[R] Continuasly Compunded Returns with quantmod-data

barb mainzel89 at hotmail.com
Mon Nov 21 00:52:55 CET 2011

Hey guys,  

i want to calculate the continuasly compounded returns for stock prices. 

Formula for CCR:
R_t = ln(P_t/P_{t-1})*100

With R:

First i have to modify the vectors, so that they have the same length 
and we start at the second observation. 


That does work with normal vectors. 

My Questions:

1) I want to use this for stock prices.

so i use:


If i use my formula i get only the value "1" for every observation :( 

Thanks for your time and help!
I appreciate it


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