geometric mean of a series of negative asset returns
 

The GEOMEAN function calculates the geometric mean for a series of
positive numbers.

I have a series of negative numbers (asset returns) for which I want
to calculate the geometric mean.

Is there any easy way to calculate this? The series is about 30
numbers long and I would prefer not to build this manually...

Thanks in advance.

geometric mean of a series of negative asset returns
 

On Nov 11, 8:46*pm, Dave F wrote:
The GEOMEAN function calculates the geometric mean for a series of
positive numbers.

I have a series of negative numbers (asset returns) for which I want
to calculate the geometric mean.

Is there any easy way to calculate this? *The series is about 30
numbers long and I would prefer not to build this manually...

Thanks in advance.

Actually, the following as an array formula seems to work: =GEOMEAN
(F2:F29*-1)*-1

Strange workaround but it makes sense logically.

geometric mean of a series of negative asset returns
 

On Tue, 11 Nov 2008 17:46:07 -0800 (PST), Dave F wrote:

The GEOMEAN function calculates the geometric mean for a series of
positive numbers.

I have a series of negative numbers (asset returns) for which I want
to calculate the geometric mean.

Is there any easy way to calculate this? The series is about 30
numbers long and I would prefer not to build this manually...

Thanks in advance.

=geomean(rng+1)-1

entered as an array formula
--ron

geometric mean of a series of negative asset returns
 

On Tue, 11 Nov 2008 21:04:33 -0500, Ron Rosenfeld
wrote:

On Tue, 11 Nov 2008 17:46:07 -0800 (PST), Dave F wrote:

The GEOMEAN function calculates the geometric mean for a series of
positive numbers.

I have a series of negative numbers (asset returns) for which I want
to calculate the geometric mean.

Is there any easy way to calculate this? The series is about 30
numbers long and I would prefer not to build this manually...

Thanks in advance.

=geomean(rng+1)-1

entered as an array formula
--ron

Of course, this presumes that negative returns do not reach -100%

--ron

geometric mean of a series of negative asset returns
 

Hi,

You could also use either of these:

=-GEOMEAN(-F2:F10)
=-GEOMEAN(ABS(F2:F10))

The second is more intuitive, but longer and both are arrays.

Cheers,
Shane

"Dave F" wrote:

On Nov 11, 8:46 pm, Dave F wrote:
The GEOMEAN function calculates the geometric mean for a series of
positive numbers.

I have a series of negative numbers (asset returns) for which I want
to calculate the geometric mean.

Is there any easy way to calculate this? The series is about 30
numbers long and I would prefer not to build this manually...

Thanks in advance.

Actually, the following as an array formula seems to work: =GEOMEAN
(F2:F29*-1)*-1

Strange workaround but it makes sense logically.

geometric mean of a series of negative asset returns
 

On Nov 11, 9:14*pm, Ron Rosenfeld wrote:
On Tue, 11 Nov 2008 21:04:33 -0500, Ron Rosenfeld
wrote:





On Tue, 11 Nov 2008 17:46:07 -0800 (PST), Dave F wrote:

The GEOMEAN function calculates the geometric mean for a series of
positive numbers.

I have a series of negative numbers (asset returns) for which I want
to calculate the geometric mean.

Is there any easy way to calculate this? *The series is about 30
numbers long and I would prefer not to build this manually...

Thanks in advance.

=geomean(rng+1)-1

entered as an array formula
--ron

Of course, this presumes that negative returns do not reach -100%

--ron- Hide quoted text -

- Show quoted text -

Negative returns in this series are less than -100%. I think your
solution works best, thanks.

geometric mean of a series of negative asset returns
 

On Wed, 12 Nov 2008 06:11:40 -0800 (PST), Dave F wrote:

Negative returns in this series are less than -100%. I think your
solution works best, thanks.

Thanks for the feedback. I guess you're fortunate in not losing everything in
this market!
--ron

geometric mean of a series of negative asset returns
 

On Nov 12, 11:27*am, Ron Rosenfeld wrote:
On Wed, 12 Nov 2008 06:11:40 -0800 (PST), Dave F wrote:
Negative returns in this series are less than -100%. *I think your
solution works best, thanks.

Thanks for the feedback. *I guess you're fortunate in not losing everything in
this market!
--ron

Well, these aren't actual investments. Just a theoretical portfolio
of value stocks.

geometric mean of a series of negative asset returns
 

On Wed, 12 Nov 2008 11:04:51 -0800 (PST), Dave F wrote:

Well, these aren't actual investments. Just a theoretical portfolio
of value stocks.

<sigh. If only my losses had been theoretical.
--ron