I am trying to figure out how to calculate the change in the historical average for a value, and display in a chart or table.
Here is an example.
Trade Date
Cusip
Current TES
3/2/2015
00037CRG7
154.6654
3/2/2015
00037CRG7
156.0904
3/2/2015
00037CRG7
170.3641
3/3/2015
00037CRG7
150.2771
3/11/2015
00037CRG7
161.8665
The historical average is the average(Current TES) of all records other than the ones on the most recent date. The change in the historical average is the difference between the average of all records prior to most recent date and the average of the records on the most recent date.