I'm trying to calculate total return consistently across exchanges and I can't seem to do it correctly.
Some exchanges\companies (US only?) will provide a adjusted close (ADJUST_CLS, CFS_CLOSE) that's equal to a dividend per share and others won't.
While there is a field to get the dividend ExDate, there doesn't seem to be a field to get a non annualized dividend (i.e. last dividend paid). Am I missing something or do I need to pull in the last dividend from a another source to calculate this correctly?
For clarity I'm using the standard formula to calculate total return -: ((Last Price - Previous Close [nonadjusted]) + Dividend)/Previous Close