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What is the formula for geometric mean with some negative data
The only formula they give is for positive data. I am trying to calculate the
geometric mean of returns for different portfolios with some negative data. |
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#2
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What is the formula for geometric mean with some negative data
On Fri, 20 Jan 2006 13:27:02 -0800, "jett"
wrote: The only formula they give is for positive data. I am trying to calculate the geometric mean of returns for different portfolios with some negative data. Probably you should "convert" everything to positive numbers by adding one (1) to all the percentage returns; then subtract one (1) from your result. --ron |
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