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Re: Recreating the back adjusted vistorical number


  • Date: Wed, 28 Oct 2009 10:03:36 -0700
  • From: DH <catapult@xxxxxxxxxxxxxxxxxx>
  • Subject: Re: Recreating the back adjusted vistorical number

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You're never going to get it to work using back-adjusted (addition method) contracts and calculating percentage gain/loss. If the real contract went from 100 to 110, that's a 10% gain. If your adjusted contract goes from 500 to 510 over the same time period, that's only a 2% gain. I don't see any easy way to reconcile the two. Bad data in, bad result out.

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  Dennis