[R-SIG-Finance] periodReturn at the acutual day

Daniel Cegiełka d@n|e|@ceg|e|k@ @end|ng |rom gm@||@com
Mon Aug 10 22:53:09 CEST 2020



> On 10 Aug 2020, at 20:22, Pedro páramo <percentil101 using gmail.com> wrote:
> 
> Hi all,
> 
> I am using to make some statistical analysis this functions:
> 
> library(quantmod)
> getSymbols("^IBEX",src="yahoo",from="1998-01-01")
> MensualR = periodReturn(IBEX,period="monthly")
> AnualR = periodReturn(IBEX,period="yearly")
> 
> The thing is that if I print MensualR or AnualR they "show" data to the
> previous friday 07/08/2020
> 
> There is some way to obtain data to the actual date (not previous friday
> close).
> 


have you checked your data?

> last(IBEX, 3)
           IBEX.Open IBEX.High IBEX.Low IBEX.Close IBEX.Volume IBEX.Adjusted
2020-08-05    7073.2    7123.5   7027.7     7039.7   208795900        7039.7
2020-08-06    7022.1    7046.1   6917.0     6957.9   205847300        6957.9
2020-08-07    6929.1    6961.8   6876.7     6950.5   184151000        6950.5

so what result do you expect?


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