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Posted to microsoft.public.excel.worksheet.functions
Fred Smith
 
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Default help! cumulative returns

Yes, we can.

My first suggestion is to change from storing returns to storing the index
value. If the index goes from 1000 to 1200 in your 13-week period, you can
easily calculate that it's gone up 20%.

If you insist on storing weekly returns, you can calculate a quarterly return
with the formula:

=(1+r1)*(1+r2)*(1+r3)*...*(1+r13)-1

where r1..r13 are the previous 13 weeks' returns.

--
Regards,
Fred


"blapatrick" wrote in message
...
i'm trying to build a model that's based on cumulative quarterly S&P 500
returns. however, rather than using the actual returns (that only come out at
each quarter's end), i want to create a quarterly return for each week based
on the weekly returns for the previous 13 weeks. i have yet to find a
function in excel that will take a set of interest rates over equal periods
and return the effective (cumulative) rate for that period. can anyone help?