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shawn.oliver avatar image
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Monthly Rolling Performance of Equities (Total Return Accounting for Dividends & Splits)

Hello,

  • We are looking to build a return on $10K performance chart for the total return of an equity.
    • This total return would encompass any capital adjustments (Splits etc.), and dividends
  • I'm finding conflicting information about what is and is not available from DSS to achieve this
    • There seems to be an adjusted price history but that is only for splits, not for splits AND dividends
    • But there are Fields shown in the DSS Content Guide that could lead you to believe that perhaps a "fully" adjusted total return history is available e.g.Percentage Change Month To Date
      • "Percentage change in the total return value over the previous month."
  • Is the only way to calculate total returns adjusted for splits and dividends to download the adjusted price history and adjust it manually for dividends, and then from that data set calculate the monthly rolling performance? (Or get the "raw" unadjusted prices and adjust them manually for splits/reorgs on top of adjusting them for dividends)

Thanks for any help on this matter

dss#product#content
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raksina.samasiri avatar image   raksina.samasiri

Hi @shawn.oliver ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text on the left side of the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

Jirapongse avatar image   Jirapongse

@shawn.oliver

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

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Jirapongse avatar image
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@shawn.oliver

As this forum is more for programming-type queries, rather than content queries - I would recommend you raise a 'I need help understanding content within the product' ticket with our DSS support team via MyRefinitiv.

That way a Content specialist can work closely with you and verify the assumption.

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