fin-returns: Financial returns

In timeSeries: Financial Time Series Objects (Rmetrics)

Financial returns

Description

Compute financial returns from prices or indexes.

Usage

returns(x, ...)
returns0(x, ...)

## S4 method for signature 'ANY'
returns(x, method = c("continuous", "discrete", 
    "compound", "simple"), percentage = FALSE, ...)
## S4 method for signature 'timeSeries'
returns(x, method = c("continuous", "discrete", 
    "compound", "simple"), percentage = FALSE, na.rm = TRUE, 
    trim = TRUE, ...) 

Arguments

x	an object of class timeSeries.
method	a character string. Which method should be used to compute the returns, one of "continuous", "discrete", or "compound", "simple". The second pair of methods is a synonym for the first two methods.
percentage	a logical value. By default FALSE, if TRUE the series will be expressed in percentage changes.
na.rm	a logical value. Should NAs be removed? By default TRUE.
trim	a logical value. Should the time series be trimmed? By Default TRUE.
...	arguments to be passed.

Value

an object of class timeSeries.

returns0 returns an untrimmed series with the first row of returns set to zero(s).

Note

The function getReturns will be removed in the near future. It is exported only because we are waiting for a package on CRAN to be updated. Just use the equivalent returns.

See Also

cumulated, drawdowns, splits, spreads, midquotes, index2wealth

Examples

## Load Microsoft Data - 
   setRmetricsOptions(myFinCenter = "GMT")
   data(MSFT)
   X = MSFT[1:10, 1:4]
   X

## Continuous Returns - 
   returns(X)
   returns0(X)
  
## Discrete Returns:
   returns(X, method = "discrete")
   
## Don't trim:
   returns(X, trim = FALSE)
   
## Use Percentage Values:
   returns(X, percentage = TRUE, trim = FALSE)

timeSeries documentation built on Oct. 13, 2026, 3:04 a.m.