[R] Return

arun smartpink111 at yahoo.com
Thu Jul 5 08:48:20 CEST 2012



Hi,
I guess this is what you are looking for:

 dat1 <- read.table(text="
 Date              Stock1  Stock2  Stock3    Market
 01/01/2000        1          2          3            4
 01/02/2000        5          6          7            8
 01/03/2000        1          2          3            4
 01/04/2000        5          6          7            8
 ", header=TRUE, stringsAsFactors=FALSE)

dat2<-data.frame(Date=as.Date(dat1[,1],format="%m/%d/%Y"),dat1[,2:4])
library(zoo)
Stocks<-as.matrix(dat1[,2:4])
Stockreturn<-zoo(Stocks)
Stockreturn<-diff(log(Stockreturn))
Stockreturn<-data.frame(Stockreturn)

Stockreturn1<-Stockreturn
 Stockreturn1[1,]<-NA
colnames(Stockreturn1[1,])<-colnames(Stockreturn)



dat3<-data.frame(Date=dat2[,1], rbind(Stockreturn1[1,],Stockreturn))
row.names(dat3)<-1:nrow(dat3)
 dat3
        Date    Stock1    Stock2     Stock3
1 2000-01-01        NA        NA         NA
2 2000-01-02  1.609438  1.098612  0.8472979
3 2000-01-03 -1.609438 -1.098612 -0.8472979
4 2000-01-04  1.609438  1.098612  0.8472979



A.K.




----- Original Message -----
From: Akhil dua <akhil.dua.12 at gmail.com>
To: r-help at r-project.org
Cc: 
Sent: Thursday, July 5, 2012 12:58 AM
Subject: [R] Return

Hello Every one
I have data on Stock prices and I want to calculate the return on all the
stocks
and then replace all the stock prices with the returns

can any one tell me how to do

My data is in the format given below

Date              Stock1  Stock2  Stock3
01/01/2000        1          2          3
01/02/2000        5          6          7
01/03/2000        1          2          3
01/04/2000        5          6          7


Thanks

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