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Total Return on Bloomberg

Researchers often want to get data on the total return for equities (shares) or equity indices. These returns include the reinvestment of dividends.

On Bloomberg Professional  there is a Total Return Analysis (TRA) function – this provides a rich set of options for calculating returns between a start date (when you buy) and an end date (when you sell).

Bloomberg graph price and total return (click to expand)

Bloomberg graph price and total return (click to expand)

To get a time series to calculate total returns you can use the Bloomberg variable Total Return Index (Gross Dividends) (RT116) rather that the default variable Last Price.

This screenshot is a typical graph of the difference between share price return and total return over time.

This was created using Bloomberg’s general Graph (G) function.

It shows a graph for both Last Price and Total Return Index for one equity (GSK LN Equity) over four years (June 30 2009 to June 30 2013)

As in Bloomberg – example equity graph you can right-click on the background, export the data or image to the clipboard and then paste it into Excel or another application.

Bloomberg graph price edited to total return (click to expand)

Bloomberg graph price edited to total return (click to expand)

An alternative is to use the Bloomberg Graph Price (GP) function and then change the selected variable from the default to Total Return Index.

This screenshot is for Disney (DIS US Equity)

Total Return Index has been selected from the drop-down list just to the right of the date fields. (In Bloomberg editable fields appear with a gold background)

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  1. 20 June 2014 at 12:29 pm

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