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Aren't dividends figured in to the historical prices anyway, though? Via adjusted closing prices?
by tunesmith 12y ago
Aren't dividends figured in to the historical prices anyway, though? Via adjusted closing prices?
- jcdavis 12y agoIn theory, but look at the dataset (https://github.com/AgoraOpus/Sell-in-May/blob/master/resources/monthly_sp500.csv https://github.com/AgoraOpus/Sell-in-May/blob/master/resourc...) and the adjusted close is the same.
- mortehu 12y agoThere are several versions of the S&P 500. The version used here is the price index, which doesn't include dividends. The total return index, ^SPXTR[1], does account for dividends. https://ycharts.com/indices/%5ESPXTR/level https://ycharts.com/indices/%5ESPXTR/level