Average of Price Changes (one asset)

Last updated 9 November 2026

Function reference › Risk and Performance Measures › Average

1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].

GIA_RPM_AverageChanges1

Returns the average of asset price changes over chosen time horizon (number of days) during a specified period, given historical prices.

GIA_RPM_AverageChanges1(HDates, HRates, TimeInterval, Overlap, DaysNumber, WeekLastDay, PriceChangeCalc, StartDate, EndDate, ExcludeFromDate, ExcludeToDate)

Returns: Average of asset price changes over chosen time horizon (number of days) during a specified period

ArgumentUseDescription
HDatesRequiredThe array of dates of historical prices of the asset.
HRatesRequiredThe array of historical prices of the asset.
TimeIntervalRequiredTime period of the price changes (Days, Week, Month, Quarter, Year)
OverlapRequiredWhether there is an overlap between dates (Yes, No)
DaysNumberRequiredNumber of days if the parameter TimeInterval is Days
WeekLastDayRequiredThe last day of the week if the parameter TimeInterval is Week (Sunday, Monday, Tuesday, Wednesday, Thursday, Friday)
PriceChangeCalcRequiredCalculation type of the price change (Discrete, Continuous, Absolute). See the documentation for full description.
StartDateRequiredThe first date in the required period.
EndDateRequiredThe last date in the required period.
ExcludeFromDateRequiredThe first date in the period excluded from the required period.
ExcludeToDateRequiredThe last date in the period excluded from the required period.