How to Calculate Total Return?

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How to Calculate Total Return?

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Seeking Help Statistics

Is there anyway to calculate total return for a stock between two time periods? I am new to Quantopian and trying to test a dual momentum theory that looks at total return. But, it looks like the only way to get total return on Quantopian is to hold the stock for the given time period. But, what I want is to do is use total return over the previous year as a signal for which stocks to buy. (Basically, test dual momentum strategy)

3 responses

I think Malcom is referencing the difficulty of computing total return and not just change in price. AFAIK the dividend information isn't available through an exposed interface so I believe it's not possible?

Yes. I am interested in total return (i.e. including dividends). I know, Yahoo Finance calculates their adjusted close factoring dividends. But, Quantopian does not (for valid reasons).

Chris Lonsberry

Marlcolm, did you ever find a solution you were happy with?

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.