The impact of rate of return calculation on the quality of data. 
Piotr J. Dudojć 
Gdansk University of Technology, Narutowicza 11/12, Gdańsk 80952, Poland 
Abstract 
One of the methods used for capital markets data analysis is calculating a rate of return from a hypothetical investment. Therefore, it was decided to investigate the impact of such transformation on the quality of the obtained data. By analogy to the signal to noise ratio, known from the signal processing theory, as a quality criterion the ratio of mean and standard deviation was used. For the purpose of theoretical analysis the model of ratio of normal variables, developed by G. Marsaglia, was applied. The general idea of the research is as follows. Firstly, quotations are divided into small sets in order to calculate their characteristics , then the return ratio is calculated by dividing particular sets with each other and finally the result characteristics are compared with the source ones. Results from the theoretical research suggest that increase the quality of data after calculating rate of return is possible in the boundary of the mentioned model. 
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Presentation: Poster at 8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych", by Piotr J. Dudojć Submitted: 20150816 13:06 Revised: 20150816 13:07 