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Calculate and Analyze Asset Return

prices returns log returns time series finance +3

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Calculate asset (log) return series from asset price series. Calculate multi-period simple and log returns from single period simple and log returns. Calculate the four first central moments, perform normality tests, and show histograms for the selected return series. Show the development of the return series over time in a line plot.

Used extensions & nodes

Created with KNIME Analytics Platform version 4.3.1
  • KNIME Base nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.3.1

  • KNIME Expressions Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.3.0

  • KNIME JavaScript Views Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.3.0

  • KNIME Javasnippet Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.3.0

  • KNIME Math Expression (JEP) Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.3.0

  • KNIME Plotly Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.3.0

  • KNIME Quick Forms Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.3.1

  • KNIME Statistics Nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.3.0

  • KNIME Timeseries nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.3.0

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License (CC-BY-4.0)
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