Missing Dividends in Yahoo Historical ?

[davephx]

I am using investment overlay screen which says "OV-NAV+DIV and setting is to include dividends.

I have no transactions other than starting a few years ago I am only using it to graph various funds vs S&P500.

I am using default server which is yahoo historical (switched from regular yahoo when dropped SPX as I recall). Now using ^GSPC

But in comparing total returns on graph to other sources seems clear I am missing dividends.

A fund that pays quarterly div is way below on total return so it seems I am not getting the div info.

I update all using yahoo historical because often don't update for like a week which is why I think I need it other than just the S&P500.

As of 11/29 S&P shows on graph about 106.5% year-to-date (6.5% return) but per Morningstar total return is 8.51%

In the Data Register no dividends show up which may be a clue they are missing!

Obviously the question is why no dividends and is there an obvious solution I am overlooking (Please don't say have to enter manually

Thanks

[Mark]

Hi davephx,

Yes, I believe the S&P 500 index on Yahoo is only the price returns, and does not included dividends. That is sometimes referred to as S&P 500 total return, versus S&P 500 price return. You can see this here:

http://www.standardandpoors.com/indices ... --p-us-l--

I'm not sure if the S&P 500 total return is available on Yahoo. It does look like you can download this data from the link above, but you may have to sign up with them. It looks like the download could be imported with the generic price import, although I did not sign up and download the data.

[davephx]

Thanks the link clearly ties to the chart for price return only not total return.

Franky I could care less on price return its total return you in my view investors are interested in. Especially for mutual funds to evaluate performance.

What about the mutual fund dividends. Looks like using yahoo historicals does not contain dividends. Do we know if any alternatives include dividends. If have to use service that just does current days is there any program to automate the process so if not in town or so don't have to remember to manually do the update every day?

I have grown to love Fund Manager but its pretty worthless for my tracking if it is not total return with dividends included otherwise does not reflect total returns and I guess I don't understand why folks would want to not include dividends as part of return. Most growth investors reinvest and few look to equities for income.

I had used another tracking/charting service for years (Fasttrack) which included dividends but I do not know they source they had their own compiled download each day. But that was a few years ago.

[Mark]

Hi davephx,

I understand. You can track any investment you want, and you have the option to retrieve pricing from any of our supported quote servers, import your own pricing, or even manually entering your own pricing. Knowing what you are tracking, and making that choice is up to you. There is no limitation in Fund Manager as to what investment (or index) you can track.

In Fund Manager dividends usually come directly from your broker or mutual fund company when you retrieve transactions. If you want to track something you do not own, then you have to either manually record the distributions, import them from some source, or use Yahoo (Historical) in the Pro or Advisor versions, and choose the option to retrieve distributions. Yahoo does not have distributions for everything, so you should check. You can either look in FM after retrieving, or go to Yahoo with your browser, and look up "Historical Prices" from the left menu of any quote, and choose to display "Dividends Only". This way, you can see what dividend data Yahoo has, which is where FM is getting it when you retrieve distributions from Yahoo (Historical).

[Mark]

Hi davephx,

I just learned a tip from another user. You can get the S&P 500 Total Return index by using:

SPTR:IND

on the Bloomberg quote server.

[davephx]

SPTR:IND

Interesting although the data is bad about once a month or so - a digit is missing so like 113.00 instead of 2113.00 created huge dips in chart.

Mutual funds adjusted for dividend is bigger problem. I could use the Vanguard 500 index fund as a proxy which would be very close.

You seemed to say can using yahoo historical if use pro or advisor version? But not sure if understood that right, need a server that gives the dividends or adjusts.

I was spoiled by Fastrack where always had adjusted but I don't know where they get their feed from.

I don't need technical charts only basic charting but dividend adjusted.

[Mark]

Hi davephx,

I couldn't reproduce this problem. I retrieved SPTR:IND from "Bloomberg (Hiistorical)" for 5 years, from 11/30/2005 to 12/1/2010, and it got the 5 years, with no problems on the graphs. Are you using quote module 420? You might try it again, and see if maybe there wasn't some temporary problem. Also, make sure to do it into a new/empty investment, and not some existing investment that may have incompatible pricing points already recorded.

In the Pro/Advisor versions when you retrieve from Yahoo (Historical) there is an option to also retrieve distributions. It will get any distribution data Yahoo has available, and retrieve that along with the pricing. Yahoo does not have all distribution data, (and it isn't displayed for S&P 500), so check on Yahoo with your browser to see whether or not they have the distribution data you want.

If you are using Fund Manager to track investments you own, distribution data is available from your broker when you retrieve or import transactions. If you are using Fund Manager to track investments you don't own, and want distribution data included, you can either use the Yahoo (Historical) option I mentioned, or you can retrieve using "Yahoo (Adjusted Historical)". This server back-adjusts prices for distributions and splits.

[davephx]

Well maybe not as much of a problem.

Yahoo (Adjusted Historical) seems to be correct with dividends although the Vanguard 500 index fund has some bad data also about once a month....

If I look however in the Data Register for a fund that pays a monthly distribution there is nothing showing in the distributions section... yet I think the chart is showing total return

[Mark]

The Yahoo (Adjusted Historical) server retrieves prices already adjusted for any distributions. You won't see them in the Data Register under "Distributions (all)" if you are just retrieving from this server.

Are you retrieving prices into a new/empty investment? If you have a sample ticker symbol that is retrieving bad data once per month, please let me know the symbol and I'll test it here. That should not be happening.