lusaka-securities-exchange-analysis/code_luse.R at master · asimumba/lusaka-securities-exchange-analysis · GitHub

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###########################################################################################
# Lusaka Securities Exchange
# Analysis Report

#------------------------------------------------------------------------------------------
## loading the required packages
library(xts)
library(PerformanceAnalytics)
library(dygraphs)
#------------------------------------------------------------------------------------------

# loading the data

# The first two data sets are the ALSI excluding ZCCCM_IH
LASI_yearly <- read.csv("LUSE_yearly1.csv", header = TRUE) # End of the year price of the Lusaka Securities Exchange All Share  (LASI)

LASI_monthly <- read.csv("LUSE_monthly1.csv", header = TRUE)

# Excluding ZCCM_IH
LASI_yearly_zccm <- read.csv("LUSE_yearly2.csv", header = TRUE)

LASI_monthly_zccm <- read.csv("LUSE_monthly2.csv", header = TRUE)


# Data attributes
str(LASI_monthly)
# Since the Year and the ALSI have been entered as factors rather than as date and numeric classes respectively, we have to convert them to their appropriate class to be able to do the computations we desire.

# convert the data frame to an xts
LASI_monthly <- xts(x = LASI_monthly[,-1], order.by = as.Date(LASI_monthly[,1]))

LASI_monthly_zccm <- xts(x = LASI_monthly_zccm[,-1], order.by = as.Date(LASI_monthly_zccm[,1]))

LASI_yearly <- xts(x = LASI_yearly[,-1], order.by = as.Date(LASI_yearly[,1]))

LASI_yearly_zccm <- xts(x = LASI_yearly_zccm[,-1], order.by = as.Date(LASI_yearly_zccm[,1]))

str(LASI_monthly)

# quick plots to visualise the data

plot(LASI_monthly$Return, xlab=" Period", ylab="Return",main="The LuSE LASI Monthly Returns For the Period 2005-2014
     (excl. ZCCM-IH)",cex.main =1, font.main=2)

plot(LASI_monthly_zccm$Return,xlab=" Period", ylab="Return", main="The LuSE LASI Monthly Returns For the Period 2005-2014
     (incl. ZCCM-IH)",cex.main =1, font.main=2)
plot(LASI_yearly$Return,xlab=" Period", ylab="Return", main="The LuSE LASI yearly Returns For the Period 1997-2014
     (excl. ZCCM-IH)",cex.main =1, font.main=2)
plot(LASI_yearly_zccm$Return, xlab=" Period", ylab="Return", main="The LuSE LASI yearly Returns For the Period 1997-2014
     (incl. ZCCM-IH)",cex.main =1, font.main=2)

#Interactively we can visualise the data with the dygraphs package

dygraph(LASI_yearly$Return, main = "Yearly LASI Return") %>%
  dyAxis("y", label="Return")%>%
  dyAxis("x", label= "Year")