adjRatios: Split and dividend adjustment ratios

In TTR: Technical Trading Rules

Description

Create split and dividend adjustment ratio vectors.

Usage

  adjRatios(splits, dividends, close)

Arguments

splits	Split series that is coercible to xts.
dividends	Dividend series that is coercible to xts.
close	Close price series that is coercible to xts.

Details

• If only splits is provided, the resulting object will only have as many observations as splits.

• If splits and close are provided, the resulting object will have as many observations as max(NROW(splits), NROW(close)).

• close is required if dividends is provided.

Value

A xts object containing the columns:

Split

The split adjustment ratio.

Div

The dividend adjustment ratio.

Author(s)

Joshua Ulrich

TTR documentation built on April 15, 2017, 8:31 a.m.