SQL to calculate value of Shares at a particular time - sql

Question

I'm looking for a way that I can calculate what the value of shares are at a given time.
In the example I need to calculate and report on the redemptions of shares in a given month.
There are 3 tables that I need to look at:
Redemptions table that has the Date of the redemption, the number of shares that were redeemed and the type of share.
The share type table which has the share type and links the 1st and 3rd tables.
The Share price table which has the share type, valuation date, value.
So what I need to do is report on and have calculated based on the number of share redemptions the value of those shares broken down by month.
Does that make sense?
Thanks in advance for your help!
Apologies, I think I should elaborate a little further as there might have been some misunderstandings. This isn't to calculate daily changing stocks and shares, it's more for fund management. What this means is that the share price only changes on a monthly basis and it's also normally a month behind.
The effect of this is that the what the query needs to do, is look at the date of the redemption, work out the date ie month and year. Then look at the share price table and if there's a share price for the given date (this will need to be calculated as it will be a single day ie the price was x on day y) then multiple they number of units by this value. However, if there isn't a share price for the given date then use the last price for that particular share type.
Hopefully this might be a little more clear but if there's any other information I can provide to make this easier then please let me know and I'll supply you with the information.
Regards,
Phil

Answer 1

This should do the trick (note: updated to group by ShareType):
SELECT
ST.ShareType,
RedemptionMonth = DateAdd(month, DateDiff(month, 0, R.RedemptionDate), 0),
TotalShareValueRedeemed = Sum(P.SharePrice * R.SharesRedeemed)
FROM
dbo.Redemption R
INNER JOIN dbo.ShareType ST
ON R.ShareTypeID = ST.ShareTypeID
CROSS APPLY (
SELECT TOP 1 P.*
FROM dbo.SharePrice P
WHERE
R.ShareTypeID = P.ShareTypeID
AND R.RedemptionDate >= P.SharePriceDate
ORDER BY P.SharePriceDate DESC
) P
GROUP BY
ShareType,
DateAdd(month, DateDiff(month, 0, R.RedemptionDate), 0)
ORDER BY
ShareType,
RedemptionMonth
;
See it working in a Sql Fiddle.
This can easily be parameterized by simply adding a WHERE clause with conditions on the Redemption table. If you need to show a 0 for share types in months where they had no Redemptions, please let me know and I'll improve my answer--it would help if you would fill out your use case scenario a little bit, and describe exactly what you want to input and what you want to see as output.
Also please note: I'm assuming here that there will always be a price for a share redemption--if a redemption exists that is before any share price for it, that redemption will be excluded.

Answer 2

If you have the valuations for every day, then the calculation is a simple join followed by an aggregation. The resulting query is something like:
select year(redemptiondate), month(redemptiondate),
sum(r.NumShares*sp.Price) as TotalPrice
from Redemptions r left outer join
ShareType st
on r.sharetype = st.sharetype left outer join
SharePrice sp
on st.sharename = sp.sharename and r.redemptiondate = sp.pricedate
group by year(redemptiondate), month(redemptiondate)
order by 1, 2;

Answer 3

If I understand your question, you need a query like
select shares.id, shares.name, sum (redemption.quant * shareprices.price)
from shares
inner join redemption on shares.id = redemption.share
inner join shareprices on shares.id = shareprices.share
where redemption.curdate between :p1 and :p2
order by shares.id
group by shares.id, shares.name
:p1 and :p2 are date parameters

Answer 4

If you just need it for one date range:
SELECT s.ShareType, SUM(ISNULL(sp.SharePrice, 0) * ISNULL(r.NumRedemptions, 0)) [RedemptionPrice]
FROM dbo.Shares s
LEFT JOIN dbo.Redemptions r
ON r.ShareType = s.ShareType
OUTER APPLY (
SELECT TOP 1 SharePrice
FROM dbo.SharePrice p
WHERE p.ShareType = s.ShareType
AND p.ValuationDate <= r.RedemptionDate
ORDER BY p.ValuationDate DESC) sp
WHERE r.RedemptionDate BETWEEN #Date1 AND #Date2
GROUP BY s.ShareType
Where #Date1 and #Date2 are your dates
The ISNULL checks are just there so it actually gives you a value if something is null (it'll be 0). It's completely optional in this case, just a personal preference.
The OUTER APPLY acts like a LEFT JOIN that will filter down the results from SharePrice to make sure you get the most recent ValuationDate from table based on the RedemptionDate, even if it wasn't from the same date range as that date. It could probably be achieved another way, but I feel like this is easily readable.
If you don't feel comfortable with the OUTER APPLY, you could use a subquery in the SELECT part (i.e., ISNULL(r.NumRedemptions, 0) * (/* subquery from dbo.SharePrice here */)