Documentation

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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