How do I calculate the annual log return from a series of monthly log returns?

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Ola Sveen on 13 Oct 2017

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Answered: David Ding on 17 Oct 2017

Accepted Answer: David Ding

I would like to extract annual log returns from a dataset containing prices and dates. Do you know how to solve this? I have calculated the monthly log returns, how do I calculate the annual. I guess I need some sort of loop function, taken in consideration the formula for log return.

many thanks

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David Ding on 17 Oct 2017

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Hi Ola,

Perhaps the following thread can help:

https://www.mathworks.com/matlabcentral/answers/210242-how-do-i-calculate-log-returns-for-stock-prices

Thanks,

David

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