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[IMPROVE] Add in total return calculations, including net total return

Open JerBouma opened this issue 3 years ago • 0 comments

What's the feature that should be improved? Price comparison should normalize stocks to 100 points on the start date (instead of going 0-1 which tells you nothing). Also a "total return series" should be included.

For example, the command from ca titled historical should employ above method for price comparison when you use --normalize. A command could be added that defines the total return excluding and including dividends and compared that with other equities.

Describe how you would like the feature improved Gross daily Total Return include reinvestment of dividend on ex-dates as: (price (t) + gross dividend per share)/price (t-1) -1. Then reescale 100 * (1 + GDTR). For the remain days should be: total return level * (1+GDTR). (NOTE: total return should always be calculated as daily. If you want to shown other frequencies then calculate the daily total return and only show month/quarter/year data points of total return series.)

For net total return only adjust the dividend per share: gross dividend * (1- tax rate). In this case tax rate should be a user input.

Possibly describe the ideal way to improve this For price comparison: to see the price return on certain equities from a certain start date. For total return: same as price comparison but this time the returns include dividends

Additional information This comes from feedback from the Request a Feature form.

JerBouma avatar Jul 25 '22 09:07 JerBouma