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#1
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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. |
#2
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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. |
#3
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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 |
#4
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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 |
#5
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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. |
#6
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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. |
#7
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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 |
#8
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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. |
#9
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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 |
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