perform monthly calculations on daily data

[jturn00]

I have a spreadsheet that contains Dates, stock prices and returns over a 10 year period.

Volatility Estimation Techniques.xls
	A	B	C	D
2	Date	PxLast	Pn/Pn-1	LN(Pn/Pn-1)
3	1/13/1994	0.9063	#REF!	#REF!
4	1/14/1994	0.9375	1.034426	0.0338464
5	1/17/1994	1	1.066667	0.0645385
6	1/18/1994	0.9375	0.9375	-0.064539
7	1/19/1994	0.8438	0.900053	-0.105301
8	1/20/1994	0.8594	1.018488	0.018319
9	1/24/1994	0.8438	0.981848	-0.018319
10	1/25/1994	0.8594	1.018488	0.018319
11	1/26/1994	0.8125	0.945427	-0.056119
12	1/27/1994	0.8438	1.038523	0.0377996
13	1/28/1994	0.8438	1	0
14	1/31/1994	0.8125	0.962906	-0.0378
15	2/1/1994	0.8438	1.038523	0.0377996
16	2/2/1994	0.75	0.888836	-0.117842
17	2/3/1994	0.8438	1.125067	0.1178423
18	2/4/1994	0.8438	1	0
19	2/8/1994	0.8281	0.981394	-0.018782
20	2/9/1994	0.8438	1.018959	0.0187816
21	2/11/1994	0.875	1.036976	0.0363084
22	2/14/1994	0.9531	1.089257	0.0854959
23	2/15/1994	1.0313	1.082048	0.0788556
24	2/16/1994	1.0625	1.030253	0.0298045
25	2/17/1994	1.0625	1	0
Daily - 10 yrs

I want to take this 10 year history and create an average return on a monthly basis column D and calculate the standard deviation on a monthly basis. Any ideas. I would like to put the results on a separate sheet / table. I didn't use a pivot table since grouping put all the JAN months together I need them separated out by year. I also couldn't figure out how to put a standard deviation equation into a pivot table. I will use the results to import into another software application so having the results in a excel sheet (non pivot table) seems easier but considering my experience I could be wrong.

 

[Aladin Akyurek]

You can group by month then by year...

 

[jturn00]

Thanks,

Is there any way to do not using a pivot table???

Jeff