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One-period returns to multi-period returns

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Versionv1.0Latest, created on 
Oct 20, 2023 1:29 PM
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Calculates k-period simple return series from one-period simple return series using the following formula: R(k) = (1+R_t)*(1+R_(t-1))*...*(1+R_(t-k+1)) - 1 Missing values in the one-period return series are treated as zeros. Required extensions: - KNIME Math Expression (JEP) (https://hub.knime.com/knime/extensions/org.knime.features.ext.jep/latest) - KNIME Quick Forms (https://hub.knime.com/knime/extensions/org.knime.features.js.quickforms/latest)

Component details

Input ports
  1. Type: Table
    One-period return series
    One or more numeric columns. Each selected column is interpreted as single period simple return series.
Output ports
  1. Type: Table
    k-period simple return series
    k-period simple return series calculated using the one-period simple return series and window length k that are provided in the input.

Used extensions & nodes

Created with KNIME Analytics Platform version 4.1.0
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    KNIME CoreTrusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.1.0

    knime profile image
    knime
  • Go to item
    KNIME Math Expression (JEP)Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.1.0

    knime profile image
    knime
  • Go to item
    KNIME Quick FormsTrusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.1.0

    knime profile image
    knime

This component does not have nodes, extensions, nested components and related workflows

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