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Inputing Dividends to portfolio for portfolio backtesting

Posted By jhmfin 4 Years Ago

Inputing Dividends to portfolio for portfolio backtesting

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Posted Monday December 30 2013
When doing a portfolio back test of stocks or etfs, the overall return may be affected by payment of dividends or interest.  how are dividends etc accounted for, i.e. are they added back into the portfolio? 

Thanks,

Jim

Posted Thursday January 09 2014
They are not. Buy you can add them to the cash balance via a credit if you have the data.


Posted Friday January 10 2014
does the free data fee provide the ex dividend date? Wouldn't that be a field that could be programmed in?


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