用累积法计算股息的再投资 [英] Calculating reinvestment of dividends with a cumulative approach

问题描述

这是我的data.table看起来像。 A：E列只是绘制与excel的比较。列 NewShares 是我所需的列。我不要在我的数据中有该列。

  ABCDEF 
 dt< （'
 InitialShares级价格金额CashPerShare NewShares 
 1573.333 0 9.5339 13973.71 0 1573.333 
 0 1 10.2595 0 .06689 1584.73 
 0 1 10.1575 0 .06689 1596.33 
 0 1 9.6855 0 .06689 1608.58'）
  

我试图计算 NewShares 假设通过将股息（ NewShares * CashPershare ）再投资于 InitialShares 90％的价格（ Price * .9 ）。在excel land中，公式将为第二行的 = F2 +（（F2 * E3 * B3）/（C3 * 0.9））。第一行等于 InitialShares 。

在R land，我试图）：

  dt [，NewShares：= cumsum（InitialShares [1] * Level * CashPerShare /（Price * .9） InitialShares [1]）] 
  

请注意小数点 NewShares 一旦生成字段为了验证您的方法。

解决方案

如果扩展公式，您会意识到这是有效的：

  dt [，NewShares：= cumprod（1 + Level * CashPerShare / Price / 0.9）* InitialShares [1]] 
  pre> 
This is what my data.table looks like. The A:E columns are just to draw comparison to excel. Column NewShares is my desired column. I DO NOT have that column in my data.
            A           B        C         D         E          F
 dt<-fread('                 
  InitialShares     Level     Price    Amount   CashPerShare NewShares
         1573.333       0      9.5339   13973.71    0          1573.333
           0            1      10.2595    0       .06689       1584.73
           0            1      10.1575    0       .06689       1596.33
           0            1      9.6855    0       .06689       1608.58')
I am trying to calculate NewShares with the assumption that new shares are added to InitialShares by reinvesting dividends(NewShares*CashPershare) at 90% of the price(Price*.9). In excel land the formula will be =F2+((F2*E3*B3)/(C3*0.9)) as of the second row. The first row is just equal to InitialShares.

In R land, I am trying(which is not quite right):
dt[,NewShares:= cumsum(InitialShares[1]*Level * CashPerShare/(Price*.9)+InitialShares[1])]
Please pay attention to the Decimal points of NewShares once you generate the field in order to validate your approach. 
解决方案
If you expand your formula, you'll realize that this works:
dt[, NewShares := cumprod(1+Level*CashPerShare/Price/0.9)*InitialShares[1]]


                        
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