return calculation

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shineK
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return calculation

Postby shineK » Sun Jul 01, 2018 6:36 am

Hi there,

I have monthly return data(as attached), and i need to calculate
1. buy-and-hold return over Jan(t) to June(t) where t is the portfolio formation year t >> BHRET6_it=[(1+r)_(i,1))*…*(1+r_(i,6) )]-1
2. the 36 months buy-and-hole return over July(t-3) to June(t)
And, the R1 order need as same as RetM_F file(see picture below)

I'm working with my thesis, and really need helps, thank you so so so much!!!
Attachments
22.JPG
22.JPG (310.53 KiB) Viewed 154 times
RETM_F.CSV
(954.1 KiB) Downloaded 12 times
Best,
SK :D

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