Under Ranged Enchantments, Returning is a +1 bonus. That would make your item +2 for pricing at 4000gp, plus 300gp for masterwork and 2gp for the dagger itself.
Just to be clear, that is 4000 gp to enchant it yourself. 8000gp to buy it. Plus the cost of the tiny masterwork dagger itself.
Or just take the Ricochet Toss weapon mastery feat.
Don't get the returning weapon, as it is a trap. If you throw the weapon, it doesn't return until the beginning of your next turn. It doesn't allow you to make a full attack, no does it allow you to take AoOs after you throw it.
The dagger of doubling is another option. It won't let you make a full attack unless you have quickdraw, but at least you won't be deprived of having a weapon in-hand to make opportunity attacks.