Calculating Returns and Standard Deviation from a data sample of share prices.

[ofhani]

Hi Guys,

I need some help urgently. From the Shares Data attached,I wanna calculate the following using VBA specifically:

1.Daily Returns
2.Daily Standard deviation of return of each share
3.Variance- Covariance matrix of the daily returns.

I hope you guys can help!

Thanks a mil!

[PingPing]

1. Log or Arithmetic?
2. Call 'WorksheetFunction.Stdev' in your VBA code.
3. Call 'WorksheetFunction.Covar' in your VBA code, for each pair of stocks.

[ofhani]

I'll try that.

Thanks!

[LMoir]

hi, this request is exactly what i am trying to achieve.
What is your orignal VBA code to add the above call functions to?

[FDibbins]

LMoir, welcome to the forum

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.

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