• Getting Started

• User's Guide

• Functions

• Dates

• Currency and Price

• Financial Data Charts

• Cash Flows

• Fixed-Income Securities

• Portfolio Optimization Objects

• Portfolio Analysis

• Basic Portfolio Optimization

• Performance Metrics

• Portfolio Utilities

• Financial Statistics

• Derivatives

• Credit Risk Utilities

• GARCH Processes

• Financial Time Series Object and File Construction

• Financial Time Series Arithmetic

• Financial Time Series Math

• Financial Time Series Descriptive Statistics

• Financial Time Series Utility

• Financial Time Series Data Transformation

• Financial Time Series Indicator

• Financial Time Series GUI

• Financial Time Series Tool

Examples

• Release Notes

totalreturnprice - Total return price time series

Syntax

Return = totalreturnprice(Price, Action, Dividend)

Arguments

`Price`	Number of observations (`NUMOBS`)-by-`2` matrix of price data. Column 1 contains MATLAB serial date numbers. Column 2 contains price values.
`Action`	`NUMOBS`-by-`2` matrix of price data. Column 1 contains MATLAB serial date numbers. Column 2 contains split ratios.
`Dividend`	`NUMOBS`-by-`2` matrix of price data. Column 1 contains MATLAB serial date numbers. Column 2 contains dividend payouts.

The number of observations (NUMOBS) for the three input arguments will differ from each other.

Description

Return = totalreturnprice(Price, Action, Dividend) generates a total return price time series given price data, action or split data, and dividend data.

Return is NUMOBS-by-2 array of price data, where NUMOBS reflects the number of observations of price data. Column 1 contains MATLAB serial date numbers. Column 2 contains total return price values.

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totalreturnprice - Total return price time series

Syntax

Arguments

Description

See Also