Skip to content

Calculating the total change in shareprice over a time periond

2 messages · e-mail ma015k3113, David Stevens

Original
e-mail ma015k3113
# 
Dear All, I have a data frame which is structured as follows:


COMPANY_NUMBER 	COMPANY_NAME 	CITY 	YEAR_END_DATE 	CLOSE_SHARE_PRICE
22705 	CARDIFF PROPERTY PUBLIC LIMITED COMPANY 	(THE)Egham 	30/09/2005 	NA
22705 	CARDIFF PROPERTY PUBLIC LIMITED COMPANY 	(THE)Egham 	30/09/2006 	NA
22705 	CARDIFF PROPERTY PUBLIC LIMITED COMPANY 	(THE)Egham 	30/09/2007 	9.65
22705 	CARDIFF PROPERTY PUBLIC LIMITED COMPANY 	(THE)Egham 	30/09/2008 	6.55
22705 	CARDIFF PROPERTY PUBLIC LIMITED COMPANY 	(THE)Egham 	30/09/2009 	6.55
22705 	CARDIFF PROPERTY PUBLIC LIMITED COMPANY 	(THE)Egham 	30/09/2010 	7.5
10395804 	TOC PROPERTY BACKED LENDING TRUST PLC 	Newcastle Upon Tyne 	30/11/2016 	NA
10395804 	TOC PROPERTY BACKED LENDING TRUST PLC 	Newcastle Upon Tyne 	30/11/2017 	1.04
10395804 	TOC PROPERTY BACKED LENDING TRUST PLC 	Newcastle Upon Tyne 	30/11/2018 	1.04
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2000 	NA
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2001 	NA
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2003 	NA
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2004 	NA
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2005 	NA
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2006 	1.09
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2007 	1.17
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2008 	1.24
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2009 	0.9
SC192761 	MARTIN CURRIE GLOBAL PORTFOLIO TRUST PLC 	Edinburgh 	31/01/2010 	1.14



I am trying to calculate the total change in share price like for CARDIFF PROPERTY PUBLIC LIMITED COMPANY the total change

between 2005 and 2006 is NA and for 2006 and 2007 it is NA for 2007 and 2008 it is -3.1 and 2008 and 2009 it is 0 and 2009 and 2010 it is +.95. 


I am trying to achieve this via he following code:

for (i in 1:(nrow(PLC)-1))
if (isTRUE (PLC[i, 1] == PLC[i + 1, 1]))
{
PLC$CH_SH_PRICE(i+1) = (PLC$CLOSE_SHARE_PRICE[i+1] -
PLC$CLOSE_SHARE_PRICE[i])
}


I get the following error


Error in 1:(nrow(PLC) - 1) : argument of length 0


Can you kindly suggest any solution to this issue?


Thanks in advance.
David Stevens
# 
Mr. Blueyonder,

There are a number of problems with this.

1) is the data below really in a data frame? I coerced your table into a 
data frame, guessing at the structure and when I print out the 1st three 
rows I get an alignment into proper columns

COMPANY_NUMBER COMPANY_NAME??????????????? CITY YEAR_END_DATE 
CLOSE_SHARE_PRICE
1?????????? 22705? CARDIFF PROPERTY PUBLIC LIMITED COMPANY????????? 
(THE)Egham??? 30/09/2005??????????????? NA
2?????????? 22705? CARDIFF PROPERTY PUBLIC LIMITED COMPANY????????? 
(THE)Egham??? 30/09/2006??????????????? NA
3?????????? 22705? CARDIFF PROPERTY PUBLIC LIMITED COMPANY????????? 
(THE)Egham??? 30/09/2007????????????? 9.65

I'd guess that your PLC is actually a 1 column data frame based on how 
you present it. Because what you gave is so small, I just added commas 
where they seemed suitable and used

PLC <- read.csv(file='clipboard',header=T,stringsAsFactors = T)

to create the data frame above. It's likely that your actual problem is 
much larger so I'd export the data as a CSV file, and read it into R in 
a similar way using

PLC <- read.csv(file='myfile.csv',header=T,stringsAsFactors = T)

2) Your code is incorrect as is for two reasons. a) for your approach to 
work, you'll need to create an empty column CH_SH_PRICE before running 
the loop, because your loop is trying to place data into a non-existent 
column b) the code PLC$CH_SH_PRICE(i+1) has to use square brackets, 
otherwise R thinks PCL$CH_SH_PRICE is a function rather than a reference 
to column element i+1 as in PLC$CH_SH_PRICE[i+1]

Also, the functionisTRUE is actually the following

function (x)
is.logical(x) && length(x) == 1L && !is.na(x) && x

Is this really what you want to do, rather than just checking the 
company number, as inPLC[i,1] == PLC[i+1,1]?

Assuming (tentatively) I guessed right, here's what I got

COMPANY_NUMBER??????????????????????????? COMPANY_NAME CITY 
YEAR_END_DATE CLOSE_SHARE_PRICE CH_SH_PRICE
1????????? 22705 CARDIFF PROPERTY PUBLIC LIMITED COMPANY (THE)Egham??? 
30/09/2005??????????????? NA????????? NA
2????????? 22705 CARDIFF PROPERTY PUBLIC LIMITED COMPANY (THE)Egham??? 
30/09/2006??????????????? NA????????? NA
3????????? 22705 CARDIFF PROPERTY PUBLIC LIMITED COMPANY (THE)Egham??? 
30/09/2007????????????? 9.65????????? NA
4????????? 22705 CARDIFF PROPERTY PUBLIC LIMITED COMPANY (THE)Egham??? 
30/09/2008????????????? 6.55?????? -3.10

Good luck.

David Stevens
On 3/31/2021 11:04 AM, e-mail ma015k3113 via R-help wrote: