Annualized Return Mathematics formula

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SwePeso SSC-Dedicated Points: 39758 More actions · Answer 1

Do you have some sample data to verify with?

DECLARE@Sample TABLE

(

Period TINYINT,

Rate SMALLMONEY

)

INSERT@Sample

SELECT1, 0.0500 UNION ALL

SELECT2, 0.0450 UNION ALL

SELECT3, 0.0362 UNION ALL

SELECT4, 0.0411

SELECTEXP(SUM(LOG(POWER(1 + Rate, Period)))) - 1

FROM@Sample

N 56°04'39.16"
E 12°55'05.25"

karthik M One Orange Chip Points: 29139 More actions · Answer 2

Peso,

Thanks ! Sorry I don't have the test data. I will ask my manager and get back to you.

karthik

karthik M One Orange Chip Points: 29139 More actions · Answer 3

Peso,

Can you help me to convert the below formula's also ?

karthik

SwePeso SSC-Dedicated Points: 39758 More actions · Answer 4

Without feedback for the first formula, the Annualized Return?

N 56°04'39.16"
E 12°55'05.25"

Goldie Lesser SSCertifiable Points: 6155 More actions · Answer 5

Mean, Variance, and Standard Deviation are built in SQL functions.

--mean

SELECT AVG(Period) AS Mean

FROM @Sample

-- standard deviation

SELECT STDEV(Period) As StandardDeviation

FROM @Sample

-- variance

SELECT VAR(Period) As Variance

FROM @Sample