gains_rate: Calculate Growth Rate From a Vector of Investment Gains
In stocks: Stock Market Analysis

Description Usage Arguments Value Author(s) References See Also Examples

The formula is simply: overall.rate = prod(gains + 1) - 1. If units.rate is specified, then it converts to x-unit growth rate.

1	gains.rate(gains, units.rate = NULL, nas = FALSE)

`gains`	Numeric vector of investment gains.
`units.rate`	Number of units for growth rate calculation. If unspecified, function returns total growth. To get annualized growth rate, set to 252 if `gains` has daily gains, 12 if `gains` has monthly gains, etc.
`nas`	If `TRUE`, function finds and removes any missing values (`NA`s) in `prices` vector. The default is `FALSE` to maximize speed for the usual case where there are no missing values.

Numeric value indicating the growth rate.

Dane R. Van Domelen

Acknowledgment: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship under Grant No. DGE-0940903.

prices.rate

# Create vector of daily gains for a hypothetical stock
daily.gains <- c(-0.02, -0.01, 0.01, 0.02, 0.01)

# Overall growth is 0.95%
gains.rate(daily.gains)

# Average daily growth is 0.19%
gains.rate(daily.gains, 1)

# Corresponds to 61.0% annual growth
gains.rate(daily.gains, 252)