Question: Modify this code that I can replace to compare to others companies but, no the portfolio. The code will provide to compare correlation between companies.
Table_cor <- Monthly_Ret_Join %>%
group_by(symbol) %>%
summarise(Num_of_Months=n(),
mRet_Mean=mean(mRet, na.rm= TRUE),
mRet_SD=sd(mRet, na.rm= TRUE),
Rb_SD=sd(Rb, na.rm= TRUE),
Cov_mRet_Rb=cov(x=mRet,y=Rb, use="pairwise.complete.obs"),
Cor_mRet_Rb=cor(x=mRet,y=Rb, use="pairwise.complete.obs"),
Cor_mRet_Rb2=Cov_mRet_Rb/(mRet_SD*Rb_SD))
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