At the very top of the email you just replied to, it says: > To subscribe or unsubscribe via the World Wide Web, visit > https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com
On Mon, Oct 15, 2012 at 6:53 AM, Ram Ahluwalia <rahluwa...@gmail.com> wrote: > unsubscribe > > On Mon, Oct 15, 2012 at 6:00 AM, <r-sig-finance-requ...@r-project.org>wrote: > >> Send R-SIG-Finance mailing list submissions to >> r-sig-finance@r-project.org >> >> To subscribe or unsubscribe via the World Wide Web, visit >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> or, via email, send a message with subject or body 'help' to >> r-sig-finance-requ...@r-project.org >> >> You can reach the person managing the list at >> r-sig-finance-ow...@r-project.org >> >> When replying, please edit your Subject line so it is more specific >> than "Re: Contents of R-SIG-Finance digest..." >> >> >> Today's Topics: >> >> 1. Re: Daily dividend yield (G See) >> >> >> ---------------------------------------------------------------------- >> >> Message: 1 >> Date: Sun, 14 Oct 2012 21:39:26 -0500 >> From: G See <gsee...@gmail.com> >> To: FJ M <chicagobrownb...@hotmail.com> >> Cc: r-sig <r-sig-finance@r-project.org> >> Subject: Re: [R-SIG-Finance] Daily dividend yield >> Message-ID: >> <CA+xi= >> qy0nui_a8godgqv4mjxrukbqdhagl8bqsntjuapqsi...@mail.gmail.com> >> Content-Type: text/plain; charset=ISO-8859-1 >> >> Hi Frank, >> >> > 1) I have downloaded both the dividends and the OHLCVAdjC data >> successfully. When I merge the data with fill=0.0 and export the merged >> data with write.csv, the date is replaced with the index from 1 to 52, >> first few lines: >> >> I suggest using write.zoo(). But, you can also consult ?write.table >> and the R Data Import/Export manual >> (http://cran.r-project.org/doc/manuals/R-data.html) >> >> > 2) Divs contains the dividend date and the 1 dividend 0.20. Stock >> contains theOHLVAdjC data for Microsoft. I can print the dates using >> Divs[1,0] and Stock[1,0] but a comparison of those dates always results in >> an error: >> >> What looks like Dates to you is actually a zero-width xts object. >> >> This is the line that's giving you trouble >> >> if ((Stock[i,0]) == (Divs[j,0])) Current_Div <- Divs[j,1] >> >> If you are trying to compare indexes, maybe something along these >> lines would work better. >> >> index(Stock[i]) == index(Divs[j]) >> >> #---- >> > if (Stock[i, 0] == Divs[1, 0]) print("equal") >> Error in if (Stock[i, 0] == Divs[1, 0]) print("equal") : >> argument is of length zero >> > Divs[1, 0] >> >> 2012-08-14 >> > length(Divs[1, 0]) >> [1] 0 >> > index(Divs[1]) >> [1] "2012-08-14" >> > if (index(Stock[i]) == index(Divs[1])) print("equal") # no error >> #---- >> >> That said, I'm fairly confident that you should not use a (double) for >> loop for this. I can't quite tell from your code what you're trying >> to do, but if you provide your desired output, I'm sure we can come up >> with a vectorized solution. >> >> For example, if you want to multiply the last quarterly dividend >> amount by 4 and use that value every day until the next dividend, you >> can do the following: >> >> # Setup based on original question >> Divs_Per_Year<-4 >> startDate=as.Date("2012-05-01") >> endDate=as.Date("2012-10-13") >> Divs<-getDividends(ticker, from = startDate, to = endDate) >> Stock <- getSymbols(ticker, from=startDate, to=endDate, src='yahoo', >> auto.assign=FALSE) >> # End setup >> >> na.locf(merge(Stock, Divs * Divs_Per_Year, retside=c(FALSE, TRUE))) >> >> Or, if you want to do basically the same thing, but divide the current >> estimate for the annual dividend amount by the most recent price in >> order to calculate the current yield, you can do this: >> >> with(na.locf(merge(Stock, AnnDiv=Divs * Divs_Per_Year)), AnnDiv / >> MSFT.Adjusted) >> >> HTH, >> Garrett >> >> On Sat, Oct 13, 2012 at 10:29 PM, FJ M <chicagobrownb...@hotmail.com> >> wrote: >> > >> > I'm trying to calculate the current yield for MSFT using the most recent >> dividend and daily closing price of MSFT. I've tried a couple of approaches >> that don't work, any suggestions would be appreciated. >> >> >> >> ------------------------------ >> >> _______________________________________________ >> R-SIG-Finance mailing list >> R-SIG-Finance@r-project.org >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> >> >> End of R-SIG-Finance Digest, Vol 101, Issue 14 >> ********************************************** >> > > > > -- > Ram Ahluwalia > 917.363.3747 > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.