Adjusted Closing Prices
Vic Norton
Papers from arXiv.org
Abstract:
Historical returns depend on historical closing prices and distributions. We describe how to compute adjusted closing prices from closing price/distribution data with an emphasis on spreadsheet implementation. Then the growth of a security from one date to another (1 + total return) is just the ratio of the corresponding adjusted closing prices.
Date: 2011-05
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1105.2956
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