469,927 Members | 1,978 Online
Bytes | Developer Community
New Post

Home Posts Topics Members FAQ

Post your question to a community of 469,927 developers. It's quick & easy.

Cumulative Monthly Returns

OBJECTIVE
I'd like to be able to query the cumulative monthly returns of a given
stock based on the daily returns. I need to do this for 1000
securities over 5 years (60 months)

TABLES
Returns ~ with the following fields:
1. ID
2. Ticker
3. From (prior date end)
4. To (current date end)
5. Return

Trade Days ~ with the following fields:
1. ID
2. From (prior date end)
3. To (current date end)
4. Month (number for month)
5. Year (number for year)

PROBLEM
I need to calculate the returns on a monthly basis. Therefore I need
the following calculation(s):
1. first day of the = returns for that day
2. second day = (1+prior day)*(1+current day return)-1
3. get end of month value

I'm a VB rookie, and have not been able to recreate basic excel
calculations for the life of me.

Thanks so much for your help!

Nov 13 '05 #1
0 1493

This discussion thread is closed

Replies have been disabled for this discussion.

Similar topics

4 posts views Thread by Matt Larkin | last post: by
1 post views Thread by Victor | last post: by
reply views Thread by James Hallam | last post: by
By using this site, you agree to our Privacy Policy and Terms of Use.