totalreturnprice

Total return price time series

Syntax

Return = totalreturnprice(Price,Action,Dividend)

Description

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

Examples

Compute Return Using datetime Input for Price and Action

Compute Return returned as a table using datetime input in tables for Price and Action.

act = [732313, 2; 732314 ,2];
div = [732313, 0.0800; 732314, 0.0800];
prc = [732313, 12; 732314, 13];

prcTableDateTime=table(datetime(prc(:,1),'ConvertFrom','datenum'),prc(:,2));
acttableString=table(datestr(act(:,1)),act(:,2));
divTableNum = array2table(div);
Return = totalreturnprice(prcTableDateTime,acttableString,divTableNum)

Return=2×2 table
            Date            Return
    ____________________    ______

    01-Jan-2005 00:00:00         1
    02-Jan-2005 00:00:00    1.0833

Input Arguments

Price — Price of security

matrix | table

Price of security, specified as a table or an NUMOBS-by-2 matrix. If Price is a table, the dates can either be serial date numbers, date character vectors, or datetime arrays. If Price is an NUMOBS-by-2 matrix of price data, column 1 contains MATLAB^® serial date numbers and column 2 contains price values.

Data Types: double | table

Action — Action or split data

matrix | table

Action or split data, specified as a table or an NUMOBS-by-2 matrix. If Action is a table, the dates can either be serial date numbers, date character vectors, or datetime arrays. If Action is an NUMOBS-by-2 matrix of price data, column 1 contains MATLAB serial date numbers and column 2 contains split ratios.

Data Types: double | table

Dividend — Dividend payouts

matrix | table

Dividend payouts, specified as a table or an NUMOBS-by-2 matrix. If Dividend is a table, the dates can either be serial date numbers, date character vectors, or datetime arrays. If Dividend is a NUMOBS-by-2 matrix of price data, column 1 contains MATLAB serial date numbers and column 2 contains dividend payouts.

Data Types: double | table

Output Arguments

Return — Total return price time series

matrix | table

Total return price time series, returned as a NUMOBS-by-2 matrix (if all inputs are matrices) or table (if any inputs are tables) of price data, where column 1 is dates and column 2 is total return price values. Dates in column 1 are in datetime format if any inputs specify dates in datetime format. Dates in column 1 are in date character vector format if no inputs specify dates in datetime format, but any of them use date character vector format. Otherwise, dates in column 1 are specified as serial date numbers.