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

[Brian G. Peterson]

I don't use tidyquant, but you can easily use endpoints() in xts to get
the end of March timestamps and calculate your period return that way.

Brian

On Mon, 2020-11-09 at 13:45 +0530, Maulik Bhatt wrote:
> 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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