Financial Returns
Compute financial returns from prices or indexes.
returns(x, ...)
returns0(x, ...)
## S4 method for signature 'ANY'
returns(x, method = c("continuous", "discrete",
"compound", "simple"), percentage = FALSE, ...)
## S4 method for signature 'timeSeries'
returns(x, method = c("continuous", "discrete",
"compound", "simple"), percentage = FALSE, na.rm = TRUE,
trim = TRUE, ...)
getReturns(...)
returnSeries(...)x |
an object of class |
percentage |
a logical value. By default |
method |
a character string. Which method should be used to compute the returns, "continuous", "discrete", or "compound", "simple". The second pair of methods is a synonyme for the first two methods. |
na.rm |
a logical value. Should NAs be removed? By Default |
trim |
a logical value. Should the time series be trimmed? By Default
|
... |
arguments to be passed. |
all functions return an object of class timeSeries.
returns0 returns am untrimmed series with the first
row of returns set to zero(s).
The functions returnSeries, getReturns,
are synonymes for the function returns. We do
not recommend to use these functions.
## Load Microsoft Data - setRmetricsOptions(myFinCenter = "GMT") data(MSFT) X = MSFT[1:10, 1:4] X ## Continuous Returns - returns(X) returns0(X) ## Discrete Returns: returns(X, method = "discrete") ## Don't trim: returns(X, trim = FALSE) ## Use Percentage Values: returns(X, percentage = TRUE, trim = FALSE)
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