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From what I researched in this forum, Eikon does not provide dividend adjusted historical prices. But since the posts are very old (more than 2 years old), I would like to know if such a feature was implemented since them. Using unadjusted prices for modelling is unacceptable and even free services such as Yahoo have dividend adjusted prices.
Thanks in advance.
Hello @luizgubarichello
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
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Thanks,
AHS
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Thanks,
AHS
This forum is more for programming-type queries, rather than content queries. I would recommend you to contact the Eikon support team directly via MyRefinitiv. You can ask for the =TR formula in the Eikon Excel which can be used to retrieve the data you're looking for.
If the formula is available, we can apply it to the get_data method in Eikon Data API. That way a content specialist can work closely with you to find a way to get the required data.
For this case, I've raised ticket number 10845212 on your behalf and the support team will contact you soon.
Can you confirm which type of assets (stocks? funds?) you are talking about? For funds, the historical prices are the "raw" or official prices not adjusted. All the analysis performance analysis in our products are based on total returns (i.e. dividend re-invested), and the historical returns are also adjusted for events like unit merge/splits. Hence, if you try to model fund's performance, use historical performance (% growth or indexed return) directly, do not the raw price.
Do you know where I can get full documentation on which adjustments are applied (or can be applied) per asset class and per adjustment type (splits, dividends, coupons...) Thanks
Best,
@luizgubarichello , Sorry for the late response. As I focused on funds, I may not know well on the stocks data. Hope someone with good stocks data can help.
