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docs: explain how the dividend adjustment is calculated - #3031
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Adds the adjustment formula with a snippet that rebuilds Adj Close, notes that adjusted history is rewritten at every ex-date, and explains why returns from Adj Close differ slightly from published total returns. Addresses ranaroussi#2070.
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Addresses #2070. The price adjustment page says what
auto_adjustdoes but not how the dividend adjustment is calculated, which is behind several questions about returns not matching other sources. This adds three short sections todoc/source/advanced/price_adjustment.rst:1 - dividend / previous close, and a snippet that rebuildsAdj Closefromauto_adjust=Falsedata.I checked the numbers before writing them down. The snippet matches Yahoo's
Adj Closeto within 0.004% over the full histories of KO, SPY, AGG and AAPL (KO goes back to 1962). The basis-point gaps in the last section are from January 2023 to September 2026 data.Docs only, no code changes. Based on
mainbecause that is where the page is (#2992).