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On Mon, Oct 15, 2012 at 6:00 AM, <r-sig-finance-request@r-project.org>wrote:

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> Today's Topics:
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>    1. Re: Daily dividend yield (G See)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Sun, 14 Oct 2012 21:39:26 -0500
> From: G See <gsee000@gmail.com>
> To: FJ M <chicagobrownblue@hotmail.com>
> Cc: r-sig <r-sig-finance@r-project.org>
> Subject: Re: [R-SIG-Finance] Daily dividend yield
> Message-ID:
>         <CA+xi=
> qY0nUi_A8gOdGQv4MJXRuKBqdhaGL8bqSNTJUaPQsixYg@mail.gmail.com>
> Content-Type: text/plain; charset=ISO-8859-1
>
> Hi Frank,
>
> > 1) I have downloaded both the dividends and the OHLCVAdjC data
> successfully. When I merge the data with fill=0.0 and export the merged
> data with write.csv, the date is replaced with the index from 1 to 52,
> first few lines:
>
> I suggest using write.zoo().  But, you can also consult ?write.table
> and the R Data Import/Export manual
> (http://cran.r-project.org/doc/manuals/R-data.html)
>
> > 2) Divs contains the dividend date and the 1 dividend 0.20. Stock
> contains theOHLVAdjC data for Microsoft. I can print the dates using
> Divs[1,0] and Stock[1,0] but a comparison of those dates always results in
> an error:
>
> What looks like Dates to you is actually a zero-width xts object.
>
> This is the line that's giving you trouble
>
>     if ((Stock[i,0]) == (Divs[j,0]))  Current_Div <- Divs[j,1]
>
> If you are trying to compare indexes, maybe something along these
> lines would work better.
>
>     index(Stock[i]) == index(Divs[j])
>
> #----
> > if (Stock[i, 0] == Divs[1, 0]) print("equal")
> Error in if (Stock[i, 0] == Divs[1, 0]) print("equal") :
>   argument is of length zero
> > Divs[1, 0]
>
> 2012-08-14
> > length(Divs[1, 0])
> [1] 0
> > index(Divs[1])
> [1] "2012-08-14"
> > if (index(Stock[i]) == index(Divs[1])) print("equal") # no error
> #----
>
> That said, I'm fairly confident that you should not use a (double) for
> loop for this.  I can't quite tell from your code what you're trying
> to do, but if you provide your desired output, I'm sure we can come up
> with a vectorized solution.
>
> For example, if you want to multiply the last quarterly dividend
> amount by 4 and use that value every day until the next dividend, you
> can do the following:
>
>     # Setup based on original question
>     Divs_Per_Year<-4
>     startDate=as.Date("2012-05-01")
>     endDate=as.Date("2012-10-13")
>     Divs<-getDividends(ticker, from = startDate, to = endDate)
>     Stock <- getSymbols(ticker, from=startDate, to=endDate, src='yahoo',
>                                    auto.assign=FALSE)
>     # End setup
>
>     na.locf(merge(Stock, Divs * Divs_Per_Year, retside=c(FALSE, TRUE)))
>
> Or, if you want to do basically the same thing, but divide the current
> estimate for the annual dividend amount by the most recent price in
> order to calculate the current yield, you can do this:
>
>     with(na.locf(merge(Stock, AnnDiv=Divs * Divs_Per_Year)), AnnDiv /
> MSFT.Adjusted)
>
> HTH,
> Garrett
>
> On Sat, Oct 13, 2012 at 10:29 PM, FJ M <chicagobrownblue@hotmail.com>
> wrote:
> >
> > I'm trying to calculate the current yield for MSFT using the most recent
> dividend and daily closing price of MSFT. I've tried a couple of approaches
> that don't work, any suggestions would be appreciated.
>
>
>
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> End of R-SIG-Finance Digest, Vol 101, Issue 14
> **********************************************
>



-- 
Ram Ahluwalia
917.363.3747

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