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homerhayes
Posted : Sunday, March 7, 2010 11:31:23 AM
Registered User
Joined: 11/13/2009
Posts: 14
When I run the dates 1/4/10 - 1/29/10 for the SP-500 I get  -5.22. Then when I run 2/1/10 - 2/26/10 I get +1.40. But when I run 1/4/10 - 2/26/10 I get  -2.52. Why is it not  -5.22 -1.40 = -3.82?
Apsll
Posted : Sunday, March 7, 2010 12:10:43 PM

Registered User
Joined: 3/21/2006
Posts: 4,308
How are you David, I am glad that you decided to sign up. Thanks for all your help with Freecharts.

I think that you should Measure from 1/29/10 to 2/26/10 instead of from 2/1/10 to 2/26/10
then you get 2.85 but then if you add -5.22 and 2.85 the sum =-2.37 still not -2.52

Maybe one of the math wizbangs will step in to help. I know that Bruce will have your answer Monday

Again welcome.

Apsll/castleme21
Bruce_L
Posted : Monday, March 8, 2010 9:41:06 AM


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Joined: 10/7/2004
Posts: 65,138
splitrockcapital,
Apsll is correct in that you need to include the central date in both segments if you want the results to match period as a whole.

So we have January 4-29, 2010 as -5.22 percent for the SP-500 and January 29, 2010 through February 26, 2010 as 2.85 percent. To get the -2.52 percent over the entire Period you would need to convert the percentages to ratios, do the math and then convert back.

-5.22% = 0.9478
2.85% = 1.0285
0.9478 * 1.0285 = 0.9748123 = -2.51877%

-Bruce
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