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How to create a macro to calculate this formula?

Joker_Hazard
11 - Bolide

Hello guys. 

I am trying to create a macro to calculate the covariance between the benchmark and the Stock 1, then Benchmark and Stock 2....

Visual example:

Joker_Hazard_0-1631836751174.png


Pearson Tool that calculates the covariance:

Joker_Hazard_1-1631837642477.png


At the end, there would be a new column with all the covariance that was previously calculated

Is is possible to create a macro for this? I have 2500 stocks so it would be impossible to flag each box individually.

Any input is appreciated!! Thanks 🙂

2 REPLIES 2
Christina_H
14 - Magnetar

I don't normally use the Pearson tool so you might need to make some adjustments, but it seems to me that you can transpose the data and run it through a batch macro.

Christina_Hurrell_0-1631874910118.png

Christina_Hurrell_1-1631874947204.png

 

Joker_Hazard
11 - Bolide

Christina, thank you so much! 

That's an awesome solution!!

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