Compute Daily Stock Returns Help Needed
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Phuonglin98
5 - Atom
‎05-30-2023
11:18 AM
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Hi I am trying to compute the daily stock returns with the formula:
- Compute daily stock returns using the following formula: Ln( Pricet / Price t-1 ) where:
- Ln = natural log
- Pricet = Price on day t
- Price t-1 = Price on day t-1
- I'm trying to find the solution for my work flow. I'm not sure someone already touched this topic as I can't find any previous solutions for this so I'm seeking for your expertise. Here are the example of my data. Thank you so much in advance
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1 REPLY 1
19 - Altair
‎05-30-2023
11:36 AM
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Hi @Phuonglin98
Use a Multi-row Formula tool with Log([Price] / [Row-1:Price])
Note the LOG returns the Natural Logarithm in Alteryx. LOG10 returns the Base10 log
Dan
