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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!

  • 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

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