SQL Statement for MS Access Query to Calculate Quarterly Growth Rate - sql

Question

I have a table named "Historical_Stock_Prices" in a MS Access database. This table has the columns: Ticker, Date1, Open1, High, Low, Close1, Volume, Adj_Close. The rows consist of the data for each ticker for every business day.
I need to run a query from inside my VB.net program that will return a table in my program that displays the growth rates for each quarter of every year for each ticker symbol listed. So for this example I would need to find the growth rate for GOOG in the 4th quarter of 2012.
To calculate this manually I would need to take the Close Price on the last BUSINESS day of the 4th quarter (12/31/2012) divided by the Open Price of the first BUSINESS day of the 4th quarter (10/1/2012). Then I need to subtract by 1 and multiply by 100 in order to get a percentage.
The actual calculation would look like this: ((707.38/759.05)-1)*100 = -6.807%
The first and last days of each quarter may vary due to weekend days.
I cannot come up with the correct syntax for the SQL statement to create a table of Growth Rates from a table of raw Historical Prices. Can anyone help me with the SQL statment?

Answer 1

Here's how I would approach the problem:
I'd start by creating a saved query Access named [Stock_Price_with_qtr] that calculates the year and quarter for each row:
SELECT
Historical_Stock_Prices.*,
Year([Date1]) AS Yr,
Switch(Month([Date1])<4,1,Month([Date1])<7,2,Month([Date1])<10,3,True,4) AS Qtr
FROM Historical_Stock_Prices
Then I'd create another saved query in Access named [Qtr_Dates] that finds the first and last business days for each ticker and quarter:
SELECT
Stock_Price_with_qtr.Ticker,
Stock_Price_with_qtr.Yr,
Stock_Price_with_qtr.Qtr,
Min(Stock_Price_with_qtr.Date1) AS Qtr_Start,
Max(Stock_Price_with_qtr.Date1) AS Qtr_End
FROM Stock_Price_with_qtr
GROUP BY
Stock_Price_with_qtr.Ticker,
Stock_Price_with_qtr.Yr,
Stock_Price_with_qtr.Qtr
That would allow me to use the following query in VB.NET (or C#, or Access itself) to calculate the quarterly growth rates:
SELECT
Qtr_Dates.Ticker,
Qtr_Dates.Yr,
Qtr_Dates.Qtr,
(([Close_Prices]![Close1]/[Open_Prices]![Open1])-1)*100 AS Qtr_Growth
FROM
(
Historical_Stock_Prices AS Open_Prices
INNER JOIN Qtr_Dates
ON (Open_Prices.Ticker = Qtr_Dates.Ticker)
AND (Open_Prices.Date1 = Qtr_Dates.Qtr_Start)
)
INNER JOIN
Historical_Stock_Prices AS Close_Prices
ON (Qtr_Dates.Ticker = Close_Prices.Ticker)
AND (Qtr_Dates.Qtr_End = Close_Prices.Date1)