[R-SIG-Finance] R-SIG-Finance Digest, Vol 101, Issue 14

[Joshua Ulrich]

At the very top of the email you just replied to, it says:
> To subscribe or unsubscribe via the World Wide Web, visit
>         https://stat.ethz.ch/mailman/listinfo/r-sig-finance
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Mon, Oct 15, 2012 at 6:53 AM, Ram Ahluwalia <rahluwalia at gmail.com> wrote:
> unsubscribe
>
> On Mon, Oct 15, 2012 at 6:00 AM, <r-sig-finance-request at r-project.org>wrote:
>
>> Send R-SIG-Finance mailing list submissions to
>>         r-sig-finance at r-project.org
>>
>> To subscribe or unsubscribe via the World Wide Web, visit
>>         https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> or, via email, send a message with subject or body 'help' to
>>         r-sig-finance-request at r-project.org
>>
>> You can reach the person managing the list at
>>         r-sig-finance-owner at r-project.org
>>
>> When replying, please edit your Subject line so it is more specific
>> than "Re: Contents of R-SIG-Finance digest..."
>>
>>
>> Today's Topics:
>>
>>    1. Re: Daily dividend yield (G See)
>>
>>
>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Sun, 14 Oct 2012 21:39:26 -0500
>> From: G See <gsee000 at gmail.com>
>> To: FJ M <chicagobrownblue at hotmail.com>
>> Cc: r-sig <r-sig-finance at r-project.org>
>> Subject: Re: [R-SIG-Finance] Daily dividend yield
>> Message-ID:
>>         <CA+xi=
>> qY0nUi_A8gOdGQv4MJXRuKBqdhaGL8bqSNTJUaPQsixYg at mail.gmail.com>
>> Content-Type: text/plain; charset=ISO-8859-1
>>
>> Hi Frank,
>>
>> > 1) I have downloaded both the dividends and the OHLCVAdjC data
>> successfully. When I merge the data with fill=0.0 and export the merged
>> data with write.csv, the date is replaced with the index from 1 to 52,
>> first few lines:
>>
>> I suggest using write.zoo().  But, you can also consult ?write.table
>> and the R Data Import/Export manual
>> (http://cran.r-project.org/doc/manuals/R-data.html)
>>
>> > 2) Divs contains the dividend date and the 1 dividend 0.20. Stock
>> contains theOHLVAdjC data for Microsoft. I can print the dates using
>> Divs[1,0] and Stock[1,0] but a comparison of those dates always results in
>> an error:
>>
>> What looks like Dates to you is actually a zero-width xts object.
>>
>> This is the line that's giving you trouble
>>
>>     if ((Stock[i,0]) == (Divs[j,0]))  Current_Div <- Divs[j,1]
>>
>> If you are trying to compare indexes, maybe something along these
>> lines would work better.
>>
>>     index(Stock[i]) == index(Divs[j])
>>
>> #----
>> > if (Stock[i, 0] == Divs[1, 0]) print("equal")
>> Error in if (Stock[i, 0] == Divs[1, 0]) print("equal") :
>>   argument is of length zero
>> > Divs[1, 0]
>>
>> 2012-08-14
>> > length(Divs[1, 0])
>> [1] 0
>> > index(Divs[1])
>> [1] "2012-08-14"
>> > if (index(Stock[i]) == index(Divs[1])) print("equal") # no error
>> #----
>>
>> That said, I'm fairly confident that you should not use a (double) for
>> loop for this.  I can't quite tell from your code what you're trying
>> to do, but if you provide your desired output, I'm sure we can come up
>> with a vectorized solution.
>>
>> For example, if you want to multiply the last quarterly dividend
>> amount by 4 and use that value every day until the next dividend, you
>> can do the following:
>>
>>     # Setup based on original question
>>     Divs_Per_Year<-4
>>     startDate=as.Date("2012-05-01")
>>     endDate=as.Date("2012-10-13")
>>     Divs<-getDividends(ticker, from = startDate, to = endDate)
>>     Stock <- getSymbols(ticker, from=startDate, to=endDate, src='yahoo',
>>                                    auto.assign=FALSE)
>>     # End setup
>>
>>     na.locf(merge(Stock, Divs * Divs_Per_Year, retside=c(FALSE, TRUE)))
>>
>> Or, if you want to do basically the same thing, but divide the current
>> estimate for the annual dividend amount by the most recent price in
>> order to calculate the current yield, you can do this:
>>
>>     with(na.locf(merge(Stock, AnnDiv=Divs * Divs_Per_Year)), AnnDiv /
>> MSFT.Adjusted)
>>
>> HTH,
>> Garrett
>>
>> On Sat, Oct 13, 2012 at 10:29 PM, FJ M <chicagobrownblue at hotmail.com>
>> wrote:
>> >
>> > I'm trying to calculate the current yield for MSFT using the most recent
>> dividend and daily closing price of MSFT. I've tried a couple of approaches
>> that don't work, any suggestions would be appreciated.
>>
>>
>>
>> ------------------------------
>>
>> _______________________________________________
>> R-SIG-Finance mailing list
>> R-SIG-Finance at r-project.org
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>
>>
>> End of R-SIG-Finance Digest, Vol 101, Issue 14
>> **********************************************
>>
>
>
>
> --
> Ram Ahluwalia
> 917.363.3747
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.