you probably didn't notice, yahoo finance is slightly diff

来源: 2024-01-17 12:28:47 [博客] [旧帖] [给我悄悄话] 本文已被阅读:

t1 --- ex-div date

t0 --- prior of ex-div date

your adjustment factor: p(t1)/[p(t1) + div]

yahoo adj factor: [p(t0) - div] / p(t0)

yours is also implicitly used in Bloomberg daily return calculation, is more close to real reinvestment