Forum Discussion

Anthony Morabito's avatar
Anthony Morabito
Copper Contributor
Mar 02, 2018

Annualizing monthly return

Hello!

 

I have 677,216 observations on monthly returns and ticker symbol. I am looking for a function that will allow me to have a column which consists of the return per firm per year. Can anyone help me with this?Thanks!

1 Reply

  • SergeiBaklan's avatar
    SergeiBaklan
    Diamond Contributor

    Hi Anthony,

     

    If add one more helper column with years only you may create pivot table with years in columns, firms in rows and sum of returns as values

Resources