What is the formula for geometric mean with some negative data

J

jett

The only formula they give is for positive data. I am trying to calculate the
geometric mean of returns for different portfolios with some negative data.
 
R

Ron Rosenfeld

The only formula they give is for positive data. I am trying to calculate the
geometric mean of returns for different portfolios with some negative data.
Click to expand...

Probably you should "convert" everything to positive numbers by adding one (1)
to all the percentage returns; then subtract one (1) from your result.

--ron
 
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