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

Pedro páramo percent||101 @end|ng |rom gm@||@com
Mon Aug 10 23:43:52 CEST 2020


I think,

getQuote("IBEX")
              Trade Time  Last Change % Change  Open High     Low
IBEX 2020-08-10 16:00:01 17.15   1.75 11.36364 15.65   18 15.0601
     Volume
IBEX 456965

> getQuote("IBEX")$Last

Is the final value for each periodReturn but the function
periodReturn(IBEX,period="monthly") dont use Last price,

Is there a way to obtain monthly return with Last Price?



El lun., 10 ago. 2020 a las 21:37, Pedro páramo (<percentil101 using gmail.com>)
escribió:

> But I think there is a way to obtain last price, doesn´t it? With
> getQuote? I have to look for it, so I see no way to use close, do you now
> another function to know the historial return by frequency different to
> periodReturn, to see if it is posible?
>
>
>
>
> El lun., 10 ago. 2020 a las 20:40, Ethan Smith (<smith_ethan using hotmail.com>)
> escribió:
>
>> Yahoo provides End of Day (EOD) data. You cannot get the current days
>> closing price until the market closes for the day and the final closing
>> price is captured
>>
>> In fact, many EOD data provider require additional time after the close
>> before the current day’s prices are available
>>
>>
>>
>> *From: *Pedro páramo <percentil101 using gmail.com>
>> *Sent: *Monday, August 10, 2020 12:23 PM
>> *To: *r-sig-finance using r-project.org
>> *Subject: *[R-SIG-Finance] periodReturn at the acutual day
>>
>>
>>
>> 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).
>>
>>         [[alternative HTML version deleted]]
>>
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>>
>

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