[R-SIG-Finance] Adjusting for dividends

[Brian Leidich]

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 <eric.thungstrom at gmail.com>
To: r-sig-finance at r-project.org
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.

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