Hi All,

I hope you are well and ready for a novice question.

Does anyone know why the property returns does not start from the start of the month?

humana = FinancialData["Humana", 
  "Close", {{2015, 1, 1}, {2015, 1, 31}}]

This returns a close price for 2 Jan 2015 onwards

stockpxreturn = 
 FinancialData["Humana", "Return", {{2015, 1, 1}, {2015, 12, 31}}]

This provides returns from the 5th Jan onwards.

I am assuming that the function is simply looking for the first two data points and then computing a daily return which is why it starts T+1 as opposed to look for the previous month's close and attempt to work out a return for the 1st day of the month.

Is there a way to correct this?

Thanks, Ajay