not knowing which fund it is, (somewhat irrelevant) but impact should be made on ex-div date at open... i think i would just take div. schedule and match that days open price and subtract accordingly to open price at that date and then use relative changes via diff function to calc the balance data?
just a guess but my hunch is that whatever patch you put in place will be temp, data will likely be fixed soon enough. i guess a nice idea would be the ability to append custom dividends ourselves... ----- Original Message ---- From: Eric Thungstom <[email protected]> To: [email protected] Sent: Mon, January 17, 2011 10:55:02 PM Subject: [R-SIG-Finance] Adjusting for dividends I'm working with some mutual fund data and want to adjust for 2010 distributions. There were two payouts for this fund in Dec 2010. Looks like Yahoo has not picked them up yet. I tried getDividends in quantmod. All historical dividends came through except the Dec 2010. I can go to the actual fund website and find out the distribution amounts. Wondering if I have the 2010 distribution amount how I might do the adjustment. I've used adjustOHLC in quantmod be sure but only with the assumption that all dividends were coming through. So I'm not sure how to handle these last two payouts. (getDividends("fund") ) 2004-12-21 0.587 2005-08-09 0.012 2005-12-09 0.695 2006-09-29 0.000 2006-12-14 0.415 2007-12-19 0.698 2008-12-17 0.541 2009-12-16 0.267 Nothing coming through for 2010. First ex-dividend date was 2010-12-16 for $ 2.00347 per share with NAV of $34.04. Second ex-dividend date was 2010-12-31 for $.07529 per share with NAV of $35.58 Thanks in advance for any advice. [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
