Individual Security Returns

Clifford S. Ang
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Clifford S. Ang: Compass Lexecon

Chapter Chapter 2 in Analyzing Financial Data and Implementing Financial Models Using R, 2021, pp 53-74 from Springer

Abstract: Abstract This chapter demonstrates how to calculate individual security returns. We show how to calculate arithmetic return, logarithmic returns, total returns, daily returns, weekly returns, and monthly returns. We then discuss how to compare the performance of multiple securities.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-030-64155-9_2

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DOI: 10.1007/978-3-030-64155-9_2

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