# fin-returns: Financial Returns In timeSeries: Rmetrics - Financial Time Series Objects

## Description

Compute financial returns from prices or indexes.

## Usage

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13``` ```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, ...) getReturns(...) returnSeries(...) ```

## Arguments

 `x` an object of class `timeSeries`. `percentage` a logical value. By default `FALSE`, if `TRUE` the series will be expressed in percentage changes. `method` a character string. Which method should be used to compute the returns, "continuous", "discrete", or "compound", "simple". The second pair of methods is a synonyme for the first two methods. `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

all functions return an object of class `timeSeries`.

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

## Note

The functions `returnSeries`, `getReturns`, are synonymes for the function `returns`. We do not recommend to use these functions.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18``` ```## 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 Nov. 17, 2017, 2:23 p.m.