t1 --- ex-div date
t0 --- prior of ex-div date
your adjustment factor: p(t1)/[p(t1) + div]
yahoo adj factor: [p(t0) - div] / p(t0)
yours is also implicitly used in Bloomberg daily return calculation, is more close to real reinvestment
t1 --- ex-div date
t0 --- prior of ex-div date
your adjustment factor: p(t1)/[p(t1) + div]
yahoo adj factor: [p(t0) - div] / p(t0)
yours is also implicitly used in Bloomberg daily return calculation, is more close to real reinvestment
•
that difference is too tiny to be remotely relevant...
-njrookie-
♂
(0 bytes)
()
01/17/2024 postreply
12:33:58
•
strictly speaking, the day you can reinvest dividend is...
-njrookie-
♂
(245 bytes)
()
01/17/2024 postreply
13:14:47
•
Almost there…
-slow_quick-
♂
(199 bytes)
()
01/17/2024 postreply
16:16:03
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