Dividend adjusted historical prices

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luizgubarichello
luizgubarichello Newcomer
in Eikon Data APIs

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.

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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    hi @luizgubarichello

    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.

Answers

  • bob.lee
    bob.lee LSEG

    @luizgubarichello ,

    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.

  • luizgubarichello
    luizgubarichello Newcomer

    Hello @bob.lee

    I'm talking about stocks.

  • bob.lee
    bob.lee LSEG

    @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.

  • Bogan
    Bogan Newcomer
    https://community.developers.refinitiv.com/discussion/comment/88520#Comment_88520
    Hello,

    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,

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