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

  1. #1
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    Calculating Returns and Standard Deviation from a data sample of share prices.

    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!
    Attached Files Attached Files

  2. #2
    Forum Contributor PingPing's Avatar
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    Re: Calculating Returns and Standard Deviation from a data sample of share prices.

    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.

  3. #3
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    Re: Calculating Returns and Standard Deviation from a data sample of share prices.

    I'll try that.

    Thanks!

  4. #4
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    Re: Calculating Returns and Standard Deviation from a data sample of share prices.

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

  5. #5
    Administrator FDibbins's Avatar
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    Re: Calculating Returns and Standard Deviation from a data sample of share prices.

    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.

    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
    Ford

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