For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
shawn.oliver avatar image
1 ●0 ●0 ●1

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

#productdss#content
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
83.1k ●281 ●53 ●77

@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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.