risk.py

# -*- coding: utf-8 -*-
"""Risk.ipynb

Automatically generated by Colaboratory.

Original file is located at
    https://colab.research.google.com/drive/1mLFpTMFs_Qd_6pjmfEdDSKnZS5EB3k7B
"""

import pandas as pd
import yfinance as yf
import matplotlib.pyplot as plt
import seaborn
import numpy as np

stocks = ["GOOGL","AMZN","TSLA"]
stocks = yf.download(stocks, start ="2015-01-01",end = "2020-12-08")
data = stocks.loc[:,"Close"].copy()

data.plot(figsize = (17,8), fontsize = 18)
plt.style.use("seaborn")
plt.show()

data.head()

data.pct_change()

com = data.pct_change().dropna()
com.describe()

sum = com.describe().T.loc[:,["mean","std"]]
sum

sum["mean"]=sum["mean"]*252
sum["std"]=sum["std"]*np.sqrt(252)
sum

sum.plot.scatter(x = "std", y = "mean", figsize =(12,8), s = 50, fontsize =15)
for i in sum.index:
  plt.annotate(i,xy=(sum.loc[i,"std"]+0.002,sum.loc[i,"mean"]+0.002),size=15)