Table calculations, annual return
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Im trying to calculate annual return of several stocks in a table by dividing the 12th observation on the first one, and get an error message on this code:
table = table();
table.AAPL = mean(AAPL,2);
table.AMZN = mean(AMZN,2);
table.F = mean(F,2);
table.INTC = mean(INTC,2);
table.MSFT = mean(MSFT,2);
table.TXN = mean(TXN,2);
table.UIS = mean(UIS,2);
table.XOM = mean(XOM,2);
ann_ret = table(12,:)./table(1,:);
When i write table(12,:) in the command window i get no error message, but when i try to run the code i get this error.
Error:
Subscripting into a table using one subscript (as in t(i)) or three or more subscripts (as in t(i,j,k)) is not
supported. Always specify a row subscript and a variable subscript, as in t(rows,vars).
If anyone could make a loop of some sort that would be nice as i need to calculate the annual returns for three years, meaning observation 24 and 36 from the table as well.
Respuesta aceptada
Más respuestas (1)
Peter Perkins
el 3 de Mzo. de 2022
Editada: Peter Perkins
el 3 de Mzo. de 2022
Almost certainly the best way to do this is to use a timetable, and a grouped varfun (or grouptransform).
>> AAPL = rand(36,1);
>> MSFT = rand(36,1);
>> TMW = rand(36,1);
>> tt = timetable(AAPL,MSFT,TMW,'RowTimes',datetime(2020,1:36,1))
tt =
36×3 timetable
Time AAPL MSFT TMW
___________ _________ ________ ________
01-Jan-2020 0.70207 0.53679 0.97899
01-Feb-2020 0.37746 0.76211 0.28327
01-Mar-2020 0.73496 0.34757 0.13378
[snip]
01-Oct-2022 0.4889 0.8569 0.40773
01-Nov-2022 0.22031 0.04339 0.036382
01-Dec-2022 0.22621 0.69163 0.74615
>> tt.Year = year(tt.Time);
>> returns = varfun(@(x)x(12)/x(1),tt,"GroupingVariable","Year");
Now clean things up a bit
>> returns.Properties.VariableNames(3:5) = tt.Properties.VariableNames(1:3);
>> returns.Time = datetime(returns.Year,1,1,"Format","uuuu");
>> returns.Year = [] % no longer needed
returns =
3×4 timetable
Time GroupCount AAPL MSFT TMW
____ __________ _______ ________ _______
2020 12 0.16401 0.025071 0.23396
2021 12 3.0933 1.139 0.94322
2022 12 0.12213 0.24493 304.91
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