Indexing Returns

[#1]

Hi,

I want to get Indexed values in QV but am not able to do so. Would be a great help if someone can help. What I want is explained below as an example.

Day	Price	Return	Index
1	1000		100
2	991	-0.9%	99.1
3	1010	1.9%	101
4	1021	1.1%	102.1
5	1030	0.9%	103

Day & Prices are what I have and rest needs to be done by QV.

[d_pranskus]

Hi

Could you provide business logic, how to calculate these indexes?

Cheers

Darius

[#3]

The indexed value would show how much $100 if invested in the commodity grows to after every day.

Formulas for calculations are as under:

Return: today's Price / Yesterday's Price -1

1st Index value = 100 * (1+return)

Subsequent index values: Previous Index value * ( 1+ return)

[#4]

I am also attaching an excel to showcase the calculations

[#5]

hi,

i think you can use

load ((price-previous(price))/10) as return in your script

thanks

[#6]

Hi,

I have already used Peek for calculating returns, Need help with the index part

[#7]

hi,

the formula for index which you have mentioned previousindex*(1+return)

gives 10 as the second index value

i am not clear as to what exactly u want

to me it seems that you are just dividing the price by 10 to get the index value

pls be a bit more clear

thanks

[d_pranskus · Accepted solution]

Hi

Use something simmilar:

IF(isnull(Peek('Index')), 100, PEEK('Index')) * (1 + [Expression for the Return Value]) AS Index

Replace [Expression for the Return Value] with your expression.

Cheers

Darius

[#9]

Thanks worked