[R-SIG-Finance] query on adjRatios() function from TTR package

[Pitabas Mohanty]

Yes, it is working. I could finally compute the adjusted closing prices.

Thank you so much.

On Mon, Jun 8, 2020 at 6:17 PM Enrico Schumann <es using enricoschumann.net>
wrote:

> On Mon, 08 Jun 2020, Pitabas Mohanty writes:
>
> > Hi
> >
> > Can anyone tell me how to find the adjusted closing price when there are
> > multiple split events on the same day? In India, a few companies have
> > announced stock split and stock dividend on the same day. When I use the
> > adjRatios() function, it only adjusts for the first event and not the
> > second event.
> >
> > Any help will be greatly appreciated.
> >
>
> Function 'split_adjust' in package 'PMwR' supports
> several splits on a single timestamp.  Suppose a stock
> split two times 2-for-1 on timestamp 2.  Then:
>
>   split_adjust(x = c(100, 25, 25),  ## prices
>                t = c(2, 2),         ## index when split occurs
>                ratio = c(2, 2))     ## split ratio
>   ## [1] 25 25 25
>
>   split_adjust(x = c(100, 25, 49), t = c(2, 2),
>                ratio = c(2,2), backward = FALSE)
>   ## [1] 100 100 100
>
> --
> Enrico Schumann (maintainer of PMwR)
> Lucerne, Switzerland
> http://enricoschumann.net
>

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