timeSeries (version 280.75)

returns: Financial Returns

Description

Compute financial returns from prices or indexes.

Usage

returns(x, ...)
## S3 method for class 'ANY':
returns(x, method = c("continuous", "discrete", 
    "compound", "simple"), percentage = FALSE, ...)
## S3 method for class 'timeSeries':
returns(x, method = c("continuous", "discrete", 
    "compound", "simple"), percentage = FALSE, na.rm = TRUE, 
    trim = TRUE, ...)
    
getReturns(...)
returnSeries(...)

Arguments

percentage

a logical value. By default FALSE, if TRUE the series will be expressed in percentage changes.

method

...

na.rm

...

trim

...

x

an object of class timeSeries.

...

arguments to be passed.

Value

• all functions return an object of class timeSeries.

Examples

## data -  
   # Microsoft Data:
   setRmetricsOptions(myFinCenter = "GMT")
   MSFT = as.timeSeries(data(msft.dat))[1:10, 1:4]
   head(MSFT)

## returnSeries -  
   # Continuous Returns:
   returns(MSFT)
   # Discrete Returns:
   returns(MSFT, type = "discrete")
   # Don't trim:
   returns(MSFT, trim = FALSE)
   # Use Percentage Values:
   returns(MSFT, percentage = TRUE, trim = FALSE)