|
PureBytes Links
Trading Reference Links
|
Yes, thank you very much for your help.
pumrysh <no_reply@xxxxxxxxxxxxxxx> wrote:
Lopez,
The real issue may be one of terminology. A compound annual growth
rate (CAGR)is going to be similar to a rate of change. See if the
following is anywhere close to what you had in mind.
Rate of Change Since a Specific Date
The following formula plots a percent rate of change between a
specific date and today. The user is prompted for the specific
date.This will only work in MetaStock? for Windows 95/NT version 6.5
(or higher) or in MetaStock Professional.
Construct the formula in the Indicator Builder, giving it the name
shown below in bold. All the text after "FORMULA:" and before "*END
OF FORMULA*" below should be placed in the Formula field in the
Indicator Builder. Once the indicator has been created, you can drag
it out of the Indicator Quicklist for placement in an inner-window
of your chart.
NAME: ROC Since a Date
FORMULA:
Day1 := Input("Day",1,31,4);
Month1 := Input("Month",1,12,1);
Year1 := Input("Year",1900,2400,1999);
100 * (CLOSE - ValueWhen(1,DayOfMonth() = Day1 AND Month() = Month1
AND Year() = Year1, CLOSE))/ ValueWhen(1,DayOfMonth() = Day1 AND
Month() = Month1 AND Year() = Year1,CLOSE)
Let me know if this is what you had in mind.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, lopez abduch
<lopezabduch@xxx> wrote:
>
> Hi Preston,
>
> Thanks for your help. I asked the question because I went to
investopedia. So, I thought that it could be applied to MS.
> In fact, there's another one better than CAGR which is Risk
adjusted CAGR. (It is also mentioned at investopedia.com).
>
> The other thing that I was very interested in knowing if it is
possible to do it for MS is the sortino rate.
>
> Think that all these tools can help us in order to choose for 1
stock or another.
>
> Thank you again.
>
>
> pumrysh <no_reply@xxxxxxxxxxxxxxx>
wrote: Lopez,
>
> Don't remember this ever having been written before so it will
have
> to be written from scratch.
>
> Let's get started by an explanation first.
> Maybe we can get some others to jump in and help here as well.
>
> From Investopedia:
> The year-over-year growth rate of an investment over a specified
> period of time.
>
> The compound annual growth rate is calculated by taking the nth
root
> of the total percentage growth rate, where n is the number of
years
> in the period being considered.
>
> CAGR isn't the actual return in reality. It's an imaginary number
> that describes the rate at which an investment would have grown
if
> it grew at a steady rate. You can think of CAGR as a way to
smooth
> out the returns.
>
> Don't worry if this concept is still fuzzy to you - CAGR is one
of
> those terms best defined by example. Suppose you invested $10,000
in
> a portfolio on Jan 1, 2005. Let's say by Jan 1, 2006, your
portfolio
> had grown to $13,000, then $14,000 by 2007, and finally ended up
at
> $19,500 by 2008.
>
> Your CAGR would be the ratio of your ending value to beginning
value
> ($19,500 / $10,000 = 1.95) raised to the power of 1/3 (since 1/#
of
> years = 1/3), then subtracting 1 from the resulting number:
>
> 1.95 raised to 1/3 power = 1.2493. (This could be written as
> 1.95^0.3333).
> 1.2493 - 1 = 0.2493
> Another way of writing 0.2493 is 24.93%.
>
> Thus, your CAGR for your three-year investment is equal to
24.93%,
> representing the smoothed annualized gain you earned over your
> investment time horizon.
>
> Preston
>
> --- In equismetastock@xxxxxxxxxxxxxxx, lopez abduch
> <lopezabduch@> wrote:
> >
> > Hi,
> >
> > Does anybody know how can I create a formula for metastock for
> CAGR (Compound Annual Growth Rate)?.
> >
> > Thanks in advance.
> >
> >
> > ---------------------------------
> > Be a better friend, newshound, and know-it-all with Yahoo!
> Mobile. Try it now.
> >
> > [Non-text portions of this message have been removed]
> >
>
>
>
>
>
>
> ---------------------------------
> Be a better friend, newshound, and know-it-all with Yahoo!
Mobile. Try it now.
>
> [Non-text portions of this message have been removed]
>
---------------------------------
Never miss a thing. Make Yahoo your homepage.
[Non-text portions of this message have been removed]
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/equismetastock/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:equismetastock-digest@xxxxxxxxxxxxxxx
mailto:equismetastock-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|