Registered User Joined: 6/19/2014 Posts: 40
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Hi:
What is the difference please between Price Change and Price Growth?
Also, what are the formulas please for Price Change-1 Yr and Avg Price Change-3 Yr
Thanks, Fred
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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The price percent change just uses the starting and ending values over the period while the price growth rate is based on a linear regression line of all of the prices.
Price Growth Rate Explanation
A 1 year price percent change in an daily time frame would be:
100 * (C / C252 - 1)
You would have to switch up to at least a 2 day time frame to calculate a 3 year price percent change.
100 * C / C378 - 1)
Annualizing this to one year (what I am assuming you mean by average price change) would result in the following (you would need to use the 2 day time frame for this as well).
100 * ((C / C378) ^ (1 / 3) - 1)
-Bruce Personal Criteria Formulas TC2000 Support Articles
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