What's the most efficient method for calculating the performance of a number of different indices (XAO, SP500, FTSE100 etc etc) on a monthly basis over the same specific period of time?
Thanks....
tech/a
17th-October-2007, 06:21 AM
Compared to what?
Each other?
Last year?
Last Month?
Chorlton
18th-October-2007, 08:58 PM
Compared to what?
Each other?
Last year?
Last Month?
Compared to either one's own equity curve or another index on a monthly basis......
nizar
18th-October-2007, 09:35 PM
I just do it manually.
Edwood
18th-October-2007, 10:29 PM
Chorlton make sure you're comparing like with like for a start - i.e., total return v's capital indices, be careful you don't mix & match in error (easy to do)
tech/a
19th-October-2007, 05:59 AM
If you have Metastock its easy.
You can plot any comparison Relative strength---M/A etc using the "P" variable in later issues or the security comparison function in latest issues V8 onwards.