R代码：为什么预期的回报无穷大？

Question

R代码的目的是从雅虎读取MSFT历史价格，并计算其每日开盘价的回报。

#load packages
library(quantmod)
library(PerformanceAnalytics)

getSymbols("MSFT") #read data

#Call function to analyze open price
table.AnnualizedReturns(MSFT[,1]) #End of the code

结果始终显示其返回值为无穷大，如下所示：

                          MSFT.Open
Annualized Return               Inf
Annualized Std Dev         136.4471
Annualized Sharpe (Rf=0%)       Inf

我很感激，如果有人能帮助我找出造成无限的错误。

Answer 1

我认为您需要首先将价格转换为使用table.AnnulizedReturns

#load packages
library(quantmod)
library(PerformanceAnalytics)

getSymbols("MSFT") #read data

#Call function to analyze open price

r <- Return.calculate(MSFT[,1]) #Returns

table.AnnualizedReturns(na.omit(r)) #End of the code

                          MSFT.Open
Annualized Return            0.0683
Annualized Std Dev           0.2735
Annualized Sharpe (Rf=0%)    0.2498