Sunday, January 31, 2010

Monthly Returns

Here, I mention the variation in DOW monthly returns.

It occurs to me that some may find it entertaining to do that for other stocks (or Indexes), so I got me a spreadsheet that looks like this:

Click to enlarge.

To download a copy, click here.

 
Posted by Peter at 2:11 AM
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2 comments:

  1. AnonymousJanuary 31, 2010 at 2:43 AM

    Dr. Ponzo,

    The formula to calculate the monthly returns has a minor error. If the formula used is "=IF(AND($C9<>"",MONTH($C9)=O$6),$I9/$I8-1,0)" then the average monthly return for the 30 years is significantly understated. Excel will count the zeros.
    For example, =COUNT(O7:O607) = 599 in Jan, and should be 30.

    By changing the formula to "=IF(AND($C9<>"",MONTH($C9)=O$6),$I9/$I8-1,"")" then Excel will calculate the exact monthly average return for the xyz years.

    nico

    ReplyDelete
  2. PeterJanuary 31, 2010 at 4:07 AM

    Thanks, nico.
    You is right (and I'm gettin' senile).
    All fixed now.

    ReplyDelete

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