One year return not year to date

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One year return not year to date

Pedro páramo
Hi all,

I want to calculate interanual (not year to date) variation of a stock, I
am able to obtain year to date with annualReturn, but no way to obtain the
interanual increase. It says me no numerical output.

Can anyone guide me to obtain it.

library(PerformanceAnalytics)
library(dplyr)
library(tibble)
library(lubridate)
library(PerformanceAnalytics)
library(quantmod)
library(ggplot2)
library(png)
library(RCurl)

fecha<-Sys.Date()-365 #with this I obtain one year back beginning
precio<-getSymbols("ACX.MC",from='fecha')
ret2<- na.omit(CalculateReturns(Cl(ACX.MC)))
g<-annualReturn(ACX.MC) #This is year to date
d<-CalculateReturns(Cl(ACX.MCC))
aaa<-getQuote('ACX.MC',from='fecha')
Lastprice<-aaa[1,2]

lo<-c(diff(log(aaa),250))  #With this I try  to obtain interanual year
variation but error


Hope you can help me

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Re: One year return not year to date

Bert Gunter-2
What is the error message? Knowing this may help others diagnose the
problem.

Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Sat, Jul 25, 2020 at 8:41 AM Pedro páramo <[hidden email]> wrote:

> Hi all,
>
> I want to calculate interanual (not year to date) variation of a stock, I
> am able to obtain year to date with annualReturn, but no way to obtain the
> interanual increase. It says me no numerical output.
>
> Can anyone guide me to obtain it.
>
> library(PerformanceAnalytics)
> library(dplyr)
> library(tibble)
> library(lubridate)
> library(PerformanceAnalytics)
> library(quantmod)
> library(ggplot2)
> library(png)
> library(RCurl)
>
> fecha<-Sys.Date()-365 #with this I obtain one year back beginning
> precio<-getSymbols("ACX.MC",from='fecha')
> ret2<- na.omit(CalculateReturns(Cl(ACX.MC)))
> g<-annualReturn(ACX.MC) #This is year to date
> d<-CalculateReturns(Cl(ACX.MCC))
> aaa<-getQuote('ACX.MC',from='fecha')
> Lastprice<-aaa[1,2]
>
> lo<-c(diff(log(aaa),250))  #With this I try  to obtain interanual year
> variation but error
>
>
> Hope you can help me
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

        [[alternative HTML version deleted]]

______________________________________________
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Re: One year return not year to date

Rui Barradas
Hello,

I believe the error message comes from the last line, getQuote returns a
data.frame with a Date column and log(aaa) will try to log a date.
Error.
log(aaa[-1]) works, maybe the OP wants to revise the code and then come
back to this or other thread.

Hope this helps,

Rui Barradas

Às 19:06 de 25/07/2020, Bert Gunter escreveu:

> What is the error message? Knowing this may help others diagnose the
> problem.
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along and
> sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Sat, Jul 25, 2020 at 8:41 AM Pedro páramo <[hidden email]> wrote:
>
>> Hi all,
>>
>> I want to calculate interanual (not year to date) variation of a stock, I
>> am able to obtain year to date with annualReturn, but no way to obtain the
>> interanual increase. It says me no numerical output.
>>
>> Can anyone guide me to obtain it.
>>
>> library(PerformanceAnalytics)
>> library(dplyr)
>> library(tibble)
>> library(lubridate)
>> library(PerformanceAnalytics)
>> library(quantmod)
>> library(ggplot2)
>> library(png)
>> library(RCurl)
>>
>> fecha<-Sys.Date()-365 #with this I obtain one year back beginning
>> precio<-getSymbols("ACX.MC",from='fecha')
>> ret2<- na.omit(CalculateReturns(Cl(ACX.MC)))
>> g<-annualReturn(ACX.MC) #This is year to date
>> d<-CalculateReturns(Cl(ACX.MCC))
>> aaa<-getQuote('ACX.MC',from='fecha')
>> Lastprice<-aaa[1,2]
>>
>> lo<-c(diff(log(aaa),250))  #With this I try  to obtain interanual year
>> variation but error
>>
>>
>> Hope you can help me
>>
>>          [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.


--
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Re: One year return not year to date

Rasmus Liland-3
Hello,

On 2020-07-25 20:05 +0100, Rui Barradas wrote:

> Às 19:06 de 25/07/2020, Bert Gunter escreveu:
> > On Sat, Jul 25, 2020 at 8:41 AM Pedro páramo <[hidden email]> wrote:
> > > Hi all,
> > >
> > > I want to calculate interanual
> > > (not year to date) variation of a
> > > stock, I am able to obtain year to
> > > date with annualReturn, but no way
> > > to obtain the interanual increase.
> > > It says me no numerical
> > > output.
> > >
> > > Can anyone guide me to obtain it.
> > >
> > > library(PerformanceAnalytics)
> > > library(dplyr)
> > > library(tibble)
> > > library(lubridate)
> > > library(PerformanceAnalytics)
> > > library(quantmod)
> > > library(ggplot2)
> > > library(png)
> > > library(RCurl)
> > >
> > > fecha<-Sys.Date()-365 #with this I obtain one year back beginning
> > > precio<-getSymbols("ACX.MC",from='fecha')
Why do you provide quantmod::getSymbols
the word fecha in the from argument,
instead of the variable created on the
previous line?

> > > ret2<- na.omit(CalculateReturns(Cl(ACX.MC)))
> > > g<-annualReturn(ACX.MC) #This is year to date
> > > d<-CalculateReturns(Cl(ACX.MCC))
> > > aaa<-getQuote('ACX.MC',from='fecha')

The from argument is not a valid in
getQuote.

> > > Lastprice<-aaa[1,2]
> > >
> > > lo<-c(diff(log(aaa),250))  #With this I try  to obtain interanual year variation but error

Yes, as Rui says, log(aaa[,-1]) returns
something here at least, but diffing on
lag=250 just returns an empty list
because the one-line aaa[,-1] df is only
7 elements long.

> > > Hope you can help me
> >
> > What is the error message? Knowing
> > this may help others diagnose the
> > problem.
>
> Hello,
>
> I believe the error message comes from
> the last line, getQuote returns a
> data.frame with a Date column and
> log(aaa) will try to log a date.
> Error.
> log(aaa[-1]) works, maybe the OP wants
> to revise the code and then come back
> to this or other thread.
Yes, because the first column is a
POSIXct:

        > str(aaa)
        'data.frame':   1 obs. of  8 variables:
         $ Trade Time: POSIXct, format:  ...
         $ Last      : num 7.14
         $ Change    : num 0
         $ % Change  : num 0
         $ Open      : num 7
         $ High      : num 7.16
         $ Low       : num 6.99
         $ Volume    : int 794567
        > aaa
                        Trade Time  Last Change
        ACX.MC 2020-07-24 17:35:10 7.136      0
               % Change Open  High  Low Volume
        ACX.MC        0    7 7.162 6.99 794567

V

r

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