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Calculate portfolio return

  1. #1
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    Calculate portfolio return

    Hi.
    I have a excel spread sheet with daily returns from different stocks. The returns is calculated from a specific trading strategy. (Stocks left in excel sheets)

    Do anyone know how I should calculate weekly or monthly portfolio return? Equally weighted or value weighted? If I do equally weighted, I need to rebalance every month and I think that will mess up my trading strategy? Do anyone have some articles, examples or experience with this issue? Please feel free to share! :D

    Please show how it's done mathematically. See excel sheet with bold text in bottom (CALCULATING RETURN)

    Thank you very much!
    Attached Files Attached Files

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    Re: Calculate portfolio return

    Your post does not comply with Rule 1 of our Forum RULES. Your post title should accurately and concisely describe your problem, not your anticipated solution.

    Use terms appropriate to a Google search. Poor thread titles, like Please Help, Urgent, Need Help, Formula Problem, Code Problem, and Need Advice will be addressed according to the OP's experience in the forum: If you have less than 10 posts, expect (and respond to) a request to change your thread title. If you have 10 or more posts, expect your post to be locked, so you can start a new thread with an appropriate title.

    To change a Title go to your first post, click EDIT then Go Advanced and change your title, if 2 days have passed ask a moderator to do it for you.

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    Ben Van Johnson

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