Calculate returns on a daily basis in R -
need calculate returns each company’s share given year on daily basis.
date amzn goog wfm msft 4/1/2016 636.98999 741.840027 33.27 54.799999 5/1/2016 633.789978 742.580017 33.650002 55.049999 6/1/2016 632.650024 743.619995 33.43 54.049999 7/1/2016 607.940002 726.390015 32.5 52.169998 8/1/2016 607.049988 714.469971 31.98 52.330002
the data read csv file , stored in data frame mydf. calculate daily returns, need perform below calculation - (price of (5/1) - price of (4/1))/(price of (4/1))
how make recurring entries in data frame? obtain difference using diff(mydf$amzn)
try this:
cbind(mydf[-1,1],apply(mydf[,-1],2,function(x) diff(x)/head(x,-1)))
output:
date amzn goog wfm msft 1: 5/1/2016 -0.005023646 0.0009975062 0.011421761 0.004562044 2: 6/1/2016 -0.001798631 0.0014004928 -0.006537949 -0.018165305 3: 7/1/2016 -0.039057964 -0.0231704098 -0.027819324 -0.034782628 4: 8/1/2016 -0.001463983 -0.0164099778 -0.016000000 0.003066973
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