Contents

Index

• Getting Started

• User Guide

• Functions

• Dates

• Currency and Price

• Financial Data Charts

• Cash Flows

• Fixed-Income Securities

• Portfolios

• Performance Metrics

• Financial Statistics

• Derivatives

• GARCH Processes

• Financial Time Series Object and File Construction

• Financial Time Series Arithmetic

• Financial Time Series Math

• Financial Time Series Descriptive Statistics

• Financial Time Series Utility

• Financial Time Series Data Transformation

• Financial Time Series Indicator

• Financial Time Series GUI

• Financial Time Series Tool

Examples

• Release Notes

Learn more about Financial Toolbox

periodicreturns - Periodic total returns from total return prices

Syntax

TotalReturn = periodicreturns(TotalReturnPrices, Period)

Arguments

TotalReturnPrices

Number of observations (NUMOBS) by number of assets (NASSETS) matrix of total return prices for a given security. Column 1 contains MATLAB serial date numbers. The remaining columns contain total return price data.

Period

(Optional) Periodicity flag used to compute total returns:

'd' = daily values

'm' = monthly values

Description

TotalReturn = periodicreturns(TotalReturnPrices) calculates the daily total returns from a daily total return price series.

TotalReturn = periodicreturns(TotalReturnPrices, Period) calculates the total returns for a periodicity you specify from a daily total return price series.

TotalReturn is a NUMOBS-by-NASSETS matrix containing month-end dates and return values. Each row represents an observation. Column 1 contains month-end dates in MATLAB serial date number format. The remaining columns contain monthly return values.

periodicreturns - Periodic total returns from total return prices

Syntax

Arguments

Description

See Also