Sabtu, 13 Juli 2019

[smf_addin] Digest Number 4574

5 Messages

Digest #4574
1b
Re: 50-day moving average by "Randy Harmelink" rharmelink
2a
Market Cap/NAV by tom.glenn@optonline.net
2b
Re: Market Cap/NAV by "Randy Harmelink" rharmelink

Messages

Fri Jul 12, 2019 9:41 am (PDT) . Posted by:

a.bereziuk

If I do so:


=AVERAGE(smfGetYahooHistory("MMM",Today-101,Today-65,,"c",0,,50,1))


I get 202.54 but the correct value for it from stockcharts.com is about 205.00 (visually).



to convert calender day to trading days I use factor of 0.72, which is rounded relation of 36/50 days.

The offsets are calculated as rounded values: 101 = (90+50) x 0.72; 65 = 90 x 0,72


Fri Jul 12, 2019 10:27 am (PDT) . Posted by:

"Randy Harmelink" rharmelink

They match up fine for me. What you're telling me you want doesn't seem to
be what you're trying to achieve with the formulas.

I'm using this formula:

=AVERAGE(smfGetYahooHistory("MMM",,TODAY()-65,,"c",0,,50,1))

....and get 203.660049438476. That formula would compute the ending date as
2019-05-08. When I do that on Stockcharts:

http://schrts.co/PIkbZNIA

It tells me the 50-day moving average for that ending date is 203.66.

But going from Today()-65 to Today()-101 doesn't even give you 50 trading
days. It only gives you 26 days.

I'm still not sure what you're going after, since 90 trading days ago would
be about 2019-03-06. Because of holidays and weekends, it MUST be more than
3 months ago. You should be DIVIDING 90 by 0.72 to get the number of days.
That is:

=AVERAGE(smfGetYahooHistory("MMM",,TODAY()-125,,"c",0,,50,1))

....which gets you an ending date of 2019-03-06. Off by two days because of
the two holidays in between.

I'm curious how you are figuring out the 90 TRADING days when looking at a
chart on StockCharts, to get a visual value? The 50-day moving average from
3 CALENDAR MONTHS ago is 205.44. Which is about what I get with:

=AVERAGE(smfGetYahooHistory("MMM",,TODAY()-91,,"c",0,,50,1))

....or, more precisely:

=AVERAGE(smfGetYahooHistory("MMM",,EDATE(TODAY(),-3),,"c",0,,50,1))

On Fri, Jul 12, 2019 at 9:43 AM a.bereziuk@... wrote:

>
> If I do so:
>
> =AVERAGE(smfGetYahooHistory("MMM",Today-101,Today-65,,"c",0,,50,1))
>
> I get 202.54 but the correct value for it from stockcharts.com is about
> 205.00 (visually).
>
> to convert calender day to trading days I use factor of 0.72, which is
> rounded relation of 36/50 days.
> The offsets are calculated as rounded values: 101 = (90+50) x 0.72; 65 =
> 90 x 0,72
>
>
>

Fri Jul 12, 2019 12:55 pm (PDT) . Posted by:

a.bereziuk

))
Yes, my mistake was that I specified Start Date in the function. It seems that it is not needed at all, because the period is defined with the End Date and the number of trading days to scroll back.


I thought the chart shows only trading days. But, of course I need the date 3 calender months ago.

I don't need to count 90 trading days on the chart )).
Thanks, 205.44 is the correct value for April, 12.

Fri Jul 12, 2019 10:28 am (PDT) . Posted by:

tom.glenn@optonline.net

Hi,


Real newbie here..
I'm trying to analyse a list of tickers that are a combination of stocks, ETF's, Mutual Funds, CEFs, and preferred stocks. I have one Excel column for Market Cap to get an idea of the relative size. Element 941 or 25 in portfolioview work for many but not for others and i don't know where to go, especially for NAV for ...


I looked in the RCH Definition file and wrote down a number of values that contain "market cap" but I either get "error" or "obsolete";. Could not find one for NAV


Hope this is not insultingly basic!


tom


Fri Jul 12, 2019 12:43 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

How about element #5061?

On Fri, Jul 12, 2019 at 10:28 AM tom.glenn@... wrote:

> Real newbie here..
>
> I'm trying to analyse a list of tickers that are a combination of stocks,
> ETF's, Mutual Funds, CEFs, and preferred stocks. I have one Excel column
> for Market Cap to get an idea of the relative size. Element 941 or 25 in
> portfolioview work for many but not for others and i don't know where to
> go, especially for NAV for ...
>
> I looked in the RCH Definition file and wrote down a number of values that
> contain "market cap" but I either get "error" or "obsolete";. Could not
> find one for NAV
>
> Hope this is not insultingly basic!
>
>
>
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