Adjusted Closing Prices
AbstractHistorical 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.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1105.2956.
Date of creation: May 2011
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Web page: http://arxiv.org/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-05-30 (All new papers)
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