Geo mean extended

S

Stephen

Hi,

I am trying to calculate a weighted avg. for some returns in a stock portfolio

I have been using this expression

=EXP(AVERAGE(IF(ISNUMBER(RPC),LN(1+RPC))))-1

to calculate the simple geo average. Could u help me extend the formula to
allow for weighted geo means based on a collumn with various weights I have
beside the actual percentage returns?
 

Ask a Question

Want to reply to this thread or ask your own question?

You'll need to choose a username for the site, which only take a couple of moments. After that, you can post your question and our members will help you out.

Ask a Question

Similar Threads

Weighted average with changing weights… 1
How do I add multiple values in an array based on multiple hits? 11
Avg. 1-month, 3-month, 6-month & 12-month Stock Returns 3
Lookup in array formula - loss of inspiration 0
Match and Index 0
Weighted averaging of dates 3
Array Formulas for Geometric Standard Deviation and Sharpe 6
How to compute historical stock statistics? 6

Top