annual_return: Compute Annual Returns of a Vector.

In StockDistFit: Fit Stock Price Distributions

Compute Annual Returns of a Vector.

Description

This function takes a vector of asset returns and computes annual returns.

Usage

annual_return(vec)

Arguments

vec	a numeric vector of asset returns as an xts object with dates as rownames.

Value

A numeric vector of annual returns.

See Also

weekly_return, monthly_return

Examples

# Compute annual returns of an asset vector
require(xts)
asset_returns_xts <- xts(c(29.2, 30.0, 36.2, 30.4, 38.5, -35.6, 34.5),
order.by = as.Date(c("2017-05-07", "2018-05-07", "2019-05-07",
"2020-05-07", "2021-05-07", "2022-05-07",
"2023-05-07")))
annual_return(asset_returns_xts)

StockDistFit documentation built on May 31, 2023, 8:59 p.m.