Reconstructing total return from scratch

wmv

I'm looking at a number of delisted stocks that do not have proper total return series. For example, if you look at BCAP.L^F20, the price return (using TR.PriceClose) and the total return (using TR.TotalReturn) are identical. That can't be right because BCAP.L^F20 has dividends (using TR.DivAdjustedGross).

Since the data for dividends appear to be in tact, I want to reconstruct total return myself. I'm not sure which exact variable I should be using for returns, however, or if there are any other factors I should be considering.

Any help? Thanks.

Jirapongse

@wmv

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data.

Otherwise, you can use the Data Item Browser tool to search available fields.

Please include the URL of this discussion in your raised question to prevent it from being redirected back to this Q&A forum.