Recent content by GraemeA

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    Weighted Average Statistics

    Hi, I have a portfolio of stocks for which I want to calculate some asset-weighted statistics (the weights being the proportion of each stock in the portfolio). These metrics, available for each stock in the portfolio, fall into three broad groups: 1. Ratios (like the Price/Earnings Ratio)...
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    Number of Observations for Robust Statistic

    Hi, For our corporate reporting we calculate the standard deviation of a list of monthly growth rates. The common wisdom among my colleagues is that a minimum of 30 such data points is required to calculate a robust statistic and so we calculate the standard deviation for 3 years. Can someone...