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Total Return Function - TRET()

By Optuma Team · Updated 2023-09-29

The TRET() function converts the historical prices in to Total Return data (i.e. adjusting prices for dividend or coupon payouts).

In this example the Show View is using the following formula to show the 12 month Total Return below the 12 month Price Return for IBM:

//Convert data to Total Return;
TR1 = TRET(CLOSE());
//12 month change of TR data;
CHANGE(TR1,INT_COUNT=12, INT_TYPE=Month)

Formula

On a price Retrn basis, IBM has gained 15.54% over the last 12 months, but when taking in to account dividend payouts the Total Return has increased to 21.35%.

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