Financial data in R - Dividend and Splits - QuantMod
Financial data in R - Dividend and Splits - QuantMod
September 14, 2022
The QuantMod Package
What is QuantMod about?
While looking for financial historical data for our projects, we might be interested to gather historical dividends for some companies or if they ever executed some stock split.
QuantMod is a package available in R that will help is with this task.
You can find the source code at:
How to use the QuantMod package
How to install QuantMod in RStudio
You can install QuantMod in R with the following command:
# CRAN (stable)
install.packages("quantmod")
Using QuantMod in R
Query Historical Stock Splits:
You can use QuantMod to query historical stocks splits in R the following way:
Your_Ticker <- 'KO'
df_splits <- quantmod::getSplits(Your_Ticker)
Then, you will have the dates and split ratio of the stock.
Query Historical Stock Dividends:
Your_Ticker <- 'KO'
df_divs <- getDividends(Your_Ticker,
from = "2010-01-01",
to = Sys.Date()-30,
src = "yahoo",
auto.assign = TRUE,
auto.update = TRUE,
verbose = FALSE)
df_divs <- data.frame(date=index(df_divs), coredata(df_divs))
colnames(df_divs) <- c('date','div')
plot_ly(df_divs, type = 'bar')%>%
add_trace(x = ~date, y = ~div, showlegend = FALSE) %>%
layout(title = '<b>Historical Ticker Dividend<b>', xaxis = list(title = 'Date'),
yaxis = list(title = 'USD'), legend = list(title=list(text='<b> Date </b>')))
Project Example Using QuantMod
I found QuantMod really useful and have used it during the creation of this Shiny project: