Re: help with calculating return

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Re: help with calculating return

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AskSQLTeam
Ask SQLTeam Question

0 Posts

Posted - 2004-05-24 : 10:30:47

writes "Dear all,

I have 3 column: date, stocks name, price

1. how to calculate return with the following formula:
return=log P(t)-log P(t-1), where P(t) is price at
time t say day 1 and P(t-1) is price at one period
previous t say day 0?

Regards

Charly"

RickD
Slow But Sure Yak Herding Master

3608 Posts

Posted - 2004-05-24 : 10:41:44

[code]
sum(case when dateadd(dd, datediff(dd,0,date), 0) = dateadd(dd, datediff(dd,0,getdate()), 0) then price else 0 end) - sum(case when dateadd(dd, datediff(dd,0,date), 0) = dateadd(d,-1,dateadd(dd, datediff(dd,0,getdate()), 0)) then price else 0 end) PriceDiff
[/code]
will give you the difference between the price today and yesterday...

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