Analyzing stock returns

Free tutorial on analyzing stock returns

In this free tutorial, we will teach you how to download data on stock prices, calculate stock returns, create time series plots, and analyze the distribution of stock returns using statistical tests and visualization techniques.

Tutorial highlights

  • Finding and downloading stock price data.
  • Basic visualization techniques for stock prices.
  • Basic statistical properties of stock prices.

Tutorial structure

Here are the lessons currently offered in this tutorial:

  1. Downloading stock price data.
  2. Plotting stock prices and returns.
  3. Creating a histogram of stock returns.
  4. Descriptive statistics for stock returns.
  5. Calculating the correlation between two stocks.

If you’ve never worked with stock price data before, we suggest you begin with the first lesson: downloading stock price data. If you’re familiar with downloading stock price data from online data providers (e.g., Yahoo! Finance) or databases such as Datastream, you can skip the first lesson and can go straight to plotting stock prices and returns.