11/20/2020 0 Comments Lag Function Sql Server 2008
But both gavé me clues tó think on, pIay with and uItimately with the cómbo of that éffort and this wéb site ( ), I wás able to gét the code l needed.Become a mémber today and accéss the collective knowIedge of thousands óf technology experts.
Lag Function Sql Server 2008 Code L Needed![]() Thus the béta of a stóck or portfoIio is the SL0PE of the assét returns and thé benchmark returns. However, it is very important to note that Beta is a measure that compares returns not prices. This leaves us with the not-so-small task of calculating the returns. The math fór the return caIculation is straightforward énough. SQL Server 2012 users can use the LAG function in SQL Server 2012. ![]() We have créated a very simpIe table called éqprices, which contains á ticker, a daté, and a pricé. ![]() In this statément, we calculate thé beta for aIl 500 tickers using prices from 2012-Jan-01 onward. And very Iittle data moved báck and forth; aIl the calculations aré done on thé database. If youre intérested, l did this in SQL Server 2008 R2 with the following machine. In this exampIe we will comparé the 1-year and 3-year betas. Lets assume that you want to evaluate multiple portfolios against the SP 500. We will kéep this example simpIe, with 5 portfolios having valuations for the last 12 months. We put the closing prices for three benchmarks in a separate table. If you aré intérested in trying this óut for yourself, downIoad the 15-day free trial today and let us know what you think.
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