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13

Yahoo rounds the adjusted price to 2 decimals even though dividend amounts often have 3 decimal places. Since they apply the adjustment formula to adjusted prices, if you go far enough back in time, the value they give for Adjusted Price will be different than it would be if there were no rounding. edit: For example, for C (Citigroup), on January 2, 1990, ...


10

Do not passively use Yahoo where you need reliable historical data; it will just fail at one point (from what I have seen due to corporate actions/dividends not properly implemented). Paying for a single alternative data source will not save you either (Bloomberg sometimes reports crazy intraday prices); the only way is to write some data cleaning routines ...


7

Yahoo's historical data is sometimes missing dividends. For example: http://finance.yahoo.com/q/hp?s=VWINX&a=00&b=1&c=2010&d=11&e=20&f=2011&g=v (VWINX) is missing two dividends for 2011, though it has the ones for 2010. Also, this paper: http://arxiv.org/PS_cache/arxiv/pdf/1105/1105.2956v1.pdf from 2010 reports Yahoo finance ...


5

Hmm, this table looks wrong. Here's what it should look like. After the most recent corporate action, the Close and Adjusted Close should be the same; only prices from before the most recent action should have a different Adjusted Close. Here's another example. I think Yahoo just has the wrong information. If you wanted to derive your own adjustments for ...


4

Yahoo data is not as clean as alternative data providers such as CSI. Some issues are: i) data for some tickers is missing, ii) incorrect data (rare but it does happen), iii) sometimes they fail to merge the price histories of firms that undergoe corporate actions (i.e. merger, acquisition, or changes in corporate headquarters).


4

I read your question as you planning to calculate the daily log return as \begin{equation} \log{\frac{adj.close(t)}{adj.close(t-1)}} \end{equation} which I think might be problematic as the adjusted close does not necessarily represent a "price" that would have been traded at in the past. I think it would be better if you used the adjusted close to derive ...


4

I know you mentioned that you already know about Yahoo's ability to do this. However, I thought I'd add the following snippet on how to do this with Yahoo. It's a trivial HTTP Get, and is likely the quickest and easiest way to get the information you're after: > curl "http://download.finance.yahoo.com/d/quotes.csv?s=CSCO&f=j1" 86.991B That will ...


4

See Yahoo Query Language (YQL) blog: Getting stock information with YQL and open data tables. Go to the YQL console, and use the following query: select MarketCapitalization from yahoo.finance.quotes where symbol in ("YHOO","AAPL") Here is key part of the result: <results> <quote> ...


3

The stock was split into two share classes, the series that you might be looking for is under the ticker GOOGL.


3

Concerning adjusted price series: Free yourself from terminology and definitions, as you can clearly see, Yahoo Finance got it wrong on the stock split you linked to (and as chrisaycock correctly pointed out). You need to focus on the problem not the term people use to describe the problem: You need to adjust time series for the stock split, period. So, ...


3

There is a major bug when you are getting information from exchanges outside USA. If you get the adjusted prices for BOVESPA (Brazilian Stock Exchange) for example, it will only consider the events that happened using the US Calendar and not the Brazilian calendar of working days, this leads to a lack of information on other exchanges. Be aware of this if ...


2

Yahoo data is good enough, but it has its quirks. As people have mentioned, sometimes it does miss out on corporate actions. I remember a while back I was looking at price for Ford (F) around 1999 , and computing my own adjusted close using yahoo's methodology and noticed that yahoo was missing a dividend payment in 1999(which I verified from bloomberg). ...


2

This is an example of minimum price variation (also known as the minimum price increment or the minimum price fluctuation). All public quotes for US equities are displayed to the nearest penny. (Hidden quotes may be entered at sub-penny increments.) US stock indices follow this convention and thus quote to the nearest penny. The oil listing is odd indeed. ...


2

These are actually known as equity analyst recommendations, and although the terms differ, virtually all of them grade on a 5-point scale. Much academic research has been done using analyst recommendations, typically using the I/B/E/S database (see, e.g. Sorescu and Subrahmanyam (2006)). IBES distinguishes five categories of recommendations, labeled 1 ...


1

They split the company into two: ABT and ABBV. http://www.forbes.com/sites/brucejapsen/2012/10/17/a-less-acquisitive-abbott-labs-will-split-in-two-come-january/


1

some links which might help you http://quant.caltech.edu/historical-stock-data.html In the quantmod R package ,the split information is in the "Dividend Only" CSV: http://ichart.finance.yahoo.com/x?s=IBM&a=00&b=2&c=1962&d=04&e=25&f=2011&g=v&y=0&z=30000


1

The Zacks API should have this data, see http://www.zacksdata.com/zacks-data-api (Disclosure: The API is managed by my company)



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