Hey all,
Our dataset consists of monthly stockprices and returns of approximately 1700 firms between 1989 and 2019. We would like to calculate the cumulative return per month per company and many websites online tell us to use log returns. However, since returns are bound to be negative between some months as well, we can't take the log of these numbers resulting in missing data. What would be the best way to calculate the cumulative returns in this scenario?
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