Financial Time Series Toolbox

Adjust Closing Prices and Make Them Spot Prices

The stock price recorded already reflects the dividend effect. To obtain the "correct" price, subtract the dividend amount from the closing prices. Put the result inside the same object t0 with the data series name Spot.

To make sure that adjustments correspond, index into the adjustment series using the dates from the stock price series t0. Use the datestr command because t0.dates returns the dates in serial date format. Also, since the data series name in the adjustment series dadj3 does not match the one in t0, use the function fts2mtx:

• t0.Spot = t0.Close - fts2mtx(dadj3(datestr(t0.dates)));
  

Create Closing Prices Adjustment Series

Create Return Series