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Excel 2007 : how to calculate daily return to monthly return

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    how to calculate daily return to monthly return

    I'm doing stock market return analysis, I have daily return data from Global financial data website. please help me on how to calculate monthly return. thank you so much

    11/02/2009 0.009282884
    11/03/2009 -0.014798372
    11/04/2009 0.019949162
    11/05/2009 0.008045049
    11/06/2009 -0.00204121
    11/09/2009 0.019581353
    11/10/2009 -0.003404769
    11/11/2009 0.009231566
    11/12/2009 -0.001626447
    11/13/2009 0.002208123
    11/16/2009 0.013195577
    11/17/2009 -0.007944259
    11/18/2009 -0.001380169
    11/19/2009 -0.019815696
    11/20/2009 -0.012904153
    11/23/2009 0.021237329
    11/24/2009 -0.009774965
    11/25/2009 0.000422558
    11/26/2009 -0.034065228
    11/27/2009 0.012340417
    11/30/2009 -0.011412341
    12/01/2009 0.026111178
    12/02/2009 0.001243293
    12/03/2009 0.001519818
    12/04/2009 0.010597264
    12/07/2009 -0.004311544
    12/08/2009 -0.015554287
    12/09/2009 -0.007395742
    12/10/2009 0.005335194
    12/11/2009 0.002208201
    12/14/2009 0.009948576
    12/15/2009 -0.000830589
    12/16/2009 0.010964916
    12/17/2009 -0.007923578
    12/18/2009 -0.009372816
    12/21/2009 0.010894407
    12/22/2009 0.009617938
    12/23/2009 0.00503862
    12/28/2009 0.008172814
    12/29/2009 0.00299621
    12/30/2009 -0.003785131
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    Last edited by wuruonan; 05-27-2010 at 08:24 PM.

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    Re: how to calculate daily return to monthly return

    A possibility would be using a Pivot Table and Group by months

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    Re: how to calculate daily return to monthly return

    I've seen other people have similar problem, but when I apply the function to the excel
    not really working, please tell me a bit more in details, thank you so so so much....

    examle from other people:
    =SUMPRODUCT(--(MONTH(A1:A16)=1),--(YEAR(A1:A16)=2009),B1:B16)

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    Re: how to calculate daily return to monthly return

    I have tried to use Pivot table, not very sure how to convert the daily data to monthly??

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    Re: how to calculate daily return to monthly return

    sorry, one thing, the return calculation will be compounded, not sum or average
    so.....what sort of return will be for the month???

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    Re: how to calculate daily return to monthly return

    finally I got it by using Eviews 7
    convert daily return SUM to monthly return

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    Red face Re: how to calculate daily return to monthly return

    Quote Originally Posted by wuruonan View Post
    finally I got it by using Eviews 7
    convert daily return SUM to monthly return
    Hi there,

    i have the same question as you, may i borrow your command in Eviews? thanks a lot

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    Re: Excel 2007 : how to calculate daily return to monthly return

    shinek welcome to the forum

    Not sure if you noticed, but this thread is over 8 years old, I doubt anyone is still following it.
    If you meant - can you use their answer, yes of course you can, it's a public forum after all

    If you were trying to ask another question, then unfortunately your post does not comply with Rule 2 of our Forum RULES. Do not post a question in the thread of another member -- start your own thread.

    If you feel an existing thread is particularly relevant to your need, provide a link to the other thread in your new thread.

    Old threads are often only monitored by the original participants. New threads not only open you up to all possible participants again, they typically get faster response, too.
    1. Use code tags for VBA. [code] Your Code [/code] (or use the # button)
    2. If your question is resolved, mark it SOLVED using the thread tools
    3. Click on the star if you think someone helped you

    Regards
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    Re: Excel 2007 : how to calculate daily return to monthly return

    Hi FDibbins,

    Sorry for breaking the rules and thank you for your reminding.
    i'll re-post a new thread from my own.

    Best,
    shinek

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    Re: Excel 2007 : how to calculate daily return to monthly return

    @shinek.... You haven't posted a new thread yet (1+ hours later), but FYI: the "solutions" mentioned here are incorrect. The correct answer involves a product, not a sum, of the daily rates of return. I can provide more detail if and when you post a new thread.

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