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Thread: Backtest Dividend Correlation VBA

  1. #1
    Neophyte fizuaal's Avatar
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    Dec 2019
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    Backtest Dividend Correlation VBA

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    Hello all, Hope you are well,

    I am a beginner in VBA & in modelling, that's why I'm asking for your help today.

    I have a data base with 300 stocks annual dividends and monthly stocks prices. I have therefore made a vba graph (sheet "Base 100 Dividendes") comparing the stock price evolution of a stock (orange curve), with its dividendes evolution (blue curve). The histogram illustrates the dividend progression.
    Problem: I am trying to create a model with a backtest. This model would try to find a correlation between the histogram's evolution and the stock price evolution. This model can be backtested on the all period or just 1, 2 or 3years. (I don't much knowledge in maths & stats). & this model aims to say if we sell (depending on the period & parameters) or keep a stock.
    Example: On the stock 7532 JP Equity, we can see that the stock price is positively correlated to the the histogram evolution.

    I'm open to any solutions even though I'd like to stay on VBA Excel.

    Thank you very much! have a nice day,
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