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Weighted % from average of range

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    Weighted % from average of range

    Probably not explained this very well in the to be honest. I've been asked to look at some data which measures retention of balances of Bonds after maturity and pull out a trend over time.

    Due to the make-up the balances that mature in any given month can vary wildly, and there is a bit of a correlation between size of maturity and balances retained (as you will see in the data), which means graphing a linear time series is quite volatile.

    What I need to do is to adjust each retention % to take into account the size of the maturity and bring them closer to the mean based on volumes been even throughout the 18 months. However I'm stuck for ideas on how to do this.

    The data shows based on volumes than low balances retain uncharacteristically high, and vice versa, so I'm wanting to do something which will bring down the %'s for low volumes and uplift them for high volumes as if everything was compared on a like for like basis.

    I can't see to upload, so this should work in CSV below.

    Month,Maturing Balance,Retained,,
    01/01/2016,"29,448,359",53%,,
    01/02/2016,"283,695,237",29%,,
    01/03/2016,"99,442,732",45%,,
    01/04/2016,"179,897,987",34%,,
    01/05/2016,"53,591,756",36%,,
    01/06/2016,"38,667,117",51%,,
    01/07/2016,"192,978,144",33%,,
    01/08/2016,"251,704,297",39%,,
    01/09/2016,"2,160,400",80%,,
    01/10/2016,"43,670,681",41%,,
    01/11/2016,"255,941,159",37%,,
    01/12/2016,"52,355,572",33%,,
    01/01/2017,"65,680,136",52%,,
    01/02/2017,"188,691,830",41%,,
    01/03/2017,"5,847,847",76%,,
    01/04/2017,"28,316,638",42%,,
    01/05/2017,"33,225,158",44%,,
    01/06/2017,"27,583,182",58%,,
    I also fear I may be in the wrong subforum, feel free to move.
    Last edited by mosmosmos; 06-21-2017 at 02:59 PM.

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