Sentences with phrase «adjusted closing prices»

Using daily reverse split - adjusted closing prices for VXX from the end of January 2009 through mid-April 2013, we find that: Keep Reading
Using monthly split - adjusted closing prices for SVXY and contemporaneous T - bill yield during October 2011 through early February 2018 (only 78 months, with February 2018 partial), we find that: Keep Reading
The risk parity allocation uses the trailing 20 - day volatility of the adjusted closing prices of each ETF to calculate a risk - based allocation.
Using monthly dividend - adjusted closing prices for BIL since May 2007, for SHY, IEF and TLT since July 2002 and for VFISX, VFITX and VUSTX since October 1991, all through June 2017, we find that: Keep Reading
Using monthly risk premium calculation data during March 1934 through June 2017 (limited by availability of T - bill data), and monthly dividend - adjusted closing prices for the three asset class mutual funds during June 1980 through June 2017 (37 years, limited by VFIIX), we find that:
Using monthly dividend - adjusted closing prices for the ten funds during May 1993 (as limited by FNMIX) through January 2015 (261 months), we find that: Keep Reading
Using monthly S&P 500 Index levels, quarterly S&P 500 earnings and daily T - note, T - bill and Baa yields during March 1989 through March 2015 (limited by availability of earnings data), and quarterly dividend - adjusted closing prices for the above three asset class ETFs during September 2002 through March 2015 (154 months, limited by availability of IEF and LQD), we find that: Keep Reading
Using monthly dividend adjusted closing prices for the asset class proxies and the yield for Cash over the period February 2006 (the earliest all ETFs are available) through September 2017 (140 months), we find that: Keep Reading
Using monthly dividend - adjusted closing prices for these ETFs, along with contemporaneous data for SPDR S&P 500 (SPY) as a benchmark, during December 1998 through December 2017 (229 months), we find that:
Using monthly dividend - adjusted closing prices for UUP and the asset class proxies during March 2007 (when all ETFs are first available, limited by UUP) through July 2017 (125 months), we find that: Keep Reading
Using monthly closes for the S&P 500 Volatility Index (VIX) and monthly and weekly reverse split - adjusted closing prices for VXX from February 2009 through early February 2018 (110 months), we find that: Keep Reading
Using monthly split - adjusted closing prices for SVXY and contemporaneous T - bill yield during October 2011 through early February 2018 (only 78 months, with February 2018 partial), we find that: Keep Reading
Using monthly dividend - adjusted closing prices for these ETFs during August 2001 (limited by IWP and IWS) through February 2018 (199 months), we find that:
Using monthly T - bill yield and monthly dividend - adjusted closing prices for the above assets during January 1993 (as limited by SPY) through Mar 2018, we find that: Keep Reading
The spreadsheet's signals update once daily (typically in the evening) using dividend / split adjusted closing price from Yahoo Finance.
Please note the data source is Yahoo Finance and I use the dividend adjusted closing price to calculate the moving average.
To calculate the returns, I downloaded the data from Yahoo! Finance and used the Adjusted Closing Price, which adjusts the price for dividends and splits.
The timing portfolio is invested in the asset when the adjusted close price is greater than or equal to the moving average, otherwise the portfolio is invested in cash.
The expense ratios of mutual funds and ETFs are captured in the fund share price, and the displayed performance calculated from the adjusted close prices accounts for the fund expense ratio.
The moving average is calculated from adjusted close prices either based on end - of - month prices for monthly moving averages or daily prices when the moving average is specified in trading days.
Based on the May 1, 2007 adjusted closing price of $ 5.57, the stock went on to lose approximately seventy percent of its market value by late October 2009.
The model is invested in a portfolio asset when the adjusted close price is greater than the moving average and the allocation is moved to cash when the adjusted close price is less than the moving average.
The model is invested in the asset when the adjusted close price is greater than the moving average and the model moves to cash when the adjusted close price is less than the moving average.

Not exact matches

In that real estate crash, prices fell close to 40 % and took until 2010 to fully recover, after adjusting for inflation.
«Then, as you get closer to retirement and put a price tag on [the life you want to live] you can adjust your plan based on these costs.»
«Parent Trading Price» shall mean the average closing sales price of one (1) share of Parent Common Stock as reported on the New York Stock Exchange for the ten (10) consecutive trading days ending on the date that is two (2) trading days immediately preceding the Closing Date (as adjusted as appropriate to reflect any stock splits, stock dividends, combinations, reorganizations, reclassifications or similar evePrice» shall mean the average closing sales price of one (1) share of Parent Common Stock as reported on the New York Stock Exchange for the ten (10) consecutive trading days ending on the date that is two (2) trading days immediately preceding the Closing Date (as adjusted as appropriate to reflect any stock splits, stock dividends, combinations, reorganizations, reclassifications or similar eclosing sales price of one (1) share of Parent Common Stock as reported on the New York Stock Exchange for the ten (10) consecutive trading days ending on the date that is two (2) trading days immediately preceding the Closing Date (as adjusted as appropriate to reflect any stock splits, stock dividends, combinations, reorganizations, reclassifications or similar eveprice of one (1) share of Parent Common Stock as reported on the New York Stock Exchange for the ten (10) consecutive trading days ending on the date that is two (2) trading days immediately preceding the Closing Date (as adjusted as appropriate to reflect any stock splits, stock dividends, combinations, reorganizations, reclassifications or similar eClosing Date (as adjusted as appropriate to reflect any stock splits, stock dividends, combinations, reorganizations, reclassifications or similar events).
However BFL had to adjust their original specifications for the Jalapeno which resulted in a larger casing, higher price tag of $ 274 and a speed closer to 5.5 GH / s.
MSCI Indexes with Fair Value Pricing help fund managers, pension plans and consultants explain the artificial tracking error between a fund's fair value adjusted NAV and an MSCI index calculated using closing prices.
In that real estate crash, prices fell close to 40 per cent and took until 2010 to fully recover, after adjusting for inflation.
On September 15, 2008, a key moment in the 2008 financial collapse on Wall Street when Lehman Brothers filed bankruptcy, Merrill Lynch was forced into the arms of Bank of America and Citigroup teetered toward insolvency, Deutsche Bank's shares closed the day at $ 58.80 (equivalent price adjusted for a subsequent stock split).
Horrific Performance An initial investment of more than $ 450,000 to the ProShares Ultra VIX Short - Term Futures ETN (UVXY) at the open of its October 4th, 2011 inception date (the split adjusted opening price) would be worth just $ 87 at today's close (this after a more than 28 % gain today and
Real Madrid president Florentino Perez is desperate to sell the former Stuttgart man and has adjusted the tough tackler's valuation accordingly, with the player's price - tag reducing from # 25m to # 12m as they look to complete a sale before the transfer window closes.
You can easily update, change the cover, adjust the pricing, make special promotions and all the rest of the things truly necessary in this world where Tate closes, authors beware of BEA, and all the other normal advice really is necessary.
«Cheaper almost always wins the volume race, and competitors were quick to adjust pricing when it became clear that it was impossible to achieve anything close to Apple's unit growth at the same price level.
I noticed that there are two closing prices available, regular close and adjusted close.
I took the average of the past ten years of inflation adjusted earnings and compared it to yesterday's closing stock price for all publicly traded stocks.
In that real estate crash, prices fell close to 40 per cent and took until 2010 to fully recover, after adjusting for inflation.
When a data provider like Yahoo finance says that the closing price is adjusted for splits and dividends, what does that mean?
If on the day dividend adjustment, had AT&T closed flat at $ 34 then the stock price would be adjusted to $ 33.56, looking like it closed down 1.3 %.
The divisor is adjusted to account for stock dividends and stock splits, substitutions and mergers, and cash equivalent distributions equal to 10 percent or more of the closing price for an issue in the average.
And March - 30th was an appropriate mid-point date for the entire exercise, so I'll adjust my benchmark accordingly: Keeping things simple, I'll use the closing price level on that date as a starting value for my ISEQ Index performance.
My CAPE (cyclically adjusted price earnings) ratio reached 27.60 at close of market today, passing 2007 high.
In closing, remember, if it were certain, prices would have adjusted already.
Given a calendar options contract (sold 1 month out, bought 2 months out same strike price) and someone says to look to adjust / close out the position at the break even points.
Going backwards in time, the adjusted price departed from the closing price only on and before 12/6/17 for FBALX, the time of the last previous distribution.
If you use their the historical prices tool, you get the actual close as well as the split and dividend adjusted close (assuming you reinvested dividends).
Specifically, interests in commodity pools or managed futures pools are valued on a daily basis by reference to the closing market prices of each futures contract or other asset held by a pool, as adjusted for pool expenses.
I had both closing price and adjusted price of Apple showing the same amount after «download data» csv file was opened in excel.
For example, if Apple is trading at $ 101 per share at the close of business on the day prior to going ex-dividend, and a dividend of $ 1 per share has been declared, then the closing price will be adjusted by $ 1 to give a closing quote of $ 100.
Although the dividend is not paid out until the dividend pay date, the share price is adjusted at the close of business on the day prior to the ex-dividend date since any new purchases on or after the ex-dividend date are not entitled to receive the dividend distribution, so in effect new purchases are buying on the basis of a reduced equity.
a b c d e f g h i j k l m n o p q r s t u v w x y z