That's a function of yahoo data no longer adjusting for dividends. On Fri, Jun 2, 2017 at 10:45 AM, Vivek Rao via R-SIG-Finance < r-sig-finance@r-project.org> wrote:
> (I tried sending this message before joining the group, but it was held > for moderation.) > > It appears that the adjustOHLC function of the quantmod package does not > create an .Adjusted field > that reflects dividends. > > The code > > library("quantmod") > sym <- "IBM" > START.DATE = "2016-01-01" > div <- getDividends(sym,auto.assign=FALSE,from=START.DATE) > xx <- getSymbols(sym, from=START.DATE, src="yahoo", auto.assign=FALSE) > xx.a <- adjustOHLC(xx) > xx.uA <- adjustOHLC(xx, use.Adjusted=TRUE) > cat("\ndiv\n") > print(head(div)) > cat("\nxx\n") > print(head(xx)) > cat("\nxx.a\n") > print(head(xx.a)) > cat("\nxx.uA\n") > print(head(xx.uA)) > > produces the output below. I'd expect that IBM.Adjusted field to have > different values > at the beginning of the period, depending on whether one adjusts for > dividends. > > div > IBM.div > 2016-02-08 1.3 > 2016-05-06 1.4 > 2016-08-08 1.4 > 2016-11-08 1.4 > 2017-02-08 1.4 > 2017-05-08 1.5 > > xx > IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.Adjusted > 2016-01-04 135.60 135.97 134.24 135.95 5229400 135.95 > 2016-01-05 136.76 136.89 134.85 135.85 3924800 135.85 > 2016-01-06 134.38 135.58 133.62 135.17 4310900 135.17 > 2016-01-07 133.70 135.02 132.43 132.86 7025800 132.86 > 2016-01-08 133.18 133.82 131.32 131.63 4762700 131.63 > 2016-01-11 131.81 133.82 131.76 133.23 4974400 133.23 > > xx.a > IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.Adjusted > 2016-01-04 135.60 135.97 134.24 135.95 5229400 135.95 > 2016-01-05 136.76 136.89 134.85 135.85 3924800 135.85 > 2016-01-06 134.38 135.58 133.62 135.17 4310900 135.17 > 2016-01-07 133.70 135.02 132.43 132.86 7025800 132.86 > 2016-01-08 133.18 133.82 131.32 131.63 4762700 131.63 > 2016-01-11 131.81 133.82 131.76 133.23 4974400 133.23 > > xx.uA > IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.Adjusted > 2016-01-04 135.60 135.97 134.24 135.95 5229400 135.95 > 2016-01-05 136.76 136.89 134.85 135.85 3924800 135.85 > 2016-01-06 134.38 135.58 133.62 135.17 4310900 135.17 > 2016-01-07 133.70 135.02 132.43 132.86 7025800 132.86 > 2016-01-08 133.18 133.82 131.32 131.63 4762700 131.63 > 2016-01-11 131.81 133.82 131.76 133.23 4974400 133.23 > > Vivek Rao > > _______________________________________________ > R-SIG-Finance@r-project.org 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. > [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org 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.