How to Compute the Return of Prices in R (Example Code)

In this article, I’ll explain how to compute the return of a vector of prices in the R programming language.

Introducing Example Data

x <- 1:10                       # Example vector in R
x                               # Display example vector in RStudio console
#  [1]  1  2  3  4  5  6  7  8  9 10

Example: Calculate Return of Prices Using diff & length Functions

diff(x) / x[- length(x)]        # Compute price return
# [1] 1.0000000 0.5000000 0.3333333 0.2500000 0.2000000 0.1666667 0.1428571
# [8] 0.1250000 0.1111111

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