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Jul 20th, 2018
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  1. Stock # Date Monthly Return
  2. A 31/01/2015 1.05%
  3. A 28/02/2015 2.04%
  4. ..........
  5. A 31/01/2018 5.06%
  6. A 28/02/2018 8.07%
  7. A 31/03/2018 5.25%
  8.  
  9. B 31/01/2015 2.53%
  10. B 28/02/2015 2.55%
  11. ..........
  12. B 31/01/2018 1.53%
  13. B 28/02/2018 1.55%
  14. B 31/03/2018 1.63%
  15.  
  16. Stock # Effective Date 1 Month 3 Month 1 Year 5 Years (annualised)
  17. A 31/03/2018 5.25% 19.50% etc
  18. B 31/03/2018 1.63% 4.78% etc
  19.  
  20. import pandas as pd
  21. import glob
  22. from tabulate import tabulate
  23.  
  24. path = r'H:/'
  25.  
  26. filename = glob.glob(path + "Stock_Returns.xls")
  27. print(filename[0])
  28. df = pd.read_excel(filename[0])
  29.  
  30.  
  31.  
  32. df[['Return']] = df[['Return']].apply(pd.to_numeric)
  33. df['Date'] = pd.to_datetime(df['Date'])
  34. df['Return'] = df['Return']/100+ 1
  35. df = df[['Stock','Date', 'Return']]
  36. df['date']=df['As Of Date'].dt.year
  37. df['one_year_return'] = df.groupby(['Stock','date']).cumprod()
  38. df = df.groupby(['Stock','date']).nth(11)
  39. print(tabulate(df, headers='firstrow', tablefmt='psql'))
  40.  
  41. df.to_excel(filename[0])
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