ReturnSwitch | ||||||||
Data Type: Integer (Optional) | ||||||||
Either an Integer (whole number) or the variable can be omitted. v | ||||||||
Example: 2 | ||||||||
Variable Values | ||||||||
Default(s) | ||||||||
0 | Annualised Periodic Return over the period | |||||||
Switches | ||||||||
0 | Annualised Periodic Return over the period | |||||||
1 | Range of Periodic Returns (Max-Min) | |||||||
2 | Minimum Periodic Return | |||||||
3 | Maximum Periodic Return | |||||||
4 | Mean Periodic Return | |||||||
5 | Median Periodic Return | |||||||
6 | Standard Deviation of Periodic Returns | |||||||
7 | Sample Variance of Periodic Returns | |||||||
8 | Kurtosis of Periodic Returns | |||||||
9 | Skewness of Periodic Returns | |||||||
10 | Cumulative Return | |||||||
20 | Annualised Periodic Index Return over the period | |||||||
21 | Range of Index Returns | |||||||
22 | Minimum of Index Returns | |||||||
23 | Maximum of Index Returns | |||||||
24 | Mean of Index Returns | |||||||
25 | Median of Index Returns | |||||||
26 | Standard Deviation of Periodic Index Returns | |||||||
27 | Sample Variance of Periodic Index Returns | |||||||
28 | Kurtosis of Periodic Index Returns | |||||||
29 | Skewness of Periodic Index Returns | |||||||
30 | Cumulative Index Return | |||||||
40 | Slope of Periodic Returns (y axis) vs Time (x axis) | |||||||
41 | Intercept of Periodic Returns (y axis) vs Time (x axis) | |||||||
42 | R squared (correlation coeff) of Periodic Returns (y axis) vs Time (x axis) | |||||||
43 | Beta | |||||||
45 | Number of Periods | |||||||
46 | CoVariance of Returns |