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Custom Report for % Above 10Month MA?

Questions on using, creating, or understanding data in Fund Manager reports.

Postby Bosox13 » Fri Sep 27, 2013 7:54 am

I would like to create an equation that will tell the % Above/Below 10 month SMA instead of Weekly....Is there anyway to do this?

Thanks for your help
Bosox13
 
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Postby Mark » Fri Sep 27, 2013 10:52 am

Hi Bosox13,

All moving averages are calculated on a daily resolution, so a 10 month moving average is pretty close to a 40 week moving average. So, you can define a field like this:

100 * (End_NAV - MA40W) / MA40W

or, maybe 10 months is closer to 45 weeks, in which case you can use:

100 * (End_NAV - MA45W) / MA45W
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
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Postby Bosox13 » Sun Sep 29, 2013 12:54 pm

thanks mark...I initally did that, but i just didn't want to include all of the data points of the weekly MA (ie 4 points of data).....i just wanted to find a way to get the 1 data point for the end of the month....thanks for your help - i appreciate it
Bosox13
 
Posts: 12
Joined: Fri Sep 20, 2013 7:16 am


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