Geo mean extended
Hi,
I am trying to calculate a weighted avg. for some returns in a stock portfolio
I have been using this expression
=EXP(AVERAGE(IF(ISNUMBER(RPC),LN(1+RPC))))-1
to calculate the simple geo average. Could u help me extend the formula to
allow for weighted geo means based on a collumn with various weights I have
beside the actual percentage returns?
--
Stephen
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