Calculating Total Return
Posted: 25 May 2016 11:15 AM   [ Ignore ]
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Not sure what I’m doing wrong. When I run a query on GIS (General Mills) from 01/03/2007 through 12/31/2015 using “Holding Period Return” and “Return without Dividends” I get a text file back. I’m using daily data. When I total the two columns, I get 1.10527 and .836069. This is incorrect. For this period with dividends reinvested the return total is 162.93% and without dividends reinvested it’s 138.14%. So, both the numbers from CRSP are either wrong, or I’m missing something. I would be grateful to know if I’m missing something…

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Posted: 28 May 2016 11:25 AM   [ Ignore ]   [ # 1 ]
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hi,

How do you know what the ‘true’ return is? (What other source did you use)
I’m usually using historic stock price info from yahoo finance as a benchmark for returns. It has daily prices (low, high, open, close) and also adjusted close price.

Hope this helps,

Joost

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