Im trying to calculate the Time Weigthed Return for a portfolio of stocks. The formula is:
I have the following data:
Im calculate the TWR (time weigthed return) in Power Bi as:
TWR = productx(tabel1;TWR denom/yield+1)
The grey and blue marked/selected fields are individual single stock. Here you see the TWR for the grey stock is = 0,030561631 and for the blue TWR = 0,012208719 which is correct for the period from 09.03.19 to 13.03.19.
My problem is, when im trying to calculate the TWR for a portfolio of the two stocks, it takes the product og every row. In the orange field I have calculated the correct result in excel. But in Power BI it takes the product of the grey and blue stocks TWR: (0,0305661631 * 0,012208719) = 0,03143468 which is incorrect.
I want to sum(yield for both stocks)/sum(TWRDenominator for both stocks) for both stocks every single date, such that I not end up with two rows (one for each stock) but instead a common number every date for the portfolio.
I have calculated the column TWR denom/yield -1 in a measure like this:
twr denom/yield-1 = CALCULATE(1+sumx(tabel1;tabel1(yield)/sumx(tabel1;tabel1[TwrDenominator])))
How can I solved this problem?
Thank you in advance!
This is one solution to your question but it assumes the data is in the following format:
[Date] | [Stock] | [TWR] | [Yield]
-----------------------------------
[d1] | X | 12355 | 236
[d1] | y | 23541 | 36
[d2] ... etc.
I.e. date is not a unique value in the table, though date-stock name will be.
Then you can create a new calculated table using the following code:
Portfolio_101 =
CalculateTable(
Summarize(
DataTable;
DataTable[Date];
"Yield_over_TWR"; Sum(DataTable[Yield])/Sum(DataTable[TWR_den])+1
);
Datatable[Stock] in {"Stock_Name_1"; "Stock_Name_2"}
)
Then in the new Portfolio_101 create a measure:
Return_101 =
Productx(
Portfolio_101;
Portfolio_101[Yield_over_TWR]
)-1
If using your data I en up with the following table, I have created three calculated tables, one fore each stock and a third (Portfolio_103) with the two combined. In addition I have a calendar table which has a 1:1 relationship between all Portfolio tables.
Hope this helps, otherwise let me know where I've misunderstood you.
Cheers,
Oscar
Related
I have a background in data analytics and have done a similar workflow in SQL but am brand new to Apps Script. I am a bit at a loss on where to even start in Apps Script. Any advice or pointing me in the direction of useful examples would be truly appreciated!
Currently, I have a reference table on one sheet with categories and values and the start and end date that value applies to. Then I have a data table on another sheet where I add an entry date and a category and I would like to have Apps Script write the corresponding value for that category on the date.
Reference table data (a blank end date means that is the current rate):
Category
Value
Start date
End date
A
25
01/01/2022
3/31/2022
B
40
01/01/2022
C
30
01/01/2022
A
15
04/01/2022
The data table where the entry date and the category are added manually over time. I want to use the reference table to write the value for that category for that entry date.
Entry Date
Category
Value
02/20/2022
B
40
02/27/2022
A
25
03/20/2022
A
25
04/16/2022
C
15
05/12/2022
A
30
06/02/2022
B
40
How do you get the query the reference data for that entry date and category to find the row with the corresponding value?
Description
As I said I'm not good at QUERY but I finally got something to work. I'm sure other can improve on it.
First I created a named range TestQuery for the table of data. I could have just as easily used range "A1:D6"
Next I fill in the End Date with =TODAY() so it has a date value. Then I build my query.
=QUERY(TestQuery,"select B where ( ( A = '"&B11&"' ) and ( date '"&TEXT(A11,"yyyy-mm-dd")&"' > C ) and ( date '"&TEXT(A11,"yyyy-mm-dd")&"' < D ) )")
Reference
Query Language
Compare Dates in Query
Getting data from a table on a sheet
function getData() {
const ss = SpreadsheetApp.getActive();
const sh = ss.getSheetByName("Sheet0");
const values = sh.getRange("A2:D" + sh.getLastRow()).getValues();
Logger.log(JSON.stringify(values));//2d array
}
A2 is assumed to be the upper left corner of the data
I have 2 columns, Status and Date. The "Status" column contains three values ('Past Due', 'Soon Due', 'Calibrated').
I would like to display the most recent month name calculated for each of these status categories separately. Specifically, I would like to create a table visual where we have 3 different columns with the names "Past Due", "Soon Due", and "Calibrated". These columns display the most recent month name for dates corresponding to each status category, as outlined in the screenshots below.
Sample Input:
Desired Output:
FORMAT([DateField], "MMM") is the key DAX function here.
I've outlined the 3 measures below that should give you the result you want. Replace "Table1" with your table name.
Past Due
Past Due = CALCULATE(FORMAT(MAX(Table1[Date]), "MMM"), Table1[Status] = "Past Due")
Soon Due
Soon Due = CALCULATE(FORMAT(MAX(Table1[Date]), "MMM"), Table1[Status] = "Soon Due")
Calibrated
Calibrated = CALCULATE(FORMAT(MAX(Table1[Date]), "MMM"), Table1[Status] = "Calibrated")
Measures in Table
I have a portal on my "Clients" table. The related table contains the results of surveys that are updated over time. For each combination of client and category (a field in the related table), I only want the portal to display the most recently collected row.
Here is a link to a trivial example that illustrates the issue I'm trying to address. I have two tables in this example (Related on ClientID):
Clients
Table 1 Get Summary Method
The Table 1 Get Summary Method table looks like this:
Where:
MaxDate is a summary field = Maximum of Date
MaxDateGroup is a calculated field = GetSummary ( MaxDate ;
ClientIDCategory )
ShowInPortal = If ( Date = MaxDateGroup ; 1 ; 0 )
The table is sorted on ClientIDCategory
Issue 1 that I'm stumped on: .
ShowInPortal should equal 1 in row 3 (PKTable01 = 5), row 4 (PKTable01 = 6), and row 6 (PKTable01 = 4) in the table above. I'm not sure why FM is interpreting 1Red and 1Blue as the same category, or perhaps I'm just misunderstanding what the GetSummary function does.
The Clients table looks like this:
Where:
The portal records are sorted on ClientIDCategory
Issue 2 that I'm stumped on:
I only want rows with a ShowInPortal value equal to 1 should appear in the portal. I tried creating a portal filter with the following formula: Table 1 Get Summary Method::ShowInPortal = 1. However, using that filter removes all row from the portal.
Any help is greatly appreciated.
One solution is to use ExecuteSQL to grab the Max Date. This removes the need for Summary functions and sorts, and works as expected. Propose to return it as number to avoid any issues with date formats.
GetAsTimestamp (
ExecuteSQL (
"SELECT DISTINCT COALESCE(MaxDate,'')
FROM Survey
WHERE ClientIDCategory = ? "
; "" ; "";ClientIDCategory )
)
Also, you need to change the ShowInPortal field to an unstored calc field with:
If ( GetAsNumber(Date) = MaxDateGroupSQL ; 1 ; 0 )
Then filter the portal on this field.
I can send you the sample file if you want.
I have a report that i use Mean and Median measures that were calculated in SSAS 2012 tabular, the reports as follows:
when i use the Mean and Median directly, the values in the green box are correct and the column and row totals are incorrect.
after using aggregate instead of sum the following happens:
1- the blank row and blank column are now gone along with their values.
2- Then total of the Mean is correct in every cell except the grand total(2nd cell from right bottom corner), it appears to take the value of the cell given in Mean for the cross between blank and blank in previous pic.
3- The totals for the median are now either blank or 0 except for the grand total (right bottom corner cell), it seems to have the value for the Median from the cross of blank and blank in previous pic.
I am stuck here i dont know what to do and i want to avoid using another dataset if possible. HELP!!
A screen shot of my Query designer:
After including all empty spaces :
(=Aggregate is used on every cell),
please note after taking away extra dimension columns, the Total row in the bottom changed , the correct Mean totals from pre-pic are now gone.
The MDX for the DataSet :
SELECT { [Measures].[INCOME AVERAGE], [Measures].[INCOME MEDIAN] } ON COLUMNS, {[DIM_Type of Education for Household نوع التعليم لرب الأسرة].[EDU_TYPE_ENAME].[EDU_TYPE_ENAME].ALLMEMBERS * [DIM_Nationality of household الجنسية لرئيس الأسرة].[NATIONALITY_L1_ENAME].[NATIONALITY_L1_ENAME].ALLMEMBERS, [DIM_Type of Education for Household نوع التعليم لرب الأسرة].[EDU_TYPE_ENAME].[EDU_TYPE_ENAME].ALLMEMBERS * {[DIM_Nationality of household الجنسية لرئيس الأسرة].[NATIONALITY_L1_ENAME].[All]}, {[DIM_Type of Education for Household نوع التعليم لرب الأسرة].[EDU_TYPE_ENAME].[All]} * [DIM_Nationality of household الجنسية لرئيس الأسرة].[NATIONALITY_L1_ENAME].[NATIONALITY_L1_ENAME].ALLMEMBERS, {[DIM_Type of Education for Household نوع التعليم لرب الأسرة].[EDU_TYPE_ENAME].[All]} * {[DIM_Nationality of household الجنسية لرئيس الأسرة].[NATIONALITY_L1_ENAME].[All]}, ([DIM_Type of Education for Household نوع التعليم لرب الأسرة].[EDU_TYPE_ENAME].[EDU_TYPE_ENAME].ALLMEMBERS * [DIM_Nationality of household الجنسية لرئيس الأسرة].[NATIONALITY_L1_ENAME].[NATIONALITY_L1_ENAME].ALLMEMBERS ) } DIMENSION PROPERTIES MEMBER_CAPTION, MEMBER_UNIQUE_NAME ON ROWS FROM [Model] CELL PROPERTIES VALUE, BACK_COLOR, FORE_COLOR, FORMATTED_VALUE, FORMAT_STRING, FONT_NAME, FONT_SIZE, FONT_FLAGS
Thanks in advance.
Your MDX query includes a ton of fields. Can you simplify it to the following to see if it solves the problem:
+-----------+-------------+--------+---------+
| Education | Nationality | Median | Average |
+-----------+-------------+--------+---------+
| null | null | 100 | 110 |
| PhD | null | 100 | 110 |
| null | Saudi | 100 | 110 |
| PhD | Saudi | 100 | 110 |
+-----------+-------------+--------+---------+
Don't return any extra dimension columns.
I am using null to represent the All member which is now the MDX query designer does it. Hopefully just dragging and dropping Education and Nationality onto the grid in the graphical MDX query designer will get you what you want. There is a button that turns on showing the All member if I recall.
Row 1 is for the grand total in the very bottom right.
Row 2 is for the subtotal in the far right column.
Row 3 is for the subtotal on the bottom row.
Row 4 fills up the body of the Report.
Then change the layout of the Tablix so that the row group is on the Education column and nothing else. Change the column group to be on Nationality and nothing else. Make sure all the textboxes in your Tablix have =Aggregate. I am hopeful it should work now.
id datetime new_column datetime_rankx
1 12.01.2015 18:10:10 12.01.2015 18:10:10 1
2 03.12.2014 14:44:57 03.12.2014 14:44:57 1
2 21.11.2015 11:11:11 03.12.2014 14:44:57 2
3 01.01.2011 12:12:12 01.01.2011 12:12:12 1
3 02.02.2012 13:13:13 01.01.2011 12:12:12 2
3 03.03.2013 14:14:14 01.01.2011 12:12:12 3
I want to make new column, which will have minimum datetime value for each row in group by id.
How could I do it in Power BI desktop using DAX query?
Use this expression:
NewColumn =
CALCULATE(
MIN(
Table[datetime]),
FILTER(Table,Table[id]=EARLIER(Table[id])
)
)
In Power BI using a table with your data it will produce this:
UPDATE: Explanation and EARLIER function usage.
Basically, EARLIER function will give you access to values of different row context.
When you use CALCULATE function it creates a row context of the whole table, theoretically it iterates over every table row. The same happens when you use FILTER function it will iterate on the whole table and evaluate every row against the filter condition.
So far we have two row contexts, the row context created by CALCULATE and the row context created by FILTER. Note FILTER use the EARLIER to get access to the CALCULATE's row context. Having said that, in our case for every row in the outer (CALCULATE's row context) the FILTER returns a set of rows that correspond to the current id in the outer context.
If you have a programming background it could give you some sense. It is similar to a nested loop.
Hope this Python code points the main idea behind this:
outer_context = ['row1','row2','row3','row4']
inner_context = ['row1','row2','row3','row4']
for outer_row in outer_context:
for inner_row in inner_context:
if inner_row == outer_row: #this line is what the FILTER and EARLIER do
#Calculate the min datetime using the filtered rows
...
...
UPDATE 2: Adding a ranking column.
To get the desired rank you can use this expression:
RankColumn =
RANKX(
CALCULATETABLE(Table,ALLEXCEPT(Table,Table[id]))
,Table[datetime]
,Hoja1[datetime]
,1
)
This is the table with the rank column:
Let me know if this helps.