EViews.com

I'm struggling to create a formula for monthly returns (5 day week). I have the exact same query as http://forums.eviews.com/viewtopic.php?f=3&t=1863
I don't know if anyone has found a formula for this yet.

You're going to have to be more specific as to what you're trying to do.

I calculated monthly returns and standard deviation using adjusted closing price from stock prices using this:

onemonth=@datediff(@date,@dateadd(@date,-1,"month"),"b")

then:

xreturn = (adj_close/adj_close(-1)-1)

Now i need to add to the dataset the historical prices for the FTSE100 Index. Using the adjusted closing prices generate the returns from this FTSE100 index in order to estimate the Capital Asset Market Model assuming that the risk free rate is zero.

Any help?

Nope. You're still not being clear on what you're trying to do.