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I think this question has been answered here before (regarding yahoo finance & historical data). Most free providers of historical data do not take the time to go back & $fix$ the data discrepancies such as the one you ran into. I believe they just collect/update data as it comes I.e. Stock splits, dividend payments. However, the Adjusted Close ...


From Yahoo! Finance Help The Beta used is Beta of Equity. Beta is the monthly price change of a particular company relative to the monthly price change of the S&P500. The time period for Beta is 3 years (36 months) when available. Source: https://help.yahoo.com/kb/finance/SLN2347.html?impressions=true (+Stock Price History)


Beta calculation varies quite a bit as you've already noted. Using monthly or weekly closing prices is fairly common though; I don't know of anyone who uses daily prices. Yahoo gets its data from CapitalIQ so you may want to look over there. Good luck!

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