Historical Currency Conversion: New in Wolfram Language 11

Historical Currency Conversion

The closing prices of German company Siemens traded at the Frankfurt Stock Exchange in Germany are given in euros. Convert them to US dollars using the historical currency conversion rates for each closing date.

show complete Wolfram Language input

In[1]:=

siemens = 
  TimeSeries@
   WolframAlpha[
    "Siemens stocks in 2015", \
{{"DateRangeSpecified:Close:FinancialData", 1}, "ComputableData"}];

In[2]:=

siemens = TemporalData[TimeSeries, {{
StructuredArray[QuantityArray, {253}, 
StructuredArray`StructuredData[QuantityArray, CompressedData["
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"], "Euros", {{
       1}}]]}, CompressedData["
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"], 1, {
    "Continuous", 1}, {"Discrete", 1}, 1, {
    ValueDimensions -> 1, DateFunction -> Automatic, 
     ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}},
    True, 314.1];

In[3]:=

siemens["FirstValue"]

Out[3]=

Obtain historical currency conversion rates EUR/USD for that period.

show complete Wolfram Language input

In[4]:=

rates = TimeSeries[
   First[WolframAlpha[
     "euro to dollar in 2015", {{"Result", 1}, "ComputableData"}]]];

In[5]:=

rates = TemporalData[TimeSeries, {{
StructuredArray[QuantityArray, {343}, 
StructuredArray`StructuredData[QuantityArray, CompressedData["
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"], "USCents", {{
       1}}]]}, CompressedData["
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"], 1, {"Continuous", 1}, {"Discrete", 1}, 1, {
    ValueDimensions -> 1, DateFunction -> Automatic, 
     ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}},
    True, 314.1];

Plot the historical rates compared with the current rate.

In[6]:=

current = FinancialData["EUR/USD"]

Out[6]=

show complete Wolfram Language input

In[7]:=

DateListPlot[{rates, {{rates["FirstDate"], 
    current}, {rates["LastDate"], current}}}, FrameLabel -> Automatic,
  PlotTheme -> "Detailed", TargetUnits -> "$"]

Out[7]=

Check the units of the conversion rates.

In[8]:=

rates["FirstValue"]

Out[8]=

These conversion rates are in cents, so first convert the rates to US dollars and then divide by euros.

In[9]:=

ratesUSD = UnitConvert[rates, "$"]*Quantity[1/"Euros"]

Out[9]=

In[10]:=

ratesUSD["FirstValue"]

Out[10]=

Multiply the time series of stock prices by the times of the currency exchange rates.

In[11]:=

prices1 = ratesUSD*siemens;

Use UnitConvert to convert the stock prices using the current rate of the US dollar vs. the euro.

In[12]:=

prices2 = UnitConvert[siemens, "$"];

show complete Wolfram Language input

In[13]:=

DateListPlot[{prices1, prices2}, 
 PlotLegends -> {"stock price with historical rate conversion", 
   "stock price with current rate conversion"}, 
 PlotTheme -> "Detailed", FrameLabel -> Automatic]

Out[13]=

Wolfram Language™

Historical Currency Conversion

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