prices_rate: Calculate Growth Rate From a Vector of Stock Prices or...
In stocks: Stock Market Analysis

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

The formula is simply: overall.rate = prices[length(prices)] / prices[1] - 1. If units.rate is specified, then it converts to x-unit growth rate.

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

`prices`	Numeric vector of stock prices or investment balances.
`units.rate`	Number of units for growth rate calculation. If unspecified, function returns total growth. To get annualized growth rate, set to 252 if `prices` has daily prices, 12 if `prices` has monthly prices, etc.
`nas`	If `TRUE`, function finds and removes any missing values (`NA`s) in `prices`. 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.

gains.rate

# Create vector of daily closing prices for a hypothetical stock
prices <- c(100.4, 98.7, 101.3, 101.0, 100.9)

# Overall growth is 0.50%
prices.rate(prices)

# Average daily growth is 0.12%
prices.rate(prices, 1)

# Corresponds to 36.6% annualized growth
prices.rate(prices, 252)