Calculating reinvestment of dividends with a cumulative approach

问题

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.

回答1:

If you expand your formula, you'll realize that this works:

dt[, NewShares := cumprod(1+Level*CashPerShare/Price/0.9)*InitialShares[1]]

来源：https://stackoverflow.com/questions/40495918/calculating-reinvestment-of-dividends-with-a-cumulative-approach