Calculating yearly returns from daily performance data - product function

VBAhelp33

New Member
Joined
Sep 13, 2020
Messages
11
Office Version
  1. 2019
Platform
  1. Windows
Hi all,

I have a column of daily dates & in the next column I have the corresponding values (daily stock returns) for those dates. For the EOM dates, the return is for the whole month, not just the day like the daiy returns are.

I would like to find the 1 year return, which means I need to find the product of the last 12 EOMs monthly stock returns. Is there a formula that can do that? If it was just monthly data it would be quite easier, but its got me stumped with the daily data..

Example of my data:

A1
29/03/20210.07%
30/03/20210.30%
31/03/20210.02%
01/04/20210.02%
Etc
 
Last edited:

Excel Facts

Will the fill handle fill 1, 2, 3?
Yes! Type 1 in a cell. Hold down Ctrl while you drag the fill handle.

offthelip

Well-known Member
Joined
Dec 23, 2017
Messages
1,893
Office Version
  1. 2010
Platform
  1. Windows
The way I would do it is create helper column where you add 1 to the return. to get 1.0007 for the first value, then use geometric mean times the count to find total annual return ( subtract 1 from the result)
Excel Formula:
=GEOMEAN(A2:A360)* COUNT(A2:A360)-1
 

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