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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 ...


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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)


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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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