05-30 ARCH 2.450000 1 2.450000 2.2050000 93.292405
86 2023-05-31 TSN 0.480000 1 0.480000 0.4320000 93.724405
87 2023-05-31 VIRT 0.240000 1 0.240000 0.2160000 93.940405
88 2023-06-06 PVH 0.038000 1 0.038000 0.0342000 93.974605
89 2023-06-13 HPQ 0.263000 2 0.526000 0.4734000 94.448005
90 2023-06-14 HPE 0.120000 4 0.480000 0.4320000 94.880005
91 2023-06-14 PARA 0.050000 2 0.100000 0.0900000 94.970005
92 2023-06-15 AIG 0.360000 1 0.360000 0.3240000 95.294005
93 2023-06-30 WERN 0.140000 2 0.280000 0.2520000 95.546005
94 2023-07-07 T 0.278000 3 0.834000 0.7506000 96.296605
95 2023-07-07 MU 0.115000 1 0.115000 0.1035000 96.400105
96 2023-07-12 SWBI 0.120000 3 0.360000 0.3240000 96.724105
97 2023-07-13 FL 0.400000 2 0.800000 0.7200000 97.444105
98 2023-07-24 F 0.150000 4 0.600000 0.5400000 97.984105
99 2023-07-27 UNM 0.365000 1 0.365000 0.3285000 98.312605
100 2023-07-31 NRG 0.378000 1 0.378000 0.3402000 98.652805
101 2023-07-31 ALLY 0.300000 1 0.300000 0.2700000 98.922805
102 2023-08-04 C 0.530000 1 0.530000 0.4770000 99.399805
103 2023-08-04 COF 0.600000 1 0.600000 0.5400000 99.939805
104 2023-08-10 BFH 0.210000 1 0.210000 0.1890000 100.128805
105 2023-08-11 JEF 0.300000 2 0.600000 0.5400000 100.668805
106 2023-08-14 VALE 0.406000 4 1.624000 1.4616000 102.130405
107 2023-08-18 WBA 0.480000 1 0.480000 0.4320000 102.562405
108 2023-08-25 VOYA 0.400000 1 0.400000 0.3600000 102.922405
109 2023-08-30 ARCH 3.970000 1 3.970000 3.5730000 106.495405
110 2023-08-31 TSN 0.480000 1 0.480000 0.4320000 106.927405
111 2023-08-31 VIRT 0.240000 1 0.240000 0.2160000 107.143405
112 2023-09-05 PVH 0.038000 1 0.038000 0.0342000 107.177605
113 2023-09-12 HPQ 0.263000 2 0.526000 0.4734000 107.651005
114 2023-09-13 HPE 0.120000 4 0.480000 0.4320000 108.083005
115 2023-09-14 AIG 0.360000 1 0.360000 0.3240000 108.407005
116 2023-09-14 PARA 0.050000 2 0.100000 0.0900000 108.497005
117 2023-09-20 SWBI 0.120000 3 0.360000 0.3240000 108.821005