# [R-SIG-Finance] Monthly Midpoint return

Ilya Kipnis ilya.kipnis at gmail.com
Wed Jun 17 16:25:50 CEST 2015

```If you're going strictly for mid-month, 2/7ths of the time, that's a
weekend, and don't forget holidays.
On Jun 17, 2015 10:23 AM, "Phil Steel" <steelsteel25 at outlook.com> wrote:

>
>
>
> Hi Brian and everybody else,
> its downloaded stock prices I want to transform to middle of month stock
> price.
> endpoints give end of month doesn't it?if Im using endpoints I get a
> really strange result with a lot of NA:s My Data starts with the 15:th som
> my idea it transforming the data to.monthly somehow
> My function is ("provided" by Ulrich):
> monthly = function(x){  sym <- sub("\\..*\$", "", names(x)[1])
> Ad(to.monthly(x, indexAt = 'lastof', drop.time = TRUE, name = sym))}
>
> best regards,Phillip
> > Subject: Re: [R-SIG-Finance] Monthly Midpoint return
> > From: brian at braverock.com
> > To: steelsteel25 at outlook.com
> > CC: r-sig-finance at r-project.org
> > Date: Wed, 17 Jun 2015 07:37:31 -0500
> >
> > On Wed, 2015-06-17 at 12:10 +0000, Phil Steel wrote:
> > > Sorry for bothering you all with this idiotic question but I can't
> find a simple way to go forward.
> > > I can't manage to get the midpoint monthly returns from an daily price
> xts object.I know how to get monthly endpoints by using "to.monthly()"  but
> I can't figure how to transform the daily object to monthly midpoint. Lets
> say the midpoint is the first day trading day around the 15:th in a month
> or every 30:th day.
> > > Anybody have encounter this "problem" and/or have a solution.
> >
> > I'm not entirely sure I understand your question.
> >
> > If you want the mean/median of the monthly series, or any other
> > calculable stat, you can use period.apply.
> >
> > If you want a particular point in time, like the 15th of each month,
> > then use 'endpoints' or subset the index to get the points you're
> > looking for.
> >
> > Regards,
> >
> > Brian
> >
> >
> > --
> > Brian G. Peterson
> > http://braverock.com/brian/
> > Ph: 773-459-4973
> > IM: bgpbraverock
> >
>
>
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>
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