Hi, I want to calculate compound yearly return for each company (gvkey) for each fiscal year (with year end is FY_date). The issue is that companies may have different year end. Monthlyreturn is m...
Hi everyone,
Can you please help me to calculate compoundingmonthlyreturns using daily returns? The first step, if the number of non-missing daily returns or daily return with a value e...
Currently I have multiple years' data for multiple firms of the monthly stock returns. Firm_ID year monthreturn 101 2002 1 0.05 ... 101 2014 12 0.03 102 2003 1 0...
CompanyA 1.3% 3.9% 1.7% 0.5% 0.1% 3% 4% 5% 1% 0.7% 6% 4.7% Months Jan Feb Mar Apr May June July Aug Sep Oct Nov Dec if invest 3000 per month, first monthlyreturn =3...
Hi All, I want to calculate Annual stock returns by compoundingmonthly stock returns for a twelve-month period ending four months after the end of the fiscal year of the firm. The information I h...
Hi, I have a large data of monthly stock price from 1985 Aug-1990 July. And I am required to calculate the 5 year compounded return for each stock. How do i go about it? An example would as below, f...
...ill really be grateful. Thanks in advance. Momentum Strategies Based on Raw Returns and Sorted by Size (1980-2004) This table reports the average monthlyreturns of momentum portfolios formed b...
...ate and datetime ranges
How to count the number of intervals (days, weeks, months, years) between events
Advanced methods for calculating duration, including examples that use health care d...
...dealership to float cash since it typically only has to pay a monthly interest amount as opposed to the full amount for the vehicle when it sells. Compounded, this practice can set a dealer back b...
