Hello new member here. Could any body confirm if my intuiton about the text bellow is right? ...citation:"The calculation of the daily volatility is done by a linear regression of the ETFââ¬â¢s daily market returns on the ETFââ¬â¢s daily NAV returns for the past six months. First pull daily market returns for the ETF and its underlying index for the past six months (125 trading days)."...end citation. I am trying to create some tools in my excel and I think I need (daily) NAV return on the selected ETF and the (daily) market return on the ETF underlying index. For example if I am interested to examine iShares KLD 400 Social Index Fund I need daily market returns on MSCI KLD 400 Social Index and daily NAV returns of iShares KLD 400 Social Index Fund. Since my m*****star (I do not know if I can name this webpage here) doesn`t provide me with this information does anybody of you have access to that daily NAVs (I am ready to pay you for certain historical data) Cheers, Jean
What symbols do you want? I have historical daily NAV's and will post them here free. Or give you remote read-only (select) database access so that you can pull the series yourself if you want too many to post here.