Questions tagged [adjusted]
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16 questions
0 votes
0 answers
64 views
Should we add dividends as a cash to the portfolio cash when using the adjusted close price?
I am backtesting some strategy and using the adjusted close price. I wonder if I need to take into consideration the dividends paid in cash. Should I add them into portfolio cash or not ? As far as I ...
0 votes
0 answers
137 views
Total Return vs Adjusted Price Return
I have a question regarding the difference between the total return index and adjusted price for the index. Based on what I know... Total return index assumes dividend reinvestment. Adjusted price '...
- 11
0 votes
0 answers
153 views
how to adjust very old stock price correctly
lets say that i have a file stating a stock and the price which someone paid for it and the date. for example: apple (AAPL) 422$ 15/11/2011. now apple have gone through many splits and possibly public ...
- 101
1 vote
1 answer
1k views
Using Quandl Continuous Contracts
I am trying to use Quandl data futures for backtesting some trading scenarios, specifically Wiki Continuous Futures. Following the documentation, I understand that the data-set contains continuous ...
- 123
4 votes
1 answer
5k views
Total Returns From Adjusted Close Prices
I'm trying to understand why the total return (return including dividends) that I get from calculating return using adjusted close price, does not equal the total return calculated in another manner. ...
- 143
4 votes
1 answer
1k views
Discrepancy between total shareholder return and return calculated using adjusted share price?
I'm trying to understand a difference I'm seeing between the return I calculate using adjusted close price and the total shareholder return with dividends reinvested (TSR) I get from Bloomberg / this ...
13 votes
2 answers
7k views
Is Yahoo! Finance data good or bad now?
I have read various blog posts and reddit threads and so on talking about the recent changes to the Yahoo! Finance API and it leaves me very confused. I'm confused about what has changed. Supposedly ...
- 233
1 vote
1 answer
759 views
Backtesting and dividend adjustments
I am backtesting a number of trading strategies using a feed of unadjusted data from Factset. Before I run the backtest my routines adjust the data for splits and for special dividends. One question ...
- 111
1 vote
0 answers
36 views
How we can use adjusted price in combination with price limit in a stock market?
How we can use adjusted price in combination with price limit in stock market? suppose that we have a price limit in a stock market. For example if yesterday last price is ...
- 286
1 vote
1 answer
925 views
Design models using adjusted or unadjusted stock prices (time series prediction)?
I'm creating a predictive model for closing price of stocks (using neural network and support vector machines.). Is it appropriate to use adjusted prices or unadjusted prices for this prediction ...
- 286
4 votes
1 answer
2k views
Aren't Technical Indicators calculated on Adjusted Close Price?
I would assume that day to day movement in stock can be accurately compared with the Adjusted Close Price and not simply the Close Price, taking into account Stock Splits Dividends etc. http://www....
0 votes
1 answer
151 views
Adjusting open, highs and lows for past monthly stock prices?
I'm looking into modelling monthly stock prices and want to start off by using data from Yahoo Finance. I know that the closing prices given there are adjusted for stock splits and dividends, but I'...
- 19
2 votes
1 answer
979 views
Google historical prices on Yahoo Finance before split?
I recently noticed that the price history for Google (GOOG) on Yahoo Finance only goes back to when the stock split. For a while I thought they just hadn't gotten around to adjusting the close prices ...
- 656
1 vote
0 answers
123 views
Adjusted option prices?
I am trying to calculate IV of options for a ticker over the last 10 years. Problem is that some option prices don't make sense (for example, closing price \$31.94, but 30-day call option with 18 days ...
- 111
16 votes
3 answers
15k views
Daily returns using adjusted close
I want to chart the daily returns of a stock, and I'm using Yahoo finance data to download historic data. I was told to use Adjusted Close, but there seems to be an issue with this. For ANTO.L, you ...
- 263