[R-SIG-Finance] How can I calculate annualized log returns when the year is different from a calendar year

Maulik Bhatt m@u||k@bh@tt @end|ng |rom gm@||@com
Mon Nov 9 09:15:43 CET 2020


Dear all,

I want to calculate annualized log return for a security. But the issue 
is that the company follows financial year from April to March. So, all 
its other ratios are calculated from April to March year. The data is 
taken using the package tidyquant.

library(tidyquant)

df<- tq_get("SBIN.NS")

 From the package vignette of tidyquant, the periodReturn can be 
calculated for yearly, but in that case the year is calendar year. But I 
want to get the return for financial year. In case of this company, the 
financial year is from April to March. So, what modifications do I need 
to make in order to calculate annual log return from April to March?

Thanks in advance,

Maulik.



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